Two types of recursive estimators are developed for the variance components 2 and 2 of the dynamic linear model: non-Bayesian and Bayesian. From a frequentist point of view, both types of estimators are mean square consistent. The non-Bayesian estimator of 2 is also unbiased.
โฆ LIBER โฆ
Shrinkage estimation for identification of linear components in additive models
โ Scribed by Heng Lian
- Book ID
- 116890358
- Publisher
- Elsevier Science
- Year
- 2012
- Tongue
- English
- Weight
- 254 KB
- Volume
- 82
- Category
- Article
- ISSN
- 0167-7152
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
Estimation of variance components in dyn
โ
Shelemyahu Zacks; Xiaodong Wang
๐
Article
๐
1999
๐
Elsevier Science
๐
English
โ 91 KB
Estimation of Variance Components in Mix
โ
T. Kubokawa
๐
Article
๐
1995
๐
Elsevier Science
๐
English
โ 775 KB
In mixed linear models with two variance components, classes of estimators improving on ANOVA estimators for the variance components and the ratio of variances are constructed on the basis of the invariant statistics. Out of the classes, consistent, improved and positive estimators are singled out.
Estimation of Variance and Covariance Co
โ
C. Radhakrishna Rao
๐
Article
๐
1972
๐
American Statistical Association
๐
English
โ 648 KB
Estimation of variance components in lin
โ
Karim Zare, Abdolrahman Rasekh, Ali Akbar Rasekhi
๐
Article
๐
2011
๐
Springer-Verlag
๐
English
โ 450 KB
Asymptotic results for the linear parame
โ
Khalid Chokri; Djamal Louani
๐
Article
๐
2011
๐
Elsevier Science
๐
English
โ 144 KB
Linear Phase Correction Models for Synch
โ
Hans-Henning Schulze; Dirk Vorberg
๐
Article
๐
2002
๐
Elsevier Science
๐
English
โ 369 KB