Adaptation over parametric families of symmetric linear estimators
نویسندگان
چکیده
منابع مشابه
Adaptation over Parametric Families of Symmetric Linear Estimators
This paper treats an abstract parametric family of symmetric linear estimators for the mean vector of a standard linear model. The estimator in this family that has smallest estimated quadratic risk is shown to attain, asymptotically, the smallest risk achievable over all candidate estimators in the family. The asymptotic analysis is carried out under a strong Gauss-Markov form of the linear mo...
متن کاملNon-parametric entropy estimators based on simple linear regression
Estimators for differential entropy are proposed. The estimators are based on the second order expansion of the probability mass around the inspection point with respect to the distance from the point. Simple linear regression is utilized to estimate the values of density function and its second derivative at a point. After estimating the values of the probability density function at each of th...
متن کاملEdge-connectivity augmentation of graphs over symmetric parity families
In this note we solve the edge-connectivity augmentation problem over symmetric parity families. It provides a solution for the minimum T-cut augmentation problem. We also extend a recent result of C. Q. Zhang [8].
متن کاملOn Selecting Parametric Link Transformation Families in Generalized Linear Models
The use of parametric link transformation families in generalized linear models (GLM) has been shown to improve substantially the t of standard analyses using a xed link in some data sets (see Czado 1993], for example). When link and regression parameters are globally orthogonal (Cox and Reid 1987]), then the variance innation of the regression parameter estimates due to the additional estimati...
متن کاملExplicit Estimators of Parametric Functions in Nonlinear
The possibility of employing explicitly defined functions of the observations as estimators of parametric functions in nonlinear regression analysis is explored. A general theory of best average mean square error estimation leading to explicit estimators is set forth. Such estimators are given a Bayesian interpretation as Fourier expansions of the estimator which minimizes expected posterior sq...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Statistical Planning and Inference
سال: 2007
ISSN: 0378-3758
DOI: 10.1016/j.jspi.2006.06.029