Download or read book Asymptotic Representation of M estimators and Rate of Convergence of One step M estimators for Parametric Models with Shrinking Contamination written by Witold Florczak and published by . This book was released on 1991 with total page 16 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Asymptotic Representation of M estimations and Rate Ofconvergence of One step M estimators for Parametric Models with Shrinking Contamination written by Witold J. Florczak and published by . This book was released on 1991 with total page 16 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Mathematical Reviews written by and published by . This book was released on 2001 with total page 962 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Asymptotic behaviour of one step M estimators in contaminated non linear written by and published by . This book was released on 1993 with total page 10 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Asymptotic Behaviour of One step M estimators in Contaminated Non linear Models written by C. H. Müller and published by . This book was released on 1993 with total page 10 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Asymptotic behaviour of one step M estimators in contaminated non linear models written by Christine H. Müller and published by . This book was released on 1993 with total page 10 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book An Adaptive Choice of the Scale Parameter for M estimators written by Robert Michael Bell and published by . This book was released on 1980 with total page 170 pages. Available in PDF, EPUB and Kindle. Book excerpt: Let x sub 1 to x sub n be a random sample from a distribution symmetric about the unknown location parameter theta. A major class of robust estimators of location is the class of M-estimators, each of which corresponds to a function psi defined on the reals. To be scale equivariant, these estimators require the use of a scale equivariant function of the sample. Commonly, this scale parameter is chosen to be a constant times the sample MAD (medial absolute deviation from the median). For a given function psi, the variance of the corresponding M-estimator vaires considerably with the value of the scale parameter. It is therefore proposed that the value which minimizes an estimate of the asymptotic variance of the M-estimator be used as the scaling factor. This adaptive method of scaling is shown to be asymptotically optimal (under fairly general conditions), in the sense that the resulting M-estimator has the smallest possible asymptotic variance among all M-estimators based on psi. In particular, when the underlying distribution is normal, the adaptive estimator based on any reasonable psi achieves full asymptotic efficiency, i.e., is asymptotically equivalent to the sample mean. The performance of the estimator for small samples is investigated by Monte Carlo methods for several choices of psi using the triefficiency criteria. A slight modification of the above estimator compares favorably with Tukey's bisquare M-estimator for sample sizes as small as 20. (Author).

Download or read book Journal of the American Statistical Association written by and published by . This book was released on 1995 with total page 1638 pages. Available in PDF, EPUB and Kindle. Book excerpt: A scientific and educational journal not only for professional statisticians but also for economists, business executives, research directors, government officials, university professors, and others who are seriously interested in the application of statistical methods to practical problems, in the development of more useful methods, and in the improvement of basic statistical data.

Download or read book An Asymptotic Representation for M estimators and Linear Functions of Order Statistics written by Raymond J. Carroll and published by . This book was released on 1975 with total page 28 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Penalized M estimation for Partly Linear Transformation Models with Current Status Data written by Shuangge Ma and published by . This book was released on 2004 with total page 108 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Current Index to Statistics Applications Methods and Theory written by and published by . This book was released on 1994 with total page 772 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Current Index to Statistics (CIS) is a bibliographic index of publications in statistics, probability, and related fields.

Download or read book Asymptotic Theory of M estimators in General Statistical Models written by R. J. Chitashvili and published by . This book was released on 1990 with total page 45 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Asymptotic Expansions for M estimators written by Jose Norberto Walter Dachs and published by . This book was released on 1973 with total page 72 pages. Available in PDF, EPUB and Kindle. Book excerpt: An asymptotic expansion for the distribution of M-estimators in the case of scale known, but with different basic assumptions, so as to include some of the M-estimators originally proposed. Also, a formal expansion for the case of scale unknown. Finally, several numerical results comparing, in part, values obtained with the Monte Carlo results of work done in Princeton.

Download or read book On the Non Asymptotic Properties of Regularized M Estimators written by Demian Pouzo and published by . This book was released on 2016 with total page 75 pages. Available in PDF, EPUB and Kindle. Book excerpt: We propose a general framework for regularization in M-estimation problems under time dependent (absolutely regular-mixing) data which encompasses many of the existing estimators. We derive non-asymptotic concentration bounds for the regularized M-estimator. Our results exhibit a variance-bias trade-off, with the variance term being governed by a novel measure of the complexity of the parameter set. We also show that the mixing structure affect the variance term by scaling the number of observations; depending on the decay rate of the mixing coefficients, this scaling can even affect the asymptotic behavior. Finally, we propose a data-driven method for choosing the tuning parameters of the regularized estimator which yield the same (up to constants) concentration bound as one that optimally balances the (squared) bias and variance terms. We illustrate the results with several canonical examples.

Download or read book An Asymptotic Expansion for M estimators in the Case of Scale Known written by J. N. W. Dachs and published by . This book was released on 1978 with total page 21 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Asymptotic Theory of M estimators in General Statistical Models written by R. J. Chitashvili and published by . This book was released on 1990 with total page 31 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Asymptotic Theory of M estimators in General Statistical Models written by R. J. Chitashvili and published by . This book was released on 1990 with total page 550 pages. Available in PDF, EPUB and Kindle. Book excerpt: