Variance Estimation in a Model With Gaussian Submodels
نویسندگان
چکیده
منابع مشابه
Variance Estimation in a Model with Gaussian Sub-Models.
This paper considers the problem of estimating the dispersion parameter in a Gaussian model which is intermediate between a model where the mean parameter is fully known (fixed) and a model where the mean parameter is completely unknown. One of the goals is to understand the implications of the two-step process of first selecting a model among a finite number of sub-models, and then estimating ...
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ژورنال
عنوان ژورنال: Journal of the American Statistical Association
سال: 2005
ISSN: 0162-1459,1537-274X
DOI: 10.1198/016214504000000818