Fixed precision estimation of the parameters of a linear regression model with unknown covariance structure
H. Truszczyńska (1987)
Applicationes Mathematicae
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Displaying similar documents to “Parameter Estimation in Linear Regression Models With Stationary Arma(p,q)-Errors Using Automatic Differentiation”
Fixed precision estimation of the parameters of a linear regression model with unknown covariance structure
Set-membership identifiability of nonlinear models and related parameter estimation properties
Carine Jauberthie, Louise Travé-Massuyès, Nathalie Verdière (2016)
International Journal of Applied Mathematics and Computer Science
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Identifiability guarantees that the mathematical model of a dynamic system is well defined in the sense that it maps unambiguously its parameters to the output trajectories. This paper casts identifiability in a set-membership (SM) framework and relates recently introduced properties, namely, SM-identifiability, μ-SM-identifiability, and ε-SM-identifiability, to the properties of parameter estimation problems. Soundness and ε-consistency are proposed to characterize these problems and...
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R. Zmyślony (1976)
Applicationes Mathematicae
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C. Platt, Z. Paprzycki (1988)
Applicationes Mathematicae
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Štulajter, F. (1997)
Acta Mathematica Universitatis Comenianae. New Series
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Štulajter, F. (1994)
Acta Mathematica Universitatis Comenianae. New Series
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W. Näther, J. Pilz (1980)
Applicationes Mathematicae
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Fixed precision estimation of a normal mean
Beniamin Goldys (1985)
Banach Center Publications
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Lainiotis, D.G., Papaparaskeva, Paraskevas, Plataniotis, Kostas (1996)
Mathematical Problems in Engineering
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GAMS langauage in description of method of minimum total variation.
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Acta Universitatis Apulensis. Mathematics - Informatics
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Cho, K.R., Cho, M.H., Szidarovszky, F., You, Y. (1997)
Southwest Journal of Pure and Applied Mathematics [electronic only]
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An application of latent class random coefficient regression.
Erichsen, Lars, Brockhoff, Per Bruun (2004)
Journal of Applied Mathematics and Decision Sciences
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A note on robust estimation in logistic regression model
Tadeusz Bednarski (2016)
Discussiones Mathematicae Probability and Statistics
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Computationally attractive Fisher consistent robust estimation methods based on adaptive explanatory variables trimming are proposed for the logistic regression model. Results of a Monte Carlo experiment and a real data analysis show its good behavior for moderate sample sizes. The method is applicable when some distributional information about explanatory variables is available.
Estimation of P{Y
J. Bartoszewicz (1977)
Applicationes Mathematicae
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The application of minimax fit in linear model and its extension in generalised linear models.
Hamzah, Nor Aishah, Yahaya, Daud (2001)
Bulletin of the Malaysian Mathematical Sciences Society. Second Series
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On One Estimation Problem
Jelena Bulatović, Alobodanka Janjić (1979)
Publications de l'Institut Mathématique
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Constrained estimation and the theorem of Kuhn-Tucker.
Davidov, Ori (2006)
Journal of Applied Mathematics and Decision Sciences
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