Iterative estimators of parameters in linear models with partially variant coefficients

被引：2

作者：

Hu, Shaolin ^{[1
]}

Meinke, Karl

Chen, Rushan ^{[1
]}

Huajiang, Ouyang

机构：

[1] Nanjing Univ Sci & Technol, Nanjing 210071, Peoples R China

来源：

INTERNATIONAL JOURNAL OF APPLIED MATHEMATICS AND COMPUTER SCIENCE | 2007年 / 17卷 / 02期

基金：

中国国家自然科学基金;

关键词：

linear model; parameter estimation; iterative algorithms; variant coefficients;

D O I：

10.2478/v10006-007-0017-0

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

A new kind of linear model with partially variant coefficients is proposed and a series of iterative algorithms are introduced and verified. The new generalized linear model includes the ordinary linear regression model as a special case. The iterative algorithms efficiently overcome some difficulties in computation with multidimensional inputs and incessantly appending parameters. An important application is described at the end of this article, which shows that this new model is reasonable and applicable in practical fields.

引用

页码：179 / 187

页数：9

共 50 条

[21] On the Preliminary Test Backfitting and Speckman Estimators in Partially Linear Models and Numerical Comparisons
Xu, Jianwen
Yang, Hu
[J]. COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2012, 41 (03) : 327 - 341
[22] Pretest and shrinkage estimators in generalized partially linear models with application to real data
Hossain, Shakhawat
Mandal, Saumen
Le An Lac
[J]. CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE, 2023, 51 (04): : 975 - 1003
[23] Shrinkage and pretest estimators for longitudinal data analysis under partially linear models
Hossain, S.
Ahmed, S. Ejaz
Yi, Grace Y.
Chen, B.
[J]. JOURNAL OF NONPARAMETRIC STATISTICS, 2016, 28 (03) : 531 - 549
[24] A Monte Carlo simulation study on partially adaptive estimators of linear regression models
Kantar, Yeliz Mert
Usta, Ilhan
Acitas, Sukru
[J]. JOURNAL OF APPLIED STATISTICS, 2011, 38 (08) : 1681 - 1699
[25] Local influence analysis for penalized Gaussian likelihood estimators in partially linear models
Zhu, ZY
He, XM
Fung, WK
[J]. SCANDINAVIAN JOURNAL OF STATISTICS, 2003, 30 (04) : 767 - 780
[26] MOMENT CONVERGENCE RATE OF ESTIMATORS IN PARTIALLY LINEAR MODELS UNDER AANA ERRORS
He, Lingling
Li, Xiaoqin
Shen, Yan
Wu, Qiuyue
[J]. JOURNAL OF MATHEMATICAL INEQUALITIES, 2023, 17 (03): : 969 - 984
[27] IMPROVED ESTIMATORS FOR COEFFICIENTS IN LINEAR REGRESSION
SCLOVE, SL
[J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1968, 63 (322) : 596 - 606
[28] Convergence rates for empirical Bayes estimators of parameters in linear regression models
Tong, HQ
[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 1996, 25 (06) : 1325 - 1334
[29] On a class of parameters estimators in linear models dominating the least squares one
Barone, Piero
Lari, Isabella
[J]. DIGITAL SIGNAL PROCESSING, 2016, 54 : 27 - 34
[30] Robust likelihood inference for regression parameters in partially linear models
Shen, Chung-Wei
Tsou, Tsung-Shan
Balakrishnan, N.
[J]. COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2011, 55 (04) : 1696 - 1714

← 1 2 3 4 5 →