Results 221 to 230 of about 71,521 (260)

The Estimation of a Lagged Regression Relation

Biometrika, 1967
SUMMARY The paper discusses a technique for estimating the matrices of coefficients, B(j), in a regression relation relating a vector time series, z(n), to lagged values, y(n -j), -p < j < q, of a second vector time series. The technique depends upon calculation of spectra and crossspectra.
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Estimation of Partial Regression Coefficient

Biometrical Journal, 1993
AbstractA sampling scheme providing unbiased partial regression coefficient has been proposed. The proposed sampling scheme is not only unbiased but also superior to simple random sampling and that due to Singh and Bathla (1990) for estimation of partial regression coefficient.
Singh, Padam, Talwar, Harsh Kumari
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Reporting the Fragility of Regression Estimates

The Review of Economics and Statistics, 1983
E MPIRICAL results reported in economics journals are selected from a large set of estimated models. Journals, through their editorial policies, engage in some selection, which in turn stimulates extensive model searching and prescreening by prospective authors.
Leamer, Edward E, Leonard, Herman B
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Extended Regression on Manifolds Estimation

2016
Let fX be unknown smooth function which maps p-dimensional manifold-valued inputs X, whose values lie on unknown Input manifold M of lower dimensionality qi¾?
Alexander P. Kuleshov, Alexander V. Bernstein   +1 more
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Estimation in Functional Lagged Regression

Journal of Time Series Analysis, 2015
The paper introduces a functional time series (lagged) regression model. The impulse‐response coefficients in such a model are operators acting on a separable Hilbert space, which is the function space L2 in applications. A spectral approach to the estimation of these coefficients is proposed and asymptotically justified under a general nonparametric ...
Hörmann, Siegfried, Kidzinski, Lukasz, Kokoszka, Piotr   +2 more
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On the estimation of the stereotype regression model

Computational Statistics & Data Analysis, 2006
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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The regression estimator in presence of not at home

Statistica & Applicazioni : VI, 1, 2008, 2008
Being temporarily not at home can often cause the impossibility to give out a questionnaire to each selected unit of a sample; moreover, a high percentage of nonrespondents can strongly affect the quality of estimates. In order to solve this problem the "not at home" are usually called back until they become available; however, this methodology highly ...
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An Implementation for Regression Quantile Estimation

2002
Of the many methods that have been developed for quantile regression (Wright and Royston, 1997) the LMS method (Cole and Green, 1992) can be easily understood, is flexible and based on splines. The basic idea is that, for a fixed value of the covariate, a Box-Cox transformation of the response is applied to obtain standard normality.
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Robust Sets of Regression Estimates

Econometrica, 1983
Gilstein, C Zachary, Leamer, Edward E
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Developing a Liu‐type estimator in beta regression model

Concurrency Computation Practice and Experience, 2022
Mohamed R Abonazel, Zakariya Algamal
exaly