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Functional kernel estimators of large conditional quantiles
Conditional quantiles heavy-tailed distributions functional kernel estimator
2011/7/19
We address the estimation of conditional quantiles when the covariate is functional and when the order of the quantiles converges to one as the sample size increases.
Rates of convergence for nearest neighbor estimators with the smoother regression function
Regression Nonparametric estimation Nearest neighbor Rate of conver-gence
2011/3/25
In regression analysis one wants to estimate the regression function from a data. In this paper we consider the rate of convergence for the nearest neighbor estimator in case that the regression funct...
Shrinkage estimators for out-of-sample prediction in high-dimensional linear models
high-dimensional linear model out-of-sample estimators
2011/3/21
We study the unconditional out-of-sample prediction error (predictive risk) associated with two classes of smooth shrinkage estimators for the linear model: James-Stein type shrinkage estimators and r...
Shrinkage estimators for out-of-sample prediction in high-dimensional linear models
Shrinkage estimators for out-of-sample high-dimensional linear models
2011/3/23
We study the unconditional out-of-sample prediction error (predictive risk) associated with two classes of smooth shrinkage estimators for the linear model: James-Stein type shrinkage estimators and r...
Smooth plug-in inverse estimators in the current status continuous mark model
asymptotic distribution bivariate kernel estimation continuous mark variable consistency current status data plug-in estimation
2011/3/21
We consider the problem of estimating the joint distribution function of the event time and a continuous mark variable when the event time is subject to interval censoring case 1 and the continuous ma...