CONSISTENCY IN LEAST-SQUARES ESTIMATION - A BAYESIAN-APPROACH

被引:11
|
作者
ROOTZEN, H [1 ]
STERNBY, J [1 ]
机构
[1] KOCKUMAT AB,S-21210 MALMO,SWEDEN
关键词
D O I
10.1016/0005-1098(84)90105-5
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
引用
收藏
页码:471 / 475
页数:5
相关论文
共 50 条
  • [1] A NOTE ON THE CONSISTENCY OF SIMULTANEOUS LEAST-SQUARES ESTIMATION
    NAKAMURA, M
    [J]. INTERNATIONAL ECONOMIC REVIEW, 1960, 1 (03) : 192 - 197
  • [2] A Least-squares Approach to Direct Importance Estimation
    Kanamori, Takafumi
    Hido, Shohei
    Sugiyama, Masashi
    [J]. JOURNAL OF MACHINE LEARNING RESEARCH, 2009, 10 : 1391 - 1445
  • [3] A NEW APPROACH TO LEAST-SQUARES ESTIMATION, WITH APPLICATIONS
    VANDEGEER, S
    [J]. ANNALS OF STATISTICS, 1987, 15 (02): : 587 - 602
  • [4] LEAST-SQUARES ESTIMATION
    SORENSON, HW
    [J]. IEEE SPECTRUM, 1971, 8 (01) : 12 - &
  • [5] Frequency Estimation: A Least-Squares New Approach
    Abdollahi, Ali
    Matinfar, Farhad
    [J]. IEEE TRANSACTIONS ON POWER DELIVERY, 2011, 26 (02) : 790 - 798
  • [6] A BAYESIAN APPROACH TO TRACKING WITH KERNEL RECURSIVE LEAST-SQUARES
    Lazaro-Gredilla, Miguel
    Van Vaerenbergh, Steven
    Santamaria, Ignacio
    [J]. 2011 IEEE INTERNATIONAL WORKSHOP ON MACHINE LEARNING FOR SIGNAL PROCESSING (MLSP), 2011,
  • [7] ESTIMATION OF STIMULUS-RESPONSE CURVES BY BAYESIAN LEAST-SQUARES
    BRUNK, HD
    [J]. PSYCHOMETRIKA, 1981, 46 (02) : 115 - 128
  • [8] Bayesian sequential least-squares estimation for the drift of a Wiener process
    Ekstrom, Erik
    Karatzas, Ioannis
    Vaicenavicius, Juozas
    [J]. STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2022, 145 : 335 - 352
  • [9] Bayesian sequential least-squares estimation for the drift of a Wiener process
    Ekström, Erik
    Karatzas, Ioannis
    Vaicenavicius, Juozas
    [J]. Stochastic Processes and their Applications, 2022, 145 : 335 - 352
  • [10] CONSISTENCY OF LEAST-SQUARES IDENTIFICATION METHOD
    LJUNG, L
    [J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1976, 21 (05) : 779 - 781