منابع مشابه
Diverging moments and parameter estimation
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A general rate estimation method is proposed that is based on studying the in-sample evolution of appropriately chosen diverging/converging statistics. The proposed rate estimators are based on simple least squares arguments, and are shown to be accurate in a very general setting without requiring the choice of a tuning parameter. The notion of scanning is introduced with the purpose of extract...
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ژورنال
عنوان ژورنال: Journal of the American Statistical Association
سال: 2005
ISSN: 0162-1459,1537-274X
DOI: 10.1198/016214505000000303