搜索结果: 1-7 共查到“统计法学 estimation”相关记录7条 . 查询时间(0.312 秒)
Efficient Estimation of Approximate Factor Models via Regularized Maximum Likelihood
High dimensionality unknown factors principal components sparse matrix conditional sparse thresholding cross-sectional correlation penalized maximum likelihood adaptive lasso heteroskedasticity
2012/11/23
We study the estimation of a high dimensional approximate factor model in the presence of both cross sectional dependence and heteroskedasticity. The classical method of principal components analysis ...
Correlated variables in regression: clustering and sparse estimation
Canonical correlation group Lasso Hierarchical clustering High-dimensional inference Lasso Oracle inequality Variable screening Variable selection
2012/11/23
We consider estimation in a high-dimensional linear model with strongly correlated variables. We propose to cluster the variables first and do subsequent sparse estimation such as the Lasso for cluste...
A comparative study of new cross-validated bandwidth selectors for kernel density estimation
kernel density estimation data-adaptive bandwidth selection indirect cross-validation do-validation.
2012/11/22
Recent contributions to kernel smoothing show that the performance of cross-validated bandwidth selectors improve significantly from indirectness. Indirect crossvalidation first estimates the classica...
Likelihood Estimation with Incomplete Array Variate Observations
Likelihood Estimation Incomplete Array Variate Observations
2012/11/22
Missing data estimation is an important challenge with high-dimensional data arranged in the form of an array.In this paper we propose a probability model for partially observed multi-way array data. ...
Spline Smoothing for Estimation of Circular Probability Distributions via Spectral Isomorphism and its Spatial Adaptation
Non-parametric density estimation circular data Smoothing Spline empirical Fourier coeffcients Fourier Basis Detection of Localisation Edge preserving function estima-tion
2012/11/22
Consider the problem when $X_1,X_2,..., X_n$ are distributed on a circle following an unknown distribution $F$ on $S^1$. In this article we have consider the absolute general set-up where the density ...
Asymptotic minimax risk of predictive density estimation for non-parametric regression
asymptotic minimax risk convergence rate non-parametric regression
2010/10/19
We consider the problem of estimating the predictive density of future observations from a non-parametric regression model. The density estimators are evaluated under Kullback--Leibler divergence and ...
An empirical Bayes mixture method for effect size and false discovery rate estimation
Empirical Bayes false discovery rate effect size estimation
2010/10/19
Many statistical problems involve data from thousands of parallel cases. Each case has some associated effect size, and most cases will have no effect. It is often important to estimate the effect siz...