Results 21 to 30 of about 12,224 (267)
A New Biased Estimator to Combat the Multicollinearity of the Gaussian Linear Regression Model
Stats, 2020 In a multiple linear regression model, the ordinary least squares estimator is inefficient when the multicollinearity problem exists. Many authors have proposed different estimators to overcome the multicollinearity problem for linear regression models ...
Issam Dawoud, B. M. Golam Kibria
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Nonlinear Least Squares Estimation
The Annals of Mathematical Statistics, 1965 We are given a set of $N$ responses $Y_t$ which have arisen from a nonlinear regression model \begin{equation*}\tag{(1.1)}Y_t = f(x_t, \theta) + e_t; \quad t = 1, 2, \cdots, N.\end{equation*} Here $x_t$ denotes the $t$th fixed input vector of $k$ elements giving rise to $Y_t$, whilst $\theta$ is an $m$-element unknown parameter vector with elements ...
Hartley, H. O., Booker, Aaron
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Covariance shaping least-squares estimation [PDF]
IEEE Transactions on Signal Processing, 2003 A new linear estimator is proposed, which we refer to as the covariance shaping least-squares (CSLS) estimator, for estimating a set of unknown deterministic parameters, x, observed through a known linear transformation H and corrupted by additive noise.
Yonina C. Eldar, Alan V. Oppenheim
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The estimations for parameter of Suja distribution with application
Alexandria Engineering JournalStrong relation between reliability studies and product quality. And reliability analysis deals with failure time of units and there are many well-known lifetime distributions.
Hanaa Abu-Zinadah, Tamadur Alsumairi
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Parameter Estimation for Long-Memory Stochastic Volatility at Discrete Observation
Abstract and Applied Analysis, 2014 Ordinary least squares estimators of variogram parameters in long-memory stochastic volatility are studied in this paper. We use the discrete observations for practical purposes under the assumption that the Hurst parameter H∈(1/2,1) is known.
Xiaohui Wang, Weiguo Zhang
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Mathematics, 2020 In this paper, we studied the problem of estimating the odd exponentiated half-logistic exponential (OEHLE) parameters using several frequentist estimation methods.
Maha A. D. Aldahlan, Ahmed Z. Afify
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Generalized Inequalities to Optimize the Fitting Method for Track Reconstruction
Physics, 2020 A standard criterium in statistics is to define an optimal estimator as the one with the minimum variance. Thus, the optimality is proved with inequality among variances of competing estimators.
Gregorio Landi, Giovanni E. Landi
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Pediatric Blood &Cancer, EarlyView.ABSTRACT Background Sickle cell disease (SCD) is a chronic, inherited hemoglobinopathy that requires frequent hospitalization for disease‐related complications. Canadian data on inpatient care is limited. This study compared caregiver‐reported hospital experiences of children with SCD to those with cystic fibrosis (CF), a chronic, autosomal recessive ...
Hailey M. Zwicker +11 more
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Estimation of Random Coefficient Autoregressive Model with Error in Covariates
AxiomsMeasurement error is common in many statistical problems and has received considerable attention in various regression contexts. In this study, we consider the random coefficient autoregressive model with measurement error possibly present in covariates.
Xiaolei Zhang, Jin Chen, Qi Li
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A New Quantile-Based Approach for LASSO Estimation
Mathematics, 2023 Regularization regression techniques are widely used to overcome a model’s parameter estimation problem in the presence of multicollinearity. Several biased techniques are available in the literature, including ridge, Least Angle Shrinkage Selection ...
Ismail Shah +4 more
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