Results 11 to 20 of about 79 (76)
Difference-based ridge estimator of parameters in partial linear model [PDF]
Differencing estimator, Differencing matrix, Multicollinearity, Ridge regression estimator, 62G08, 62J07,
Gülin Tabakan +5 more
core +1 more source
Estimation of mean squared error of model-based small area estimators
Empirical best prediction, Fay–Herriot model, Mean squared error, Weighted estimators, 62D05, 62J07,
Gauri Datta +5 more
core +1 more source
Ridge regression for the functional concurrent model
International audienceThe aim of this paper is to propose estimators of the unknown functional coefficients in the Functional Concurrent Model (FCM).
Hilgert, Nadine +6 more
core +1 more source
New Versions of Liu-type Estimator in Weighted and non-weighted Mixed Regression Model
This paper considers and proposes new estimators that depend on the sample and on prior information in the case that they either are equally or are not equally important in the model.
Mustafa Ismaeel Naif Alheety
doaj
High-Dimensional $L_2$Boosting: Rate of Convergence
Boosting is one of the most significant developments in machine learning. This paper studies the rate of convergence of $L_2$Boosting, which is tailored for regression, in a high-dimensional setting.
Kück, Jannis, Luo, Ye, Spindler, Martin
core
Applications of Improved Variance Estimators in a Multivariate Normal Mean Vector Estimation
Consider the problem of estimating a normal mean vector when i.i.d observations are available from a p-dimensional normal distribution with an unknown mean vector and an unknown diagonal dispersion matrix proportional to the identity matrix. By using the
Lin, Jyh-jiuan; 林志娟; Pal, Nabendu; Chang, Ching-hui +1 more
core +1 more source
ℓ 1 -penalization for mixture regression models
Adaptive Lasso, Finite mixture models, Generalized EM algorithm, High-dimensional estimation, Lasso, Oracle inequality, 62J07, 62F12,
Nicolas Städler +2 more
core +1 more source
On developing ridge regression parameters: a graphical investigation
In this paper we review some existing and propose some new estimators for estimating the ridge parameter. All in all 19 different estimators have been studied. The investigation has been carried out using Monte Carlo simulations.
Kristofer Mansson +3 more
core
Link to publication record in Manchester Research Explorer Citing this paper Please note that where the full-text provided on Manchester Research Explorer is the Author Accepted Manuscript or Proof version this may differ from the final Published version.
core
NORMAL MAXIMUM LIKELIHOOD, WEIGHTED LEAST SQUARES, AND RIDGE REGRESSION ESTIMATES
. There have been many papers published (in almost every statistics related journal) suggesting that normal maximum likelihood is superior or inferior to weighted least squares and other approaches.
A D +5 more
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