Semiparametric models: a generalized self-consistency approach
نویسندگان
چکیده
منابع مشابه
Generalized Ridge Regression Estimator in Semiparametric Regression Models
In the context of ridge regression, the estimation of ridge (shrinkage) parameter plays an important role in analyzing data. Many efforts have been put to develop skills and methods of computing shrinkage estimators for different full-parametric ridge regression approaches, using eigenvalues. However, the estimation of shrinkage parameter is neglected for semiparametric regression models. The m...
متن کاملEfficient Inference in Semiparametric Generalized Linear Models
for Y and Φ nonempty subsets of l. The covariate (X,Z) has an unknown joint distribution G ∈ G, a nonempty collection of distributions. Suppose from now on that the true but unknown parameters are (θ, ρ). We are interested in the efficient estimation of the regression parameter θ in the presence of the nuisance parameter γ = (G, ρ) based on the independent and identically distributed observatio...
متن کاملSemiparametric Generalized Linear Models: Bayesian Approaches
Generalized linear models are one of the most widely used tools of the data analyst. However, the model assumes that the structure of the regression relationship between the response and the covariates is linear on a known transformed scale. We focus here on diierent methods to perform the same type of analyses. These involve using nonparametric models to determine the relationship between the ...
متن کاملa new approach to credibility premium for zero-inflated poisson models for panel data
هدف اصلی از این تحقیق به دست آوردن و مقایسه حق بیمه باورمندی در مدل های شمارشی گزارش نشده برای داده های طولی می باشد. در این تحقیق حق بیمه های پبش گویی بر اساس توابع ضرر مربع خطا و نمایی محاسبه شده و با هم مقایسه می شود. تمایل به گرفتن پاداش و جایزه یکی از دلایل مهم برای گزارش ندادن تصادفات می باشد و افراد برای استفاده از تخفیف اغلب از گزارش تصادفات با هزینه پائین خودداری می کنند، در این تحقیق ...
15 صفحه اولSelf-consistency and a generalized principal subspace theorem
Principal subspace theorems deal with the problem of finding subspaces supporting optimal approximations of multivariate distributions. The optimality criterion considered in this paper is the minimization of the mean squared distance between the given distribution and an approximating distribution, subject to some constraints. Statistical applications include, but are not limited to, cluster a...
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 Royal Statistical Society: Series B (Statistical Methodology)
سال: 2003
ISSN: 1369-7412
DOI: 10.1111/1467-9868.00414