Results 61 to 70 of about 137 (88)
Blackjack in Holland Casino's: Basic, optimal and winning strategies [PDF]
This paper considers the cardgame Blackjack according to the rules of Holland Casino's in the Netherlands. Expected gains of strategies are derived with simulation and also with analytic tools.
Genugten, B.B. van der
core
On an additive decomposition of the BLUE in a multiple-partitioned linear model
Necessary and sufficient conditions are derived for the BLUE in a general multiple-partitioned linear model to be the sum of the BLUEs under the k small models , ..., .
Tian, Yongge
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Estimators of scale parameters in linear regression
This note discusses the asymptotic distribution of two scale and location invariant estimators of two scale parameters in the multiple linear regression model. Both of these estimators need an initial estimator of the regression parameter vector.
Susarla, V., Koul, H. L.
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Minimax rate of testing in sparse linear regression
, 2018 We consider the problem of testing the hypothesis that the parameter of linear regression model is 0 against an s-sparse alternative separated from 0 in the 2-distance.
Tsybakov, Alexandre +4 more
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Case deletion diagnostics in multilevel models
This paper studies case deletion diagnostics for multilevel models. Using subset deletion, diagnostic measures for identifying influential units at any level are developed for both fixed and random parameters. Two approximate update formulae are derived.
Chen, Gemai, Shi, Lei
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On the consistency of M-estimate in a linear model obtained through an estimating equation
We consider the linear model yi = x'i[beta] + ei, i = 1,...,n, and an estimating equation of the form [psi](y1-x'1[beta])x1 + ... + [psi](yn - x'n[beta])xn = 0 and prove the consistency of the estimator [beta] under some mild conditions on [psi].
Radhakrishna Rao, C., Zhao, LC.
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Regression with strongly correlated data
This paper discusses linear regression of strongly correlated data that arises, for example, in magnetohydrodynamic equilibrium reconstructions. We have proved that, generically, the covariance matrix of the estimated regression parameters for fixed ...
Finn, John M. +2 more
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Consider the generalized growth curve model subject to R(Xm)[subset, double equals]...[subset, double equals]R(X1), where Bi are the matrices of unknown regression coefficients, and and are independent and identically distributed with the same first four
Wu, Xiaoyong, Zou, Guohua, Li, Yingfu
core
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Selection of Variables in a Multivariate Inverse Regression Problem
Hiroshima Mathematical Journal, 1986Yasunori Fujikoshi
exaly