Author: Anders Klevmarken
Publisher:
ISBN:
Category :
Languages : en
Pages : 22
Book Description
Asymptotic Properties of a Least-squares Estimator Using Incomplete Data
Author: Anders Klevmarken
Publisher:
ISBN:
Category :
Languages : en
Pages : 22
Book Description
Publisher:
ISBN:
Category :
Languages : en
Pages : 22
Book Description
Asymptotic properties of least squares estimators in regression models with forecast feedback
Author: Michael Mohr
Publisher:
ISBN:
Category :
Languages : de
Pages : 25
Book Description
Publisher:
ISBN:
Category :
Languages : de
Pages : 25
Book Description
Asymptotic properties of least-squares estimators in semimartingale regression models
Author: Norbert Christopeit
Publisher:
ISBN:
Category :
Languages : de
Pages : 14
Book Description
Publisher:
ISBN:
Category :
Languages : de
Pages : 14
Book Description
Asymptotic Properties of the Ordinary Least Squares Estimator in Simultaneous Equations Models
Author: Virendra K. Srivastava
Publisher:
ISBN:
Category : Econometrics
Languages : en
Pages : 18
Book Description
Publisher:
ISBN:
Category : Econometrics
Languages : en
Pages : 18
Book Description
Asymptotic Properties of Nonlinear Least Squares Estimates in Stochastic Regression Models
Author: Stanford University. Department of Statistics
Publisher:
ISBN:
Category :
Languages : en
Pages : 12
Book Description
Publisher:
ISBN:
Category :
Languages : en
Pages : 12
Book Description
History, First Baptist Church, St. Albans, W. Va
Author:
Publisher:
ISBN:
Category :
Languages : en
Pages : 83
Book Description
Publisher:
ISBN:
Category :
Languages : en
Pages : 83
Book Description
Asymptotic Properties of Nonlinear Least Squares Estimators in a Replicated Time Series Model
Author: Jeremy Sin-hing Wu
Publisher:
ISBN:
Category :
Languages : en
Pages : 246
Book Description
Publisher:
ISBN:
Category :
Languages : en
Pages : 246
Book Description
Asymptotic Properties of Simultaneous Least Squares Estimators
Author: Phoebus J. Dhrymes
Publisher:
ISBN:
Category :
Languages : en
Pages : 54
Book Description
Publisher:
ISBN:
Category :
Languages : en
Pages : 54
Book Description
Some Properties of the Least Squares Estimator in Regression Analysis when the Independent Variables are Stochastic
Author: P. K. Bhattacharya (Mathematician)
Publisher:
ISBN:
Category : Matrices
Languages : en
Pages : 32
Book Description
For the linear regression of y on x observations the loss in estimating the true regression function by another function is considered as a loss function. For the loss function, it is shown under certain conditions that if the class of estimates which are linear in y's and have bounded risk is non-empty, then the estimate obtained by the method of least squares belongs to this class and has uniformly minimum risk in this class. A necessary and sufficient condition on the distribution function of x observations is obtained for this class to be non-empty, which unfortunately is not easy to verify in particular cases and is violated in a ver simple situation. owever, by a sequential modification of the sampling scheme, this condition may always be satisfied at the cost of an arbitrarily small increase in the expected sa ple size. I T IS ALSO SHOWN UNDER CERTAIN FURTHER C NDITIONS ON THE FAMILY OF ADMISSIBLE DISTRIB TIONS THAT THE LEAST SQUARES ESTIMATOR IS MINIMAX IN THE CLASS OF ALL ESTIMATORS. (Author).
Publisher:
ISBN:
Category : Matrices
Languages : en
Pages : 32
Book Description
For the linear regression of y on x observations the loss in estimating the true regression function by another function is considered as a loss function. For the loss function, it is shown under certain conditions that if the class of estimates which are linear in y's and have bounded risk is non-empty, then the estimate obtained by the method of least squares belongs to this class and has uniformly minimum risk in this class. A necessary and sufficient condition on the distribution function of x observations is obtained for this class to be non-empty, which unfortunately is not easy to verify in particular cases and is violated in a ver simple situation. owever, by a sequential modification of the sampling scheme, this condition may always be satisfied at the cost of an arbitrarily small increase in the expected sa ple size. I T IS ALSO SHOWN UNDER CERTAIN FURTHER C NDITIONS ON THE FAMILY OF ADMISSIBLE DISTRIB TIONS THAT THE LEAST SQUARES ESTIMATOR IS MINIMAX IN THE CLASS OF ALL ESTIMATORS. (Author).
NBS Special Publication
Author:
Publisher:
ISBN:
Category : Weights and measures
Languages : en
Pages : 574
Book Description
Publisher:
ISBN:
Category : Weights and measures
Languages : en
Pages : 574
Book Description