Recursive max-linear models with propagating noise

نویسندگان

چکیده

Recursive max-linear vectors model causal dependence between node variables by a structural equation model, expressing each variable as function of its parental nodes in directed acyclic graph (DAG) and some exogenous innovation. For such there exists unique minimum DAG, represented the Kleene star matrix edge weight matrix, which identifies can be estimated. more realistic statistical modeling we introduce random observational noise. A probabilistic analysis this new noisy reveals that DAG representing distribution non-noisy remains unchanged identifiable. Moreover, ratio estimators parameters at their left limits are completely determined noise up to positive constant. Under regular variation condition on prove estimated converges independent Weibull entries after proper centering scaling.

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Application of Recursive Least Squares to Efficient Blunder Detection in Linear Models

In many geodetic applications a large number of observations are being measured to estimate the unknown parameters. The unbiasedness property of the estimated parameters is only ensured if there is no bias (e.g. systematic effect) or falsifying observations, which are also known as outliers. One of the most important steps towards obtaining a coherent analysis for the parameter estimation is th...

متن کامل

Gaining Insight with Recursive Partitioning of Generalized Linear Models

Recursive partitioning algorithms separate a feature space into a set of disjoint rectangles. Then, usually, a constant in every partition is fitted. While this is a simple and intuitive approach, it may still lack interpretability as to how a specific relationship between dependent and independent variables may look. Or it may be that a certain model is assumed or of interest and there is a nu...

متن کامل

Normal Linear Regression Models with Recursive Graphical Markov Structure*

A multivariate normal statistical model defined by the Markov properties determined by an acyclic digraph admits a recursive factorization of its likelihood function (LF) into the product of conditional LFs, each factor having the form of a classical multivariate linear regression model (≡ MANOVA model). Here these models are extended in a natural way to normal linear regression models whose LF...

متن کامل

The Relation between Hearing Loss and Smoking among Workers Exposed to Noise, Using Linear Mixed Models

Introduction: Noise is one of the most common and harmful physical factors in the working environment and has physical and psychological effects on individuals. In this study, the audiometry results of industrial workers were modeled and the effect of noise and other factors on hearing loss was examined.   Materials and Methods:                                                 ...

متن کامل

ذخیره 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: Electronic Journal of Statistics

سال: 2021

ISSN: ['1935-7524']

DOI: https://doi.org/10.1214/21-ejs1903