Temat: strong consistency - Katalog OPAC zbiorów

Skocz do pozycji: 1.

Tytuł:: Sufficient conditions for the strong consistency of least squares estimator with α-stable errors
Autorzy:: Mexia, João
da Silva, João
Powiązania:: https://bibliotekanauki.pl/articles/729990.pdf
Data publikacji:: 2007
Wydawca:: Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
Tematy:: linear models
least squares estimator
strong consistency
stability
Opis:: Let $Y_{i} = x_{i}^{T}β + e_{i}$, 1 ≤ i ≤ n, n ≥ 1 be a linear regression model and suppose that the random errors e₁, e₂, ... are independent and α-stable. In this paper, we obtain sufficient conditions for the strong consistency of the least squares estimator β̃ of β under additional assumptions on the non-random sequence x₁, x₂,... of real vectors.
Źródło:: Discussiones Mathematicae Probability and Statistics; 2007, 27, 1-2; 27-45
1509-9423
Pojawia się w:: Discussiones Mathematicae Probability and Statistics
Dostawca treści:: Biblioteka Nauki

Artykuł

Skocz do pozycji: 2.

Tytuł:: Compact hypothesis and extremal set estimators
Autorzy:: Mexia, João
Corte Real, Pedro
Powiązania:: https://bibliotekanauki.pl/articles/729790.pdf
Data publikacji:: 2003
Wydawca:: Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
Tematy:: extremal estimators
set estimators
confidence ellipsoids
strong consistency
binary data
Opis:: In extremal estimation theory the estimators are local or absolute extremes of functions defined on the cartesian product of the parameter by the sample space. Assuming that these functions converge uniformly, in a convenient stochastic way, to a limit function g, set estimators for the set ∇ of absolute maxima (minima) of g are obtained under the compactness assumption that ∇ is contained in a known compact U. A strongly consistent test is presented for this assumption. Moreover, when the true parameter value $\vec{β₀}^{k}$ is the sole point in ∇, strongly consistent pointwise estimators, ${ \^{\vec{βₙ}}^{k}: n ∈ ℕ }$ for $\vec{β₀}^{k}$ are derived and confidence ellipsoids for $\vec{β₀}^{k}$ centered at $\^{\vec{βₙ}}^{k}$ are obtained, as well as, strongly consistent tests. Lastly an application to binary data is presented.
Źródło:: Discussiones Mathematicae Probability and Statistics; 2003, 23, 2; 103-121
1509-9423
Pojawia się w:: Discussiones Mathematicae Probability and Statistics
Dostawca treści:: Biblioteka Nauki

Artykuł

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