✦ LIBER ✦

Asymptotic properties of subspace estimators

✍ Scribed by Dietmar Bauer

Publisher: Elsevier Science
Year: 2005
Tongue: English
Weight: 377 KB
Volume: 41
Category: Article
ISSN: 0005-1098
DOI: 10.1016/j.automatica.2004.11.012

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Asymptotic Properties of Backfitting Est

Asymptotic Properties of Backfitting Estimators

✍ Jean D. Opsomer 📂 Article 📅 2000 🏛 Elsevier Science 🌐 English ⚖ 165 KB

When additive models with more than two covariates are fitted with the backfitting algorithm proposed by Buja et al. [2], the lack of explicit expressions for the estimators makes study of their theoretical properties cumbersome. Recursion provides a convenient way to extend existing theoretical res

Numerical conditioning and asymptotic va

Numerical conditioning and asymptotic variance of subspace estimates

✍ Alessandro Chiuso; Giorgio Picci 📂 Article 📅 2004 🏛 Elsevier Science 🌐 English ⚖ 290 KB

Asymptotic minimax properties of M-estim

Asymptotic minimax properties of M-estimators of scale

✍ Douglas P. Wiens; K.H.Eden Wu 📂 Article 📅 1990 🏛 Elsevier Science 🌐 English ⚖ 349 KB

Asymptotic properties of maximum likelih

Asymptotic properties of maximum likelihood estimators from dependent observations

✍ Y. Ranakrishna Sarma 📂 Article 📅 1986 🏛 Elsevier Science 🌐 English ⚖ 204 KB

Asymptotic Properties of the Estimators

Asymptotic Properties of the Estimators for Multivariate Components of Variance

✍ S. Remadi; Y. Amemiya 📂 Article 📅 1994 🏛 Elsevier Science 🌐 English ⚖ 736 KB

Estimation of the covariance matrices in the multivariate balanced one-way random effect model is discussed. The rank of the between-group covariance matrix plays a large role in model building as well as in assessing asymptotic properties of the estimated covariance matrices. The restricted (residu

The asymptotic spread of estimators

✍ Chris A.J. Klaassen 📂 Article 📅 1989 🏛 Elsevier Science 🌐 English ⚖ 949 KB