Bootstrap in functional linear regression. J. Stat. Plan. Infer. 141, 453-461 (2011).Gonza´lez-Manteiga, W. and Mart´inez-Calvo, A. (2011). Bootstrap in functional linear regres- sion. Journal of Statistical Planning and Inference 141 (1), 453-461....
Fig. 2: Calibrated and uncalibrated r-statistic and RvE plots for GPR and linear ridge regression. Full size image Comparison of ensemble and Bayesian error estimates of GPR Fig. 3: Bayesian vs. bootstrap calibrated and uncalibrated r-statistic and RvE plots for a single GPR model. ...
A linear regression model with errors following a time-varying process is considered. In this class of models, the smoothness condition both in the trend function and in the correlation structure of the error term ensures that these models can be locally approximated by stationary processes, ...
常见的稳健回归方法有:最小中位平方(least median square;LMS)法、M估计法等。 稳健回归(robust regression)是将稳健估计方法用于回归模型,以拟合大部分数据存在的结构,同时可识别出潜在可能的离群点、强影响点或与模型假设相偏离的结构。当误差服从正态分布时,其估计几乎和最小二乘估计一样好,而最小二乘估计条件...
Bootstrapping regression models with locally stationary disturbances BootstrappingLocal stationarityNon-stationarityTime-varying modelsA linear regression model with errors following a time-varying process is considered. In this ... G Ferreira,J Mateu,JA Vilar,... - 《Test》 被引量: 0发表: 2020年...
A logistic regression model is perfect at classifying observations if it has 100% sensitivity and 100% specificity, but in practice this almost never occurs. Once we fit the logistic regression model, it can be used to calculate the probability that a given observation has a positive outcome, ...
Zhu, J., Jing, P. 2010, "The analysis of bootstrap method in linear regression effect," Journal of Mathematics Research 2(4), pp. 64-69.Zhu, J, P. Jing, The Analysis of Bootstrap Method in Linear Regression Effect, Journal of Mathematics Research Vol. 2, No. 4, pp 64-69, 2010...
Linear regression Number of obs = 2,231 Replications = 100 command: regress wage age race married tenure rmse: e(rmse) --- | Observed Bootstrap Normal-based | Coef. Std. Err. z P>|z| [95% Conf. Interval] ---+--- rmse | 5.638...
Staratford Douglas (1996): Bootstrap confidence intervals in a switching regressions model, Economic letters, Vol. 53, PP:7-15.Douglas, S., 1996, "Bootstrap Confidence Intervals in a Switching Regression Model," Economic Letters 53, 7-15....
In the next three chapters we discuss applications of bootstrap in nonparametric curve estimation. In this chapter we give an example of nonparametric regression where bootstrap does not work. We...doi:10.1007/978-1-4612-2950-6_3E. Mammen...