On the Choice of Support of Re-Descending ...-Functions in Linear Models with Asymmetric Error Distributions.
M. Hlynka, J.N. Sheahan, D.P. Wiens (1990)
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M. Hlynka, J.N. Sheahan, D.P. Wiens (1990)
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S.S. Cheng, B.R. Chen (1991)
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A.E. Ronner, A.G.M. Steerneman (1985)
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Shayle R. Searle (1995)
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Abbes Rabhi, Samir Benaissa, El Hadj Hamel, Boubaker Mechab (2013)
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This paper deals with a scalar response conditioned by a functional random variable. The main goal is to estimate the conditional hazard function. An asymptotic formula for the mean square error of this estimator is calculated considering as usual the bias and variance.
A. Chaudhuri, R. Arnab (1981)
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A. Chaudhuri, A.K. Adhikary (1989)
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S. Trybuła (1987)
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R.H. Ketellapper, A.E. Ronner (1984)
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R. Zmyślony (1973)
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S.K. Srivastava (1983)
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Hélène Lescornel, Jean-Michel Loubes, Claudie Chabriac (2014)
ESAIM: Probability and Statistics
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We consider a model selection estimator of the covariance of a random process. Using the Unbiased Risk Estimation (U.R.E.) method, we build an estimator of the risk which allows to select an estimator in a collection of models. Then, we present an oracle inequality which ensures that the risk of the selected estimator is close to the risk of the oracle. Simulations show the efficiency of this methodology.
Erkki P. Liski, Götz Trenkler (1993)
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Song Yang, Him L. Koul (1995)
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T.J. Rao (1972)
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