搜索结果: 1-14 共查到“管理学 M-estimate”相关记录14条 . 查询时间(0.078 秒)
Golden Ratio estimate of success probability based on one and only sample
Golden ratio Bayes estimate Unique sample Triangle prior
2012/9/19
This paper proposes iterative Bayesian method to estimate success probability based on unique sample. The procedure is replacing the distribution characteristic of prior with Bayes estimate on the eve...
Using Moving Average Method To Estimate Entropy In Testing Exponentiality For Type-II Censored Data
Entropy Monte Carlo simulation Kullback-Leibler distance mov-ing average method Hazard function.
2012/9/19
In this paper, we introduce a modified test statistic, by applying moving average method and present a new cdf estimator to estimate the joint entropy of the type-II censored data. We also establish a...
Ordinal Logistic Regression for the Estimate of the Response Functions in the Conjoint Analysis
Aggregate Level Analysis Conjoint Analysis Ordinal Logistic Regression Response Function
2013/2/23
In the Conjoint Analysis (COA) model proposed here – a new approach to estimate more than one response function–an extension of the traditional COA, the polytomous response variable (i.e. evaluation o...
Stochastic Approximation and Newton's Estimate of a Mixing Distribution
Stochastic approximation empirical Bayes mixture models Lyapunov functions
2011/3/23
Many statistical problems involve mixture models and the need for computationally efficient methods to estimate the mixing distribution has increased dramatically in recent years. Newton [Sankhya Ser....
Stochastic Approximation and Newton's Estimate of a Mixing Distribution
Stochastic approximation empirical Bayes mixture models Lyapunov functions
2011/3/22
Many statistical problems involve mixture models and the need for computationally efficient methods to estimate the mixing distribution has increased dramatically in recent years. Newton [Sankhya Ser....
Double Perspective Data Envelopment Analysis: One Approach to Estimate the “LOOP” Arbitrage
Double-Perspective Data Envelopment Analysis Law of One Price Spatial Model and GIS
2013/2/23
This paper introduces the application of real estate pricing DP DEA - Double Perspective Data - Envelopment Analysis to solve the LOOP (Law of One Price) arbitrage. A general equilibrium model of real...
An Active Set Algorithm to Estimate Parameters in Generalized Linear Models with Ordered Predictors
ordered explanatory variable constrained estimation least squares logistic regression Coxregression active set algorithm
2010/3/18
In biomedical studies, researchers are often interested in assessing the association between one or more ordinal explanatory variables and an outcome variable, at the same time adjusting for covariate...
The main result of this paper is a new exact algorithm computing the estimate given by
the Least Trimmed Squares (LTS). The algorithm works under very weak assumptions. To
prove that, we study the r...
SPECTRAL GAP ESTIMATE FOR STABLE PROCESSES ON ARBITRARY BOUNDED OPEN SETS
Isotropic stable process spectral gap
2009/9/18
In the paper we prove the lower bound estimate ¸D
2 −¸D
1
c(¸D
1 )−d=®(diamD)−d−® for the spectral gap of the Dirichlet fractional
Laplacia...
Penalized estimate of the number of states in Gaussian linear AR with Markov regime
Autoregressive processes hidden Markov chains penalized maximum likelihood
2009/9/16
We deal with the estimation of the regime number in a linear Gaussian autoregressive process with a Markov regime (AR-MR). The problem of estimating the number of regimes in this type of series is tha...
Entropy Estimate for k-Monotone Functions via Small Ball Probability of Integrated Brownian Motions
Metric entropy class of distribution functions
2009/3/19
Metric entropy of the class of probability distribution functions on [0,1] with a k-monotone density is studied through its connection with the small ball probability of k-times integrated Brownian mo...
Can One Estimate The Unconditional Distribution of Post-Model-Selection Estimators?
Inference after model selection Post-model-selection estimator Pre-test estimator Selection of regressors
2010/4/28
We consider the problem of estimating the unconditional distribution of a post-model-selection estimator.The notion of a post-model-selection estimator here refers to the combined procedure resulting ...
Can one estimate the conditional distribution of post-model-selection estimators?
Inference after model selection post-model-selection estimator pre-test estimator selection of regressors
2010/4/27
We consider the problem of estimating the conditional distribution
of a post-model-selection estimator where the conditioning is on
the selected model. The notion of a post-model-selection estimator...
Uniform limit theorems for the integrated periodogram of weakly dependent time series and their applications to Whittle's estimate
Periodogram Weak dependence Whittle estimate
2010/4/26
We prove uniform convergence results for the integrated periodogram of a weakly dependent time series,namely a law of large numbers and a central limit theorem. These results are applied toWhittle’s p...