𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Modified Estimating Functions

✍ Scribed by Thomas A. Severini


Book ID
124297343
Publisher
Oxford University Press
Year
2002
Tongue
English
Weight
236 KB
Volume
89
Category
Article
ISSN
0006-3444

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Estimating monotone functions
✍ Mark G Low; Yung-Gyung Kang πŸ“‚ Article πŸ“… 2002 πŸ› Elsevier Science 🌐 English βš– 104 KB

We construct an adaptive estimate for the value of a function at a given point assuming that the function is monotone. This estimate has maximum risk within a constant factor of the minimax risk over Lipschitz classes.

Prediction-based estimating functions
✍ Michael SΓΈrensen πŸ“‚ Article πŸ“… 2000 πŸ› John Wiley and Sons 🌐 English βš– 562 KB
Filtering via estimating functions
✍ M.E. Thompson; A. Thavaneswaran πŸ“‚ Article πŸ“… 1999 πŸ› Elsevier Science 🌐 English βš– 305 KB

A result of Godambe [1] on optimal combination of estimating functions for discrete time stochastic processes is extended to discrete time state space models and to continuous time counting process models. The extensions so obtained may be applicable in a wider context than the standard notions base