Adaptive estimation with partially overlapping models
نویسندگان
چکیده
منابع مشابه
Adaptive Estimation with Partially Overlapping Models.
In many problems, one has several models of interest that capture key parameters describing the distribution of the data. Partially overlapping models are taken as models in which at least one covariate effect is common to the models. A priori knowledge of such structure enables efficient estimation of all model parameters. However, in practice, this structure may be unknown. We propose adaptiv...
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ژورنال
عنوان ژورنال: Statistica Sinica
سال: 2017
ISSN: 1017-0405
DOI: 10.5705/ss.2014.233