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, ...
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 ...
Related to Consistent estimator:Efficient estimator,Unbiased estimator es·ti·mate (ĕs′tə-māt′) tr.v.es·ti·mat·ed,es·ti·mat·ing,es·ti·mates 1.To calculate approximately (the amount, extent, magnitude, position, or value of something). ...
estimator(redirected from Consistent estimator)Also found in: Dictionary, Medical, Encyclopedia. Related to Consistent estimator: Efficient estimator, Unbiased estimatorGraphic Thesaurus 🔍 Display ON Animation ON Legend Synonym Antonym Related </>embed</> subtracterstatisticianactuarynumber cruncheradder...
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...
Self-consistent and robust estimation of the MHD equilibrium suitable for control oriented models of the q-profile evolution In this paper, we propose a new robust heteroscedasticity consistent covariance matrix estimator (RHCCM), which compact of the heteroscedasticity and outliers... P. Garcia-Marti...
In time series analysis of data sequences, the estimation of the parameters of an identified autoregressive moving-average (ARMA) model is a well-known and... GJ Adams,GC Goodwin - 《Journal of Time》 被引量: 33发表: 2008年 An efficient method to compute consistent estimates of the AR pa...
In the linear regression model with normal errors, this estimator is the same as the full MLE for the regression coefficients, but it yields a consistent estimator of the error variance. For the SFA model, the MLE based on the deviations from means is not the same as the full MLE, and ...
Is it possible to construct an asymptotically efficient estimator of the proportion of true null hypotheses in a multiple testing setup? To our knowledge, this is the first result proving that the parametric rate of convergence may be achieved by a consistent estimator of the proportion $... VH...
(2018) proposed using a consistent gradient estimator as an economic alternative. Encouraged by empirical success, we show, in a general setting, that consistent estimators result in the same convergence behavior as do unbiased ones. Our analysis covers strongly convex, convex, and nonconvex ...