ON MINIMAX ESTIMATORS OF REGRESSION MODELS PARAMETERS

被引：0

作者：

Ivanov, A. V. ^{[1
]}

Matsak, I. K. ^{[2
]}

机构：

[1] Natl Tech Univ Ukraine Kyiv Polytechn Inst Igor S, Fac Math & Phys, Dept Math Anal & Probabil Theory, Peremogy Ave 37, UA-03057 Kiev, Ukraine

[2] Kyiv Natl Univ Tarasa Shevchenka, Glushkov Ave,Bldg 6, UA-03127 Kiev, Ukraine

来源：

THEORY OF PROBABILITY AND MATHEMATICAL STATISTICS | 2018年 / 99卷

关键词：

D O I：

暂无

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

For linear regression model and in certain sense uniform regression experiment design, an enhanced weak consistency property of vector regression parameter minimax estimator and limit theorem for extreme absolute values of residuals consructed by this estimator are obtained.

引用

页码：83 / 90

页数：8

共 50 条

[1] Minimax linear and quadratic estimators in semiparametric multivariate regression models
Bunke, O
[J]. STATISTICS, 1999, 33 (01) : 1 - 35
[2] The Minimax Estimator of Stochastic Regression Coefficients and Parameters in the Class of All Estimators
Li Wen XU Department of Mathematics
[J]. Acta Mathematica Sinica,English Series, 2007, 23 (03) : 497 - 506
[3] The Minimax Estimator of Stochastic Regression Coefficients and Parameters in the Class of All Estimators
Li Wen Xu
Song Gui Wang
[J]. Acta Mathematica Sinica, English Series, 2007, 23 : 497 - 506
[4] The minimax estimator of stochastic regression coefficients and parameters in the class of all estimators
Xu, Li Wen
Wang, Song Gui
[J]. ACTA MATHEMATICA SINICA-ENGLISH SERIES, 2007, 23 (03) : 497 - 506
[5] Quadratic mixed integer programming models in minimax robust regression estimators
Zioutas, G
[J]. THEORY AND APPLICATION OF RECENT ROBUST METHODS, 2004, : 387 - 400
[6] Bayes minimax ridge regression estimators
Zinodiny, S.
[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2018, 47 (22) : 5519 - 5533
[7] Linear Minimax Estimators in a Class of Dependence Regression Models under Matrix Loss
Jin, Zhiyong
Li, Yifang
[J]. PROCEEDINGS OF THE 7TH CONFERENCE ON BIOLOGICAL DYNAMIC SYSTEM AND STABILITY OF DIFFERENTIAL EQUATION, VOLS I AND II, 2010, : 1076 - 1082
[8] MINIMAX INTERVAL ESTIMATORS OF LOCATION PARAMETERS
ZEHNWIRTH, B
[J]. ANNALS OF STATISTICS, 1975, 3 (02): : 451 - 456
[9] ON THE PERFORMANCE OF MINIMAX ESTIMATORS IN LINEAR-REGRESSION
SCHMIDT, K
[J]. COMPUTATIONAL STATISTICS & DATA ANALYSIS, 1993, 16 (04) : 455 - 468
[10] MINIMAX ADAPTIVE GENERALIZED RIDGE REGRESSION ESTIMATORS
STRAWDERMAN, WE
[J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1978, 73 (363) : 623 - 627

← 1 2 3 4 5 →