搜索结果: 1-11 共查到“信息科学与系统科学 M-estimators”相关记录11条 . 查询时间(0.065 秒)
Estimators for the Entropy Rate of Binary Hidden Markov Processes(英文)
Binary hidden Markov process entropy rate bound estimator,algorithm
2015/5/28
The entropy rate of a hidden Markov process (HMP) is important in theory and practical applications, but it is hard to get an analytical expression or obtain a numerical estimator. In this paper, a ne...
ON THE BEST UNIFORM CONVERGENCE RATE OF EB ESTIMATORS
Empirical Bayes estimators best uniform
2007/12/17
In this paper the authors prove that the best uniform convergence rate of EB estimators of the parameter θin uniform distribution family U(0,θ) cannot reach 1 under conditions weaker than Tao Bo's[5]....
OPTIMAL RATE OF CONVERGENCE FOR ESTIMATORS IN THE NONPARAMETRIC MEDIAN MODEL
Optimal rate of convergence nonparametri
2007/12/10
摘要 Let (Y,X) be a random vector with its value in R~1×R~d,d\le 1. Let \Theta be the collection of real valued functions θ(x) on R~d which is p times differ-entiable at x=0 and p-1 times differentiable...
This paper addresses estimation and its asymptotics of meantransformation $\theta=E[h(X)]$ of a random variable $X$ based on$n$ iid. observations from errors-in-variables model $ Y=X+~v $,where $v$ is...
ON THE CONDITION FOR CONSISTENCY OF RESAMPLING ESTIMATORS OF VARIANCE OF TRIMMED L-STATISTICS
L-statistics bootstrap random weighting
2007/8/7
In this paper, a counter-example is presented to show that conditions given by[1] and [2] are not enough to guarantee the consistency of resampling estimators of varianceof trimmed L-statistics. To th...
This paper deals with M-estimators for a semiparametric regression model Y=X^tβ_0 + g_0(T) + e，where Y is real-valued, T ranges over a nondegenerate compact interval, X ∈R^d, e is a random error, β_0 ...
ON ASYMPTOTICALLY MEDIAL UNBIASED ESTIMATORS IN TRVNCATED-TYPE DISTRIBUTION FAMILIES
Truncated distribution asymptotically me
2007/8/7
In this paper, the author constructs asymptotically medial unbiased estimators for two classes of truncated-type distributions.
STRONG UNIFORM CONSISTENCY RATES FOR CONDITIONAL FUNCTION ESTIMATORS WITH $\varphi$-MIXING SAMPLE
Strong uniform consistency rates \varphi
2007/8/7
Strong uniform consistency rates are given for kernel type estimators of the conditional function with \varphi-mixing sample. Especially, for nonparametrice stimators of kernel density, the regression...
ON INADMISSIBILITY OF SOME USUAL ESTIMATORS OF LOSS INCURRED IN ESTIMATING ERROR VARIANCE
Normal linear model unbiassed loss estim
2007/8/7
Under multivariant normal linear models, it is proved that usual loss estimators based on the uniformly minimum variance unbiased estimator and the best affinely equivariant estimator of error varianc...
ASYMPTOTIC THEORIES FOR THE ROBUST PP ESTIMATORS OF THE PRINCIPAL COMPONENTS AND DISPERSION MATRIX Ⅲ.BOOTSTRAP CONFIDENCE SETS,BOOTSTRAP TESTS
Bootstrap confidence sets eigenvalues an
2007/8/7
In this paper the bootstrap theories, which are based on the author's former paper, of M-typ eprincipal components and dispersion matrices and M-type PP tests for multivariate locationand scale are ob...
For the general fixed effects linear model: Y=Xτ+ε,ε～N(0,V)(or N(0,σ~2V)), V≥0, we obtain the necessary and sufficient condition for LY+α to be admissible for Sτ in the class of all estimators under m...