内容提示: Finite-Sample Properties of Generalized Ridge Estimatorsfor Nonlinear ModelsMasamune Iwasawa ∗April 29, 2025AbstractParameter estimation can result in substantial mean squared error (MSE), evenwhen consistent estimators are used and the sample size is large. This paper ad-dresses the ...
Although these estimators are asymptotically equivalent, recent research has shown that their finite-sample properties are substantially different. However, the majority of this research has simply concentrated on a correctly specified system of equations, even though, since typically in applied studies ...
FINITE-SAMPLEPROPERTIESOFPROPENSITY-SCOREMATCHINGANDWEIGHTINGESTIMATORSMarkusFro¨lich*Abstract—Thefinite-samplepropertie..
E. Giles, 2009, Finite-sample properties of the maximum likelihood estimator for the Poisson regression model with random covariates, Communications in Statistics - Theory and Methods, in press.Chen, Q., & Giles, D. (2012). Finite-sample properties of the maximum likelihood estimator for the ...
ThesampleofdatafromthepopulationThestochasticspecificationoftheregressionmodelEndowmentofthestochasticpropertiesofthemodelupontheleastsquaresestimator LeastSquares b(X'X)1X'y=(X'X)1X'(X+)=(X'X)1X'Alsob(X'X)X'y=(X'X)=(X'X)n111 ...
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(2017). Finite sample properties of tests based on prewhitened nonpara- metric covariance estimators. Electron. J. Statist., 11 2097-2167.Preinerstorfer, D. (2017). Finite sample properties of tests based on prewhitened nonparametric covariance estimators. Electron. J. Statist., 11 2097-...
On the finite Sample Properties of Regularized M-estimatorsMathematics - Statistics TheoryWe propose a general framework for regularization in M-estimation problems under time dependent (absolutely regular-mixing) data which encompasses many of the existing estimators. We derive non-asymptotic concentration...
美 英 un.有限样本 英汉 网络释义 un. 1. 有限样本 例句 释义: 全部,有限样本
The test based on the corresponding statistic has the theoretical appeal of the HJ distance test and robust small-sample statistical properties. Finally, comparison of the CSR method with the generalized method of moments (GMM) approach ... G Skoulakis 被引量: 49发表: 2005年 Finite Sample Pro...