CALCULATION METHOD FOR NONLINEAR DYNAMIC LEAST-ABSOLUTE DEVIATIONS ESTIMATOR
نویسندگان
چکیده
منابع مشابه
Least Absolute Deviations Method For Sparse Signal Recovery
We consider a problem in signal processing which deals with the recovery of a high-dimensional sparse signal based on a small number of measurements. Our goal is to apply the least absolute deviations (LAD) method in an algorithm that would essentially follow the steps of the orthogonal matching pursuit (OMP) algorithm that has been used mostly in this setting. OMP can recover the signal with h...
متن کاملRegression Model Estimation Using Least Absolute Deviations , Least Squares Deviations and Minimax Absolute Deviations Criteria
Regression models and their statistical analyses is the most important tool used by scientists in data analyses especially for modeling the relationship among random variables and making predictions with higher accuracy. A fundamental problem in the theory of errors, which has drawn attention of leading mathematicians and scientists since past few centuries, was that of fitting functions. For t...
متن کاملJames-Stein Type Estimators in Large Samples with Application to the Least Absolute Deviations Estimator
We explore the extension of James-Stein type estimators in a direction that enables them to preserve their superiority when the sample size goes to infinity. Instead of shrinking a base estimator towards a fixed point, we shrink it towards a data-dependent point. We provide an analytic expression for the asymptotic risk and bias of James-Stein type estimators shrunk towards a data-dependent poi...
متن کاملWeighted Least Absolute Deviation Lasso Estimator
The linear absolute shrinkage and selection operator(Lasso) method improves the low prediction accuracy and poor interpretation of the ordinary least squares(OLS) estimate through the use of L1 regularization on the regression coefficients. However, the Lasso is not robust to outliers, because the Lasso method minimizes the sum of squared residual errors. Even though the least absolute deviatio...
متن کاملLeast orthogonal absolute deviations problem for generalized logistic function ∗
We consider the existence of optimal parameters for generalized logistic model by least orthogonal absolute deviations, and prove the existence of such optimal solution, under the monotonicity condition on the data.
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 THE JAPAN STATISTICAL SOCIETY
سال: 2001
ISSN: 1882-2754,1348-6365
DOI: 10.14490/jjss1995.31.39