Some estimation problems in multistage linear models
نویسندگان
چکیده
منابع مشابه
Multistage Stochastic Linear Programming: Aggregation, Approximation, and Some Open Problems∗
The purpose of this paper is to investigate the possiblility to approximate computationally multistage stochastic linear programs with arbitrary underlying probability distributions by those with finite discrete probability distributions—to begin with, just for the special case of only the right-hand-side being random.
متن کاملRobust Estimation in Linear Regression with Molticollinearity and Sparse Models
One of the factors affecting the statistical analysis of the data is the presence of outliers. The methods which are not affected by the outliers are called robust methods. Robust regression methods are robust estimation methods of regression model parameters in the presence of outliers. Besides outliers, the linear dependency of regressor variables, which is called multicollinearity...
متن کاملon some bayesian statistical models in actuarial science with emphasis on claim count
چکیده ندارد.
15 صفحه اولBest Linear Unbiased Estimation in Linear Models
where X is a known n × p model matrix, the vector y is an observable ndimensional random vector, β is a p × 1 vector of unknown parameters, and ε is an unobservable vector of random errors with expectation E(ε) = 0, and covariance matrix cov(ε) = σV, where σ > 0 is an unknown constant. The nonnegative definite (possibly singular) matrix V is known. In our considerations σ has no role and hence ...
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: Linear Algebra and its Applications
سال: 2004
ISSN: 0024-3795
DOI: 10.1016/j.laa.2004.03.007