For the standard causal and invertible ARMA model with non-Gaussian innovations, our estimator can be asymptotically more efficient than Gaussian-based procedures, such as the Whittle estimator. For cases where Gaussian-based procedures are inconsistent, such as noncausal or noninvertible ARMA models, ...
Related to Consistent estimator:Efficient estimator,Unbiased estimator </>embed</> subtracter statistician actuary number cruncher adder computer reckoner figurer calculator estimator noun Synonyms for estimator nounan expert at calculation (or at operating calculating machines) ...
aThe OLS estimator is unbiased, consistent and efficient in the class of linear unbiased estimators [51]. The regression tests whether the level of corporate controls moderates the negative association between growth opportunities and dividend policy. OLS估计物是公正,一致和高效率的在类线性无偏估计值 ...
An efficient set estimator in high dimensions: consistency and applications to fast data visualization Data visualization from a point set by estimating the underlying region is a problem of considerable practical interest and is an associated problem of set... A.,Ray,Chaudhuri,... - 《Computer ...
and WeightedLeast SquaresAutocorrelation in Time Series ModelsSUR Models for Production and CostVAR models in Macroeconomics andFinancePart 15: Generalized Regression Applications15-4/46Two Step Estimation of the GeneralizedRegression ModelUse the Aitken (Generalized Least Squares-GLS)estimator with an ...
We present the first efficient and provably consistent estimator for the robust regression problem. The area of robust learning and optimization has generated a significant amount of interest in the learning and statistics communities in recent years owing to its applicability in scenarios with corrupted...
Tsai C, Huang S (2015) An effective and efficient grid-based data clustering algorithm using intuitive neighbor relationship for data mining. In: Proceedings of international conference on machine learning and cybernetics (ICMLC). IEEE, Vol. 2, pp. 478–483 Zhuo C, Xiang-Shuang L, Xiao-Dong...
in the regime where it is most efficient. Even when the sets involved are unweighted, our approach gives a simple solution to the densification problem that other works attempted to address. Unlike previously known schemes, ours does not result in an unbiased estimator. However, we prove that ...
Explain how to find an efficient estimator? Suppose that X_1, X_2, ...X_n are i.i.d. normal distributions with mean mu and variance \sigma^2. Using the notation introduced in class, prove that \frac{(n - 1)S^2}{\sigma^2} is distributed as a ch Let X and Y be ...
The search method is a combination of quadratic and modified bisection searches using golden sections. twostep specifies that prais stop on the first iteration after the equation is transformed by ρ— the two-step efficient estimator. Although iterating these estimators to convergence is customary, ...