Parameter Estimation in Linear Regression Models With Stationary Arma(p,q)-Errors Using Automatic Differentiation
Parameter estimation of S-distributions with alternating regression.
We propose a novel 3-way alternating regression (3-AR) method as an effective strategy for the estimation of parameter values in S-distributions from frequency data. The 3-AR algorithm is very fast and performs well for error-free distributions and artificial noisy data obtained as random samples generated from S-distributions, as well as for traditional statistical distributions and for actual observation data. In rare cases where the algorithm does not immediately converge, its enormous speed...
Parametric and nonparametric empirical regression models: case study of copper bromide laser generation.
Partial optimum estimator in two stage regression model with constraints and a problem of equivalence
Pattern-mixture models
Piecewise approximation and neural networks
The paper deals with the recently proposed autotracking piecewise cubic approximation (APCA) based on the discrete projective transformation, and neural networks (NN). The suggested new approach facilitates the analysis of data with complex dependence and relatively small errors. We introduce a new representation of polynomials that can provide different local approximation models. We demonstrate how APCA can be applied to especially noisy data thanks to NN and local estimations. On the other hand,...
Plans d'expérience adaptés à un champ d'hypothèses a priori. Construction. Précision globale
Possibilities of the determination of sample size in regression analysis: a review
Posterior odds ratios for selected regression hypotheses.
Bayesian posterior odds ratios for frequently encountered hypotheses about parameters of the normal linear multiple regression model are derived and discussed. For the particular prior distributions utilized, it is found that the posterior odds ratios can be well approximated by functions that are monotonic in usual sampling theory F statistics. Some implications of these finding and the relation of our work to the pioneering work of Jeffreys and others are considered. Tabulations of odd ratios...
Precise small deviations in L 2 of some Gaussian processes appearing in the regression context
We find precise small deviation asymptotics with respect to the Hilbert norm for some special Gaussian processes connected to two regression schemes studied by MacNeill and his coauthors. In addition, we also obtain precise small deviation asymptotics for the detrended Brownian motion and detrended Slepian process.
Problems of an additional experiment
Problems of sensitiveness and linearization in a determination of isobestic points
Properly recorded estimate and confidence regions obtained by an approximate covariance operator in a special nonlinear model
The properly recorded standard deviation of the estimator and the properly recorded estimate are introduced. Bounds for the locally best linear unbiased estimator and estimate and also confidence regions for a linearly unbiasedly estimable linear functional of unknown parameters of the mean value are obtained in a special structure of nonlinear regression model. A sufficient condition for obtaining the properly recorded estimate in this model is also given.
Propriétés de moindres carrés de la matrice de covariance d'un vecteur aléatoire et applications statistiques
Pyrrho's Lemma, or have it your Way.