Preliminary-Test Estimation of the Error Variance in Linear Regression

Estimation of observation-error variance in errors-in-variables regression

Assessing the variability of an estimator is a key component of the process of statistical inference. In nonparametric regression, estimating observation-error variance is the principal ingredient needed to estimate the variance of the regression mean. Although there is an extensive literature on variance estimation in nonparametric regression, the techniques developed in conventional settings ...

Stein Type Estimators for Disturbance Variance in Linear Regression Model

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On the Estimation Error in Binned Lo al Linear Regression

Regularized Linear Regression: A Precise Analysis of the Estimation Error

Non-smooth regularized convex optimization procedures have emerged as a powerful tool to recover structured signals (sparse, low-rank, etc.) from (possibly compressed) noisy linear measurements. We focus on the problem of linear regression and consider a general class of optimization methods that minimize a loss function measuring the misfit of the model to the observations with an added struct...

Comparing The ANN And Linear Regression In Estimation Of The Growth Model (The Case Of MENA)