Download or read book Adaptive nonparametric estimation in heteroscedastic regression models 2 Asymptotic efficiency written by Leonid I. Gal'čuk and published by . This book was released on 2007 with total page 72 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Adaptive Non Parametric Estimation in Heteroscedastic Regression Models written by Leonid Galtchouk and published by . This book was released on 2007 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Adaptive nonparametric estimation in heteroscedastic regression models 1 Sharp non asymptotic oracle inequalities written by Leonid I. Gal'čuk and published by . This book was released on 2007 with total page 44 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Adaptive Non Parametric Estimation in Heteroscedastic Regression Models written by Leonid Galtchouk and published by . This book was released on 2007 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Efficient Adaptive Nonparametric Estimation in Heteroscedastic Regression Models written by Leonid I. Galčuk and published by . This book was released on 2005 with total page 47 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Introduction to Nonparametric Estimation written by Alexandre B. Tsybakov and published by Springer Science & Business Media. This book was released on 2008-10-22 with total page 222 pages. Available in PDF, EPUB and Kindle. Book excerpt: Developed from lecture notes and ready to be used for a course on the graduate level, this concise text aims to introduce the fundamental concepts of nonparametric estimation theory while maintaining the exposition suitable for a first approach in the field.
Download or read book Efficient adaptive nonparametric estimation in heteroscedastic regression models written by Léonid Galtchouk and published by . This book was released on 2005 with total page 47 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Statistical Topics and Stochastic Models for Dependent Data with Applications written by Vlad Stefan Barbu and published by John Wiley & Sons. This book was released on 2020-11-03 with total page 288 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is a collective volume authored by leading scientists in the field of stochastic modelling, associated statistical topics and corresponding applications. The main classes of stochastic processes for dependent data investigated throughout this book are Markov, semi-Markov, autoregressive and piecewise deterministic Markov models. The material is divided into three parts corresponding to: (i) Markov and semi-Markov processes, (ii) autoregressive processes and (iii) techniques based on divergence measures and entropies. A special attention is payed to applications in reliability, survival analysis and related fields.
Download or read book Robust and Efficient Adaptive Estimation of Binary choice Regression Models written by Pavel Čižek and published by . This book was released on 2007 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Partially Linear Models written by Wolfgang Härdle and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 210 pages. Available in PDF, EPUB and Kindle. Book excerpt: In the last ten years, there has been increasing interest and activity in the general area of partially linear regression smoothing in statistics. Many methods and techniques have been proposed and studied. This monograph hopes to bring an up-to-date presentation of the state of the art of partially linear regression techniques. The emphasis is on methodologies rather than on the theory, with a particular focus on applications of partially linear regression techniques to various statistical problems. These problems include least squares regression, asymptotically efficient estimation, bootstrap resampling, censored data analysis, linear measurement error models, nonlinear measurement models, nonlinear and nonparametric time series models.
Download or read book Adaptive Estimation in Time Series Regression Models written by Douglas Gardiner Steigerwald and published by . This book was released on 1989 with total page 180 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Nonparametric Estimation Following a Preliminary Test on Regression written by A. K. Md. Ehsanes Saleh and published by . This book was released on 1982 with total page 122 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Nonparametric and Parametric Estimation with Truncated Regression Data written by Kwok-Leung Tsui and published by . This book was released on 1986 with total page 244 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Asymptotic Properties of the Nonparametric Part in Partial Linear Heteroscedastic Regression Models written by Hua Liang and published by . This book was released on 2006 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Estimating Weights in Heteroscedastic Regression Models by Applying Least Squares to Squared Or Absolute Residuals written by Raymond J. Carroll and published by . This book was released on 1985 with total page 26 pages. Available in PDF, EPUB and Kindle. Book excerpt: This document considers a nonlinear regression model for which the variances depend on a parametric function of known variables. The authors focus on estimating the variance function, after what it is typical to estimate the mean function by weighted least squares. Most often, squared residuals from an unweighted least squares fit are compared to their expectations and used to estimate the variance function. If properly weighted such methods are asymptotically equivalent to normal-theory maximum likelihood. Instead, one could use the deviations of the absolute residuals from their expectations. Constructed is such an estimator of the variance function based on absolute residuals whose asymptotic efficiency relative to maximum likelihood is precisely the same for symmetric errors as the asymptotic efficiency in the one-sample problem of the mean absolute deviation relative to the sample variance. The estimators are computable using nonlinear least squares software. The results hold with minimal distributional assumptions. (Author).
Download or read book Nonparametric Curve Estimation written by Sam Efromovich and published by Springer Science & Business Media. This book was released on 1999-08-05 with total page 423 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book gives a systematic, comprehensive, and unified account of modern nonparametric statistics of density estimation, nonparametric regression, filtering signals, and time series analysis. The companion software package, available over the Internet, brings all of the discussed topics into the realm of interactive research. Virtually every claim and development mentioned in the book is illustrated with graphs which are available for the reader to reproduce and modify, making the material fully transparent and allowing for complete interactivity.
Download or read book Asymptotically Optimal Estimation in the Semiparametric Heteroscedastic Linear Model written by Beong-Soo So and published by . This book was released on 1989 with total page 146 pages. Available in PDF, EPUB and Kindle. Book excerpt:
