Dynamic linear regression by bayesian and bootstrapping techniques
نویسندگان
چکیده
منابع مشابه
Predicting Twist Condition by Bayesian Classification and Decision Tree Techniques
Railway infrastructures are among the most important national assets of countries. Most of the annual budget of infrastructure managers are spent on repairing, improving and maintaining railways. The best repair method should consider all economic and technical aspects of the problem. In recent years, data analysis of maintenance records has contributed significantly for minimizing the costs. B...
متن کاملLinear dynamic harmonic regression
Among the alternative Unobserved Components formulations within the stochastic state space setting, the Dynamic Harmonic Regression (DHR) model has proven to be particularly useful for adaptive seasonal adjustment, signal extraction, forecasting and back-casting of time series. First, it is shown how to obtain ARMA representations for the DHR components under a Generalized Random Walk setting f...
متن کاملBOOTSTRAPPING ROBUST REGRESSION Galen
M-estim::ztes The bootstrap principle is justified for robust M-estimates in regression. (A short proof justifying bootstrapping the empirical process is also given.) l.a.
متن کاملBayesian Model Averaging for Linear Regression Models
We consider the problem of accounting for model uncertainty in linear regression models. Conditioning on a single selected model ignores model uncertainty, and thus leads to the underestimation of uncertainty when making inferences about quantities of interest. A Bayesian solution to this problem involves averaging over all possible models (i.e., combinations of predictors) when making inferenc...
متن کاملRobust linear regression through PAC-Bayesian truncation
HAL is a multi-disciplinary open access archive for the deposit and dissemination of scientific research documents, whether they are published or not. The documents may come from teaching and research institutions in France or abroad, or from public or private research centers. L’archive ouverte pluridisciplinaire HAL, est destinée au dépôt et à la diffusion de documents scientifiques de niveau...
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: Estudios de Economía Aplicada
سال: 2019
ISSN: 1697-5731,1133-3197
DOI: 10.25115/eea.v37i2.2614