Výsledky vyhledávání - "Asymptotic properties of parametric estimators"

Distributed Mallows Model Averaging for Ridge Regressions: Distributed Mallows model averaging for ridge regressions

Autoři: Zhang, Haili Wan, Alan T. K. You, Kang a další

Zdroj: Acta Mathematica Sinica, English Series. 41:780-826

Témata: distributed data, Ridge regression, shrinkage estimators (Lasso), consistency, asymptotic normality, asymptotic optimality, Mallows model averaging, ridge regression, Multivariate distribution of statistics, Asymptotic properties of parametric estimators

Popis souboru: application/xml

Equivalence of approximate message passing and low-degree polynomials in rank-one matrix estimation

Autoři: Montanari, Andrea Wein, Alexander S.

Zdroj: Probability Theory and Related Fields. 191:181-233

Témata: Signal theory (characterization, reconstruction, filtering, etc.), computational complexity, Communication theory, Probability (math.PR), low-degree polynomials, Mathematics - Statistics Theory, 0102 computer and information sciences, Statistics Theory (math.ST), Factor analysis and principal components, correspondence analysis, 01 natural sciences, rank-one matrix estimation, FOS: Mathematics, approximate message passing, 0101 mathematics, Asymptotic properties of parametric estimators, Mathematics - Probability

Popis souboru: application/xml

Přístupová URL adresa: http://arxiv.org/abs/2212.06996
https://zbmath.org/7990323
https://doi.org/10.1007/s00440-024-01322-z

Tensor Decomposition-assisted Multiview Subgroup Analysis: Tensor decomposition-assisted multiview subgroup analysis

Autoři: Zhao, Xun Zhou, Ling Zhang, Weijia a další

Zdroj: Acta Mathematica Sinica, English Series. 41:588-618

Témata: tensor decomposition, multiview subgroup analysis, Point estimation, ADMM algorithm, data integration, Asymptotic properties of parametric estimators, Applications of statistics to biology and medical sciences, meta analysis

Popis souboru: application/xml

Přístupová URL adresa: https://zbmath.org/8014420
https://doi.org/10.1007/s10114-024-3310-z

Ridge regularized estimation of VAR models for inference

Autoři: Giovanni Ballarin

Zdroj: Journal of Time Series Analysis. 46:235-257

Témata: Impulse responses, FOS: Computer and information sciences, inference, Ridge regression, shrinkage estimators (Lasso), impulse responses, 05 social sciences, ddc:519, ridge regularization, 01 natural sciences, Inference from stochastic processes and prediction, Methodology (stat.ME), Time series, auto-correlation, regression, etc. in statistics (GARCH), Inference from stochastic processes, Stationary stochastic processes, 0502 economics and business, vector autoregression, Prediction theory (aspects of stochastic processes), 0101 mathematics, Applications of statistics to economics, Asymptotic properties of parametric estimators, Statistics - Methodology

Popis souboru: application/xml

Přístupová URL adresa: http://arxiv.org/abs/2105.00860
https://zbmath.org/7986231
https://doi.org/10.1111/jtsa.12737
https://hdl.handle.net/10419/319273
https://madoc.bib.uni-mannheim.de/66742/
https://doi.org/10.1111/jtsa.12737

Quantile difference estimation with censoring indicators missing at random

Autoři: Kong, Cui-Juan Liang, Han-Ying

Zdroj: Lifetime Data Analysis. 30:345-382

Témata: Data Analysis, Survival analysis and censored data, right-censored, Estimation in survival analysis and censored data, Applications of statistics to biology and medical sciences, meta analysis, quantile difference, missing at random, Data Interpretation, Statistical, Humans, Computer Simulation, distribution function estimation, asymptotic distribution, Asymptotic properties of parametric estimators, Probability

Popis souboru: application/xml

Přístupová URL adresa: https://pubmed.ncbi.nlm.nih.gov/38238637

Quasi Maximum Likelihood Estimation of Vector Multiplicative Error Model using the ECCC-GARCH Representation: Quasi maximum likelihood estimation of vector multiplicative error model using the ECCC-GARCH representation

Autoři: Xu, Yongdeng

Zdroj: Journal of Time Series Econometrics. 16:1-27

Témata: Applications of statistics to actuarial sciences and financial mathematics, Time series, auto-correlation, regression, etc. in statistics (GARCH), QML, realized GARCH, 0502 economics and business, 05 social sciences, spillover effect, HEAVY, vector MEM, Asymptotic properties of parametric estimators

Popis souboru: application/xml

Přístupová URL adresa: https://zbmath.org/7890160
https://doi.org/10.1515/jtse-2022-0018

Asymptotic Analysis of Regression Quantile Estimators for Real-Valued Chirp Signal Model: Asymptotic analysis of regression quantile estimators for real-valued chirp signal model

Autoři: Banerjee, Shubha Sankar Mitra, Amit Mondal, Rachita

Zdroj: Circuits, Systems, and Signal Processing. 43:1053-1100

Témata: Signal theory (characterization, reconstruction, filtering, etc.), chirp signal model, heavy tailed noise, Estimation in multivariate analysis, regression quantile estimator, least squares estimator, Central limit and other weak theorems, Applications of statistics in engineering and industry, control charts, robust estimation, strong consistency, Asymptotic properties of parametric estimators, asymptotic normal distribution

Popis souboru: application/xml

Quantile Regression of Ultra-high Dimensional Partially Linear Varying-coefficient Model with Missing Observations: Quantile regression of ultra-high dimensional partially linear varying-coefficient model with missing observations

Autoři: Wang, Bao Hua Liang, Han Ying

Zdroj: Acta Mathematica Sinica, English Series. 39:1701-1726

Témata: missing observation, partially linear varying-coefficient model, quantile regression, General nonlinear regression, Estimation in survival analysis and censored data, Asymptotic properties of parametric estimators, oracle property, ultra-high dimension

Popis souboru: application/xml

Generative models and Bayesian inversion using Laplace approximation

Autoři: Manuel Marschall Gerd Wübbeler Franko Schmähling a další

Zdroj: Computational Statistics. 39:1321-1349

Témata: asymptotic properties of parametric estimators, FOS: Computer and information sciences, Computer Science - Machine Learning, generative models, Bayesian inference, Mathematics - Statistics Theory, Machine Learning (stat.ML), Statistics Theory (math.ST), 01 natural sciences, Machine Learning (cs.LG), machine learning, Statistics - Machine Learning, FOS: Mathematics, 0101 mathematics, Computational methods for problems pertaining to statistics, Laplace approximation

Popis souboru: application/xml

Přístupová URL adresa: http://arxiv.org/abs/2203.07755

Consistency of LSE for the many-dimensional symmetric textured surface parameters

Autoři: Oleksandr Dykyi Alexander Ivanov

Zdroj: Modern Stochastics: Theory and Applications, Vol 10, Iss 3, Pp 267-285 (2023)

Témata: T57-57.97, Applied mathematics. Quantitative methods, Random fields, image analysis, least squares estimate in the Walker–Brillinger sense, homogeneous and isotropic strongly dependent Gaussian random field, Linear inference, regression, multivariate trigonometric model, least squares estimate in the Walker-Brillinger sense, QA1-939, General nonlinear regression, strong consistency, Multivariate trigonometric model, Mathematics, Asymptotic properties of parametric estimators

Popis souboru: application/xml

Přístupová URL adresa: https://zbmath.org/7721504
https://doi.org/10.15559/23-vmsta225
https://doaj.org/article/af7a62a581de4698b42bc77560120c17

Nonequivalence of two least-absolute-deviation estimators for mediation effects

Autoři: Wang, WenWu Yu, Ping

Zdroj: TEST. 32:370-387

Témata: model consistency, second-order asymptotic, 0504 sociology, Asymptotic distribution theory in statistics, difference estimator, product estimator, 05 social sciences, 0101 mathematics, 01 natural sciences, Causal inference from observational studies, Asymptotic properties of parametric estimators, LAD mediation

Popis souboru: application/xml

Přístupová URL adresa: https://zbmath.org/7711199
https://doi.org/10.1007/s11749-022-00837-8

Minorize–maximize algorithm for the generalized odds rate model for clustered current status data: Minorize-maximize algorithm for the generalized odds rate model for clustered current status data

Autoři: Tong Wang Kejun He Wei Ma a další

Zdroj: Canadian Journal of Statistics. 51:1150-1170

Témata: minorization function, 05 social sciences, Estimation in survival analysis and censored data, frailty, 01 natural sciences, Applications of statistics to biology and medical sciences, meta analysis, Newton-Raphson algorithm, current status data, 0502 economics and business, efficient estimation, generalized odds rate, 0101 mathematics, Nonparametric estimation, Computational methods for problems pertaining to statistics, Asymptotic properties of parametric estimators

Popis souboru: application/xml

Frequentist model averaging under a linear exponential loss

Autoři: Li, Xinmin Liang, Hua Liu, Huihang a další

Zdroj: Statistics and Computing. 35

Témata: Applications of statistics to actuarial sciences and financial mathematics, Linear regression, mixed models, LMA, LINEX, asymptotic optimality, volatility forecasting, asymmetric loss, Computational methods for problems pertaining to statistics, Asymptotic properties of parametric estimators

Popis souboru: application/xml

Quasi-likelihood analysis and its applications

Autoři: Yoshida, Nakahiro

Zdroj: Statistical Inference for Stochastic Processes. 25:43-60

Témata: locally asymptotically quadratic random field, adaptive estimator, jump-diffusion process, Lévy process, Markov processes: estimation, hidden Markov models, volatility, information criterion, Random fields, image analysis, quasi-likelihood, polynomial type large deviation, 01 natural sciences, jump filter, Large deviations, Ibragimov-Khasminskii theory, quasi-Bayesian estimator, sparse estimation, non-synchronous observations, 0101 mathematics, diffusion process, Diffusion processes, Asymptotic properties of parametric estimators, quasi-maximum likelihood estimator, point process

Popis souboru: application/xml

Přístupová URL adresa: https://link.springer.com/content/pdf/10.1007/s11203-021-09266-0.pdf

Statistical Estimation for Stationary Models with Tapered Data: Statistical estimation for stationary models with tapered data

Autoři: Ginovyan, M. S. Sahakyan, A. A.

Zdroj: Journal of Contemporary Mathematical Analysis (Armenian Academy of Sciences). 56:347-367

Témata: Stationary stochastic processes, parametric and nonparametric estimation, Point estimation, stationary processes, spectral density, tapered data, Inference from stochastic processes and spectral analysis, robustness, 0101 mathematics, Nonparametric estimation, 01 natural sciences, Asymptotic properties of parametric estimators

Popis souboru: application/xml

Přístupová URL adresa: https://zbmath.org/7492885
https://doi.org/10.3103/s1068362321060030

Asymptotic normality of the residual correlogram in the continuous-time nonlinear regression model

Autoři: Alexander Ivanov Kateryna Moskvychova

Zdroj: Modern Stochastics: Theory and Applications, Vol 8, Iss 1, Pp 93-113 (2020)

Témata: T57-57.97, Applied mathematics. Quantitative methods, asymptotic normality, Nonlinear regression model, 01 natural sciences, stationary Gaussian noise, Time series, auto-correlation, regression, etc. in statistics (GARCH), nonlinear regression model, residual correlogram, QA1-939, General nonlinear regression, covariance function, Asymptotic normality, 0101 mathematics, Mathematics, Asymptotic properties of parametric estimators

Popis souboru: application/xml

Přístupová URL adresa: https://www.vmsta.org/journal/VMSTA/article/198/file/pdf
https://zbmath.org/7421449
https://doi.org/10.15559/20-vmsta170
https://doaj.org/article/5524971f10464f52819cb876352635e4

Asymptotic theory for time series with changing mean and variance

Autoři: GIRAITIS, L Dalla, V Robinson, PM

Zdroj: Journal of Econometrics. 219:281-313

Témata: 4. Education, 05 social sciences, semiparametric time series model, 16. Peace & justice, 01 natural sciences, nonparametric moving mean, Time series, auto-correlation, regression, etc. in statistics (GARCH), parametric autocorrelation, Asymptotic properties of nonparametric inference, 0502 economics and business, Nonparametric regression and quantile regression, 0101 mathematics, nonparametric heteroscedasticity, Applications of statistics to economics, Asymptotic properties of parametric estimators

Popis souboru: application/xml

Přístupová URL adresa: https://qmro.qmul.ac.uk/xmlui/bitstream/123456789/60672/2/Giraitis%20Asymptotic%20Theory%20for%20Time%20Series%20with%20Changing%20Mean%20and%20Variance%202019%20Accepted.pdf
https://qmro.qmul.ac.uk/xmlui/handle/123456789/60672
https://www.sciencedirect.com/science/article/pii/S0304407620301007
https://pergamos.lib.uoa.gr/uoa/dl/object/2979735

Virtual Historical Simulation for estimating the conditional VaR of large portfolios: Virtual historical simulation for estimating the conditional VaR of large portfolios

Autoři: Christian Francq Jean-Michel Zakoian

Zdroj: Journal of Econometrics. 217:356-380

Témata: Applications of statistics to actuarial sciences and financial mathematics, Estimation in multivariate analysis, Econometrics (econ.EM), Mathematics - Statistics Theory, estimation risk, Statistics Theory (math.ST), 01 natural sciences, FOS: Economics and business, accuracy of VaR estimation, dynamic portfolio, Time series, auto-correlation, regression, etc. in statistics (GARCH), filtered historical simulation, FOS: Mathematics, 0101 mathematics, Asymptotic properties of parametric estimators, Statistical methods, risk measures, virtual returns, Economics - Econometrics

Popis souboru: application/xml

Přístupová URL adresa: http://arxiv.org/pdf/1909.04661
http://arxiv.org/abs/1909.04661
https://mpra.ub.uni-muenchen.de/95965/
https://www.sciencedirect.com/science/article/abs/pii/S0304407619302544
https://ideas.repec.org/a/eee/econom/v217y2020i2p356-380.html
https://pubag.nal.usda.gov/catalog/6790656

Asymptotic analysis of ML-covariance parameter estimators based on covariance approximations

Autoři: Furrer, Reinhard Hediger, Michael University of Zurich

Přispěvatelé: Furrer, Reinhard Hediger, Michael University of Zurich

Zdroj: Electronic Journal of Statistics. 17

Témata: Statistics and Probability, secondary 41A99. Keywords and phrases: Gaussian random fields, asymptotic normality, Mathematics - Statistics Theory, Statistics Theory (math.ST), image analysis Primary 60G15, 01 natural sciences, 10231 Department of Astrophysics, covariance tapering, 10127 Institute of Evolutionary Biology and Environmental Studies, 510 Mathematics, FOS: Mathematics, 1804 Statistics, Probability and Uncertainty, 2613 Statistics and Probability, 0101 mathematics, compactly supported covariance functions, Approximations and expansions 62F12, consistency, Probability and Uncertainty 60G15, Statistics, Asymptotic properties of parametric estimators 62M40, likelihood approximations, 60G15, 62F12 (Primary) 41A99 (Secondary), 10123 Institute of Mathematics, Random fields, 62F12, Gaussian processes 41

Popis souboru: ZORA_23_EJS2170.pdf - application/pdf

Přístupová URL adresa: http://arxiv.org/abs/2112.12317
https://www.zora.uzh.ch/id/eprint/239477/
https://doi.org/10.5167/uzh-239477

Parameter Estimation for Lévy-Driven Continuous-Time Linear Models with Tapered Data: Parameter estimation for Lévy-driven continuous-time linear models with tapered data

Autoři: Mamikon S. Ginovyan

Zdroj: Acta Applicandae Mathematicae. 169:79-97

Témata: consistency, asymptotic normality, Point estimation, tapered data, Central limit and other weak theorems, Lévy-driven continuous-time model, 01 natural sciences, parametric estimation, Stationary stochastic processes, spectral density, Inference from stochastic processes and spectral analysis, 0101 mathematics, Asymptotic properties of parametric estimators, smoothed periodogram

Popis souboru: application/xml

Přístupová URL adresa: https://zbmath.org/7341762
https://doi.org/10.1007/s10440-019-00289-7
https://link.springer.com/article/10.1007/s10440-019-00289-7