Results 31 to 40 of about 354,947 (289)
Comparison of Some Estimators under the Pitman’s Closeness Criterion in Linear Regression Model
Journal of Applied Mathematics, 2014 Batah et al. (2009) combined the unbiased ridge estimator and principal components regression estimator and introduced the modified r-k class estimator.
Jibo Wu
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A New Instrumental-Type Estimator for Quantile Regression Models
Mathematics, 2023 This paper proposes a new instrumental-type estimator of quantile regression models for panel data with fixed effects. The estimator is built upon the minimum distance, which is defined as the weighted average of the conventional individual instrumental ...
Li Tao +3 more
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Which quantile is the most informative? Maximum likelihood, maximum entropy and quantile regression [PDF]
, 2010 This paper studies the connections among quantile regression, the asymmetric Laplace distribution, maximum likelihood and maximum entropy. We show that the maximum likelihood problem is equivalent to the solution of a maximum entropy problem where we ...
Bera, A. K. +3 more
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AlgorithmsPoisson regression is used to model count response variables. The method has a strict assumption that the mean and variance of the response variable are equal, while, in practice, the case of overdispersion is common.
Rasha A. Farghali +4 more
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Local regression distribution estimators [PDF]
Journal of EconometricsThis paper investigates the large sample properties of local regression distribution estimators, which include a class of boundary adaptive density estimators as a prime example. First, we establish a pointwise Gaussian large sample distributional approximation in a unified way, allowing for both boundary and interior evaluation points simultaneously ...
Cattaneo, Matias D +2 more
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ESTIMATION OF JUMP REGRESSION FUNCTION [PDF]
Bulletin of informatics and cybernetics, 1991 Summary: \textit{P. Qui} [Syst. Sci. Math. Sci. 4, No. 1, 1-13 (1991)] discussed the estimation problem of jump regression functions which were divided into eight types. \(L^ 2\)-consistent estimates of two types of them were obtained. This paper studies further this topics and obtains \(L^ 2\)- consistent estimates of the other four types.
Qiu, Peihua +2 more
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Barekeng, 2023 Research on innovations in the statistics and statistical computing program systems implemented in the health sector. The development of a mixed estimator model is an innovation of nonparametric regression analysis by combining two approaches in ...
Sifriyani Sifriyani +3 more
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Statistical estimation in the proportional hazards model with risk set sampling [PDF]
, 2004 Thomas' partial likelihood estimator of regression parameters is widely used in the analysis of nested case-control data with Cox's model. This paper proposes a new estimator of the regression parameters, which is consistent and asymptotically normal ...
Chen, Kani
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Kuwait Journal of Science, 2023 Ridge regression is employed to estimate the regression parameters while circumventing the multicollinearity among independent variables. The ridge parameter plays a vital role as it controls bias-variance tradeoff. Several methods for choosing the ridge
Irum Sajjad Dar +3 more
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HAC ESTIMATION BY AUTOMATED REGRESSION [PDF]
Econometric Theory, 2005 Summary: A simple regression approach to heteroskedastic and autocorrelation consistent (HAC) and long run variance (LRV) estimation is suggested. The method exploits the fact that the quantities of interest relate to only one point of the spectrum (the origin).
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