Consensus en classification : une revue bibliographique
Consistencia de un estimador no paramétrico, recursivo, de la regresión bajo condiciones generales.
Se define un estimador no paramétrico, recursivo, de la función de regresión r(x) = E(Y/X = x), que se calcula a partir de un conjunto de n observaciones {(X1,Yi): i = 1, ..., n} del vector aleatorio (X,Y). Bajo la hipótesis de que los datos son idénticamente distribuidos pero no necesariamente independientes, lo que permite utilizar el estimador definido para estimar la función de autorregresión de una serie de tiempo, se obtienen resultados sobre la consistencia puntual débil (en probabilidad)...
Consistency and Asymptotic Normality of Maximum Likelihood Estimation for Gaussian Markov Processes from Discrete Obersvations.
Consistency And Asymptotic Normality Of Posterior Distributions.
Consistency in the p-th mean of the least Squares Estimators in Linear Models
Consistency of a Certain Class of Empirical Density Functions.
Consistency of a Nonparametric Estimation of a Density Functional.
Consistency of an estimate in linear regression with non-negative errors
Consistency of -estimators
Consistency of Estimators of Cyclic Functional Parameters for Some Nonstationary Processes
Consistency of least squares estimates in a system of linear correlation models [Book]
Consistency of linear and quadratic least squares estimators in regression models with covariance stationary errors
The least squres invariant quadratic estimator of an unknown covariance function of a stochastic process is defined and a sufficient condition for consistency of this estimator is derived. The mean value of the observed process is assumed to fulfil a linear regresion model. A sufficient condition for consistency of the least squares estimator of the regression parameters is derived, too.
Consistency of Minimum Contrast Estimators in Non-Standard Cases.
Consistency of Some Tests for Multivariate Normality.
Consistency of Statistical Models in the Stationary Case.
Consistency of the BIC order estimator.
Consistency of the least weighted squares under heteroscedasticity
A robust version of the Ordinary Least Squares accommodating the idea of weighting the order statistics of the squared residuals (rather than directly the squares of residuals) is recalled and its properties are studied. The existence of solution of the corresponding extremal problem and the consistency under heteroscedasticity is proved.
Consistency of the LSE in Linear regression with stationary noise
We obtain conditions for L₂ and strong consistency of the least square estimators of the coefficients in a multi-linear regression model with a stationary random noise. For given non-random regressors, we obtain conditions which ensure L₂-consistency for all wide sense stationary noise sequences with spectral measure in a given class. The condition for the class of all noises with continuous (i.e., atomless) spectral measures yields also -consistency when the noise is strict sense stationary with...
Consistency of trigonometric and polynomial regression estimators
The problem of nonparametric regression function estimation is considered using the complete orthonormal system of trigonometric functions or Legendre polynomials , k=0,1,..., for the observation model , i=1,...,n, where the are independent random variables with zero mean value and finite variance, and the observation points , i=1,...,n, form a random sample from a distribution with density . Sufficient and necessary conditions are obtained for consistency in the sense of the errors , ,...
Consistent Estimation in the Presence of Incidental Parameters.