Minimax Estimation in Linear Regression Under Restrictions

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ISBN 13 : 9788255311171
Total Pages : 26 pages
Book Rating : 4.3/5 (111 download)

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Book Synopsis Minimax Estimation in Linear Regression Under Restrictions by : Helge Blaker

Download or read book Minimax Estimation in Linear Regression Under Restrictions written by Helge Blaker and published by . This book was released on 1998 with total page 26 pages. Available in PDF, EPUB and Kindle. Book excerpt:

On minimax estimation in linear regression models with ellipsoidal constraints

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ISBN 13 :
Total Pages : 34 pages
Book Rating : 4.:/5 (752 download)

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Book Synopsis On minimax estimation in linear regression models with ellipsoidal constraints by : Norbert Christopeit

Download or read book On minimax estimation in linear regression models with ellipsoidal constraints written by Norbert Christopeit and published by . This book was released on 1991 with total page 34 pages. Available in PDF, EPUB and Kindle. Book excerpt:

The Minimax Estimation of Linear Models Under Incorrect Prior Restrictions

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ISBN 13 : 9789514519574
Total Pages : 15 pages
Book Rating : 4.5/5 (195 download)

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Book Synopsis The Minimax Estimation of Linear Models Under Incorrect Prior Restrictions by : Timo Teräsvirta

Download or read book The Minimax Estimation of Linear Models Under Incorrect Prior Restrictions written by Timo Teräsvirta and published by . This book was released on 1980 with total page 15 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Minimax estimation in linear regression with convex polyhedral constraints

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ISBN 13 :
Total Pages : 32 pages
Book Rating : 4.:/5 (461 download)

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Book Synopsis Minimax estimation in linear regression with convex polyhedral constraints by : Peter Stahlecker

Download or read book Minimax estimation in linear regression with convex polyhedral constraints written by Peter Stahlecker and published by . This book was released on 1990 with total page 32 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Minimax estimation with additional linear restrictions

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ISBN 13 :
Total Pages : 48 pages
Book Rating : 4.:/5 (644 download)

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Book Synopsis Minimax estimation with additional linear restrictions by : Bernd Schipp

Download or read book Minimax estimation with additional linear restrictions written by Bernd Schipp and published by . This book was released on 1985 with total page 48 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Signal Estimation Under Restrictions

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ISBN 13 :
Total Pages : 302 pages
Book Rating : 4.:/5 (34 download)

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Book Synopsis Signal Estimation Under Restrictions by : Helge Blaker

Download or read book Signal Estimation Under Restrictions written by Helge Blaker and published by . This book was released on 1997 with total page 302 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Minimax Estimation in Linear Regression with Convex Polyhedral Constraints

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ISBN 13 :
Total Pages : 16 pages
Book Rating : 4.:/5 (897 download)

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Book Synopsis Minimax Estimation in Linear Regression with Convex Polyhedral Constraints by : P. Stahlecker

Download or read book Minimax Estimation in Linear Regression with Convex Polyhedral Constraints written by P. Stahlecker and published by . This book was released on 1990 with total page 16 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Minimax estimation with additional linear restrictions

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ISBN 13 :
Total Pages : 48 pages
Book Rating : 4.:/5 (459 download)

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Book Synopsis Minimax estimation with additional linear restrictions by : Bernd Schipp

Download or read book Minimax estimation with additional linear restrictions written by Bernd Schipp and published by . This book was released on 1985 with total page 48 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Minimax Estimation in the Linear Regression Model with Fuzzy Inequality Constraints

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ISBN 13 :
Total Pages : 12 pages
Book Rating : 4.:/5 (248 download)

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Book Synopsis Minimax Estimation in the Linear Regression Model with Fuzzy Inequality Constraints by : Henning Knautz

Download or read book Minimax Estimation in the Linear Regression Model with Fuzzy Inequality Constraints written by Henning Knautz and published by . This book was released on 2000 with total page 12 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Restricted Parameter Space Estimation Problems

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Publisher : Springer Science & Business Media
ISBN 13 : 038748809X
Total Pages : 172 pages
Book Rating : 4.3/5 (874 download)

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Book Synopsis Restricted Parameter Space Estimation Problems by : Constance van Eeden

Download or read book Restricted Parameter Space Estimation Problems written by Constance van Eeden and published by Springer Science & Business Media. This book was released on 2006-12-15 with total page 172 pages. Available in PDF, EPUB and Kindle. Book excerpt: This monograph is addressed to anyone interested in the subject of restrict- parameter-space estimation, and in particular to those who want to learn, or bring their knowledge up to date, about (in)admissibility and minimaxity problems for such parameter spaces. The coverage starts in the early 1950s when the subject of inference for - stricted parameter spaces began to be studied and ends around the middle of 2004. It presents known, and also some new, results on (in)admissibility and minimaxity for nonsequential point estimation problems in restricted ?ni- dimensional parameter spaces. Relationships between various results are d- cussed and open problems are pointed out. Few complete proofs are given, but outlines of proofs are often supplied. The reader is always referred to the published papers and often results are clari?ed by presenting examples of the kind of problems an author solves, or of problems that cannot be solved by a particular result. The monograph does not touch on the subject of testing hypotheses in - stricted parameter spaces. The latest books on that subject are by Robertson, Wright and Dykstra (1988) and Akkerboom (1990), but many new results in that area have been obtained since. The monograph does have a chapter in which questions about the existence of maximum likelihood estimators are discussed. Some of their properties are also given there as well as some algorithms for computing them. Most of these results cannot be found in the Robertson, Wright, Dykstra book.

Minimax Estimation with Respect to Restricted Parameter Sets

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ISBN 13 :
Total Pages : 232 pages
Book Rating : 4.:/5 (89 download)

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Book Synopsis Minimax Estimation with Respect to Restricted Parameter Sets by : Soebanar

Download or read book Minimax Estimation with Respect to Restricted Parameter Sets written by Soebanar and published by . This book was released on 1987 with total page 232 pages. Available in PDF, EPUB and Kindle. Book excerpt:

A Note on Minimax-estimation in Regression Models with Affine Restrictions

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ISBN 13 :
Total Pages : 72 pages
Book Rating : 4.:/5 (612 download)

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Book Synopsis A Note on Minimax-estimation in Regression Models with Affine Restrictions by : Hilmar Drygas

Download or read book A Note on Minimax-estimation in Regression Models with Affine Restrictions written by Hilmar Drygas and published by . This book was released on 1988 with total page 72 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Regression Estimators

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Publisher : Academic Press
ISBN 13 : 1483260976
Total Pages : 361 pages
Book Rating : 4.4/5 (832 download)

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Book Synopsis Regression Estimators by : Marvin H. J. Gruber

Download or read book Regression Estimators written by Marvin H. J. Gruber and published by Academic Press. This book was released on 2014-05-10 with total page 361 pages. Available in PDF, EPUB and Kindle. Book excerpt: Regression Estimators: A Comparative Study presents, compares, and contrasts the development and the properties of the ridge type estimators that result from both Bayesian and non-Bayesian (frequentist) methods. The book is divided into four parts. The first part (Chapters I and II) discusses the need for alternatives to least square estimators, gives a historical survey of the literature and summarizes basic ideas in Matrix Theory and Statistical Decision Theory used throughout the book. The second part (Chapters III and IV) covers the estimators from both the Bayesian and from the frequentist points of view and explores the mathematical relationships between them. The third part (Chapters V-VIII) considers the efficiency of the estimators with and without averaging over a prior distribution. Part IV, the final two chapters IX and X, suggests applications of the methods and results of Chapters III-VII to Kaiman Filters and Analysis of Variance, two very important areas of application. Statisticians and workers in fields that use statistical methods who would like to know more about the analytical properties of ridge type estimators will find the book invaluable.

Minimax Ridge Regression

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ISBN 13 :
Total Pages : 27 pages
Book Rating : 4.:/5 (227 download)

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Book Synopsis Minimax Ridge Regression by : Lawrence C. Peele

Download or read book Minimax Ridge Regression written by Lawrence C. Peele and published by . This book was released on 1980 with total page 27 pages. Available in PDF, EPUB and Kindle. Book excerpt: This work examined minimax linear estimation in multiple linear regression. The application of minimax estimation to regression led to the development of ridge regression estimators with stochastic ridge parameters. These estimators were seen to be invariant under linear transformation; a property which has not been established for other ridge estimators. These minimax-motivated estimators were examined in several simulation studies. In particular, flaws in other simulation studies of ridge estimators were depicted. Consequently, an improved simulation procedure was used. It was observed from these studies that, contrary to published statements, a ridge estimator can be considerably superior to the ordinary least squares estimator, especially when high pairwise correlations exist among the regression variables. Robustness considerations were used to suggest a requirement that a 'good' generalized ridge regression estimator should satisfy. (Author).

Some Properties of the Least Squares Estimator in Regression Analysis when the Independent Variables are Stochastic

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ISBN 13 :
Total Pages : 32 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis Some Properties of the Least Squares Estimator in Regression Analysis when the Independent Variables are Stochastic by : P. K. Bhattacharya (Mathematician)

Download or read book Some Properties of the Least Squares Estimator in Regression Analysis when the Independent Variables are Stochastic written by P. K. Bhattacharya (Mathematician) and published by . This book was released on 1961 with total page 32 pages. Available in PDF, EPUB and Kindle. Book excerpt: For the linear regression of y on x observations the loss in estimating the true regression function by another function is considered as a loss function. For the loss function, it is shown under certain conditions that if the class of estimates which are linear in y's and have bounded risk is non-empty, then the estimate obtained by the method of least squares belongs to this class and has uniformly minimum risk in this class. A necessary and sufficient condition on the distribution function of x observations is obtained for this class to be non-empty, which unfortunately is not easy to verify in particular cases and is violated in a ver simple situation. owever, by a sequential modification of the sampling scheme, this condition may always be satisfied at the cost of an arbitrarily small increase in the expected sa ple size. I T IS ALSO SHOWN UNDER CERTAIN FURTHER C NDITIONS ON THE FAMILY OF ADMISSIBLE DISTRIB TIONS THAT THE LEAST SQUARES ESTIMATOR IS MINIMAX IN THE CLASS OF ALL ESTIMATORS. (Author).

Minimax Linear Estimation at a Boundary Point

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ISBN 13 :
Total Pages : 16 pages
Book Rating : 4.:/5 (13 download)

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Book Synopsis Minimax Linear Estimation at a Boundary Point by : Wayne Yuan Gao

Download or read book Minimax Linear Estimation at a Boundary Point written by Wayne Yuan Gao and published by . This book was released on 2017 with total page 16 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper characterizes the minimax linear estimator of the value of an unknown function at a boundary point of its domain in a Gaussian white noise model under the restriction that the first-order derivative of the unknown function is Lipschitz continuous (the second-order Holder class). The result is then applied to construct the minimax optimal estimator for the regression discontinuity design model, where the parameter of interest involves function values at boundary points.

Minimax Estimation in Regression and Random Censorship Models

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ISBN 13 :
Total Pages : 148 pages
Book Rating : 4.F/5 ( download)

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Book Synopsis Minimax Estimation in Regression and Random Censorship Models by : Eduard N. Belitser

Download or read book Minimax Estimation in Regression and Random Censorship Models written by Eduard N. Belitser and published by . This book was released on 2000 with total page 148 pages. Available in PDF, EPUB and Kindle. Book excerpt: