M-estimator

Results: 410



#Item
151Monte Carlo methods / Probability theory / Statistical theory / M-estimator / Estimator / Importance sampling / Rejection sampling / Variance / Bias of an estimator / Statistics / Estimation theory / Statistical inference

c:/tmp/suggest_vldb2008.dvi

Add to Reading List

Source URL: www.vldb.org

Language: English - Date: 2008-10-22 09:22:51
152Estimation theory / Mathematical analysis / Symbol / Spectral theory of ordinary differential equations / Spectral theory / Bayes estimator / Bayesian inference

Statistics 582, Problem Set 3 Solutions Wellner; [removed]Consider the zero-inflated Poisson distribution pθ as described in Example 3 of the handout on M- and Z- theorems. Suppose that X1 , . . . , Xn i.i.d. pθ ar

Add to Reading List

Source URL: www.stat.washington.edu

Language: English - Date: 2015-02-07 11:01:59
153Regression analysis / Mathematical optimization / Statistical theory / Thresholding / Linear regression / Loss function / Convex optimization / Least squares / M-estimator / Statistics / Econometrics / Estimation theory

On Iterative Hard Thresholding Methods for High-dimensional M-Estimation Prateek Jain∗ Ambuj Tewari†

Add to Reading List

Source URL: www.opt-ml.org

Language: English - Date: 2014-12-10 11:28:04
154Statistical theory / Econometrics / Least squares / M-estimator / Ordinary least squares / Mean squared error / Linear regression / Estimator / Least trimmed squares / Statistics / Estimation theory / Regression analysis

Robust Frequency Estimation Using Elemental Sets∗ Gordon K. Smyth Department of Mathematics, University of Queensland, Australia 4072 Douglas M. Hawkins Department of Applied Statistics

Add to Reading List

Source URL: www.statsci.org

Language: English - Date: 2005-09-26 22:05:43
155Maximum likelihood / Empirical distribution function / Expectation–maximization algorithm / Estimator / Fisher consistency / M-estimator / Statistics / Estimation theory / Kaplan–Meier estimator

Statistics 582, Problem Set 2 Wellner; [removed]Reading: Chapter 4, sections 5-7. Due: Wednesday, January 21, [removed]Consider nonparametric maximum likelihood estimation of F in the right-censored

Add to Reading List

Source URL: www.stat.washington.edu

Language: English - Date: 2015-01-14 11:20:29
156M-estimators / Statistical theory / Estimation theory / Spectral theory

Notes on Greenwood’s Variance Estimator for the Kaplan-Meier Estimator Jon A. Wellner January 30, [removed]Introduction

Add to Reading List

Source URL: www.stat.washington.edu

Language: English - Date: 2010-01-31 00:14:08
157Variance / Missing data / Generalized method of moments / M-estimator / Sample mean and sample covariance / Identifiability / Consistent estimator / Covariance / Statistics / Estimation theory / Sampling

Journal of Econometrics, forthcoming. An Econometric Method of Correcting for Unit Nonresponse Bias in Surveys Anton Korinek, Johan A. Mistiaen and Martin Ravallion1

Add to Reading List

Source URL: siteresources.worldbank.org

Language: English - Date: 2006-04-17 13:50:34
158M-estimators / Maximum likelihood / Bias of an estimator / Robust statistics / Estimator / Truncation / Sample maximum and minimum / Statistics / Statistical theory / Estimation theory

FOR DISCUSSION PURPOSES COMMENTS APPRECIATED Robust Statistics vs. MLE for OpRisk Severity Distribution Parameter Estimation

Add to Reading List

Source URL: www.datamineit.com

Language: English - Date: 2011-10-23 12:52:30
159Maximum likelihood / Mixture model / Bayes estimator / Expectation–maximization algorithm / Gamma distribution / M-estimator / Log-normal distribution / Normal distribution / Estimator / Statistics / Estimation theory / Generalized method of moments

Microsoft Word - GMM Estimation Mixture 4 June 2012.docx

Add to Reading List

Source URL: fbe.unimelb.edu.au

Language: English - Date: 2013-08-05 02:20:06
160Signal processing / Estimator / Normal distribution / Laplace distribution / M-estimators / Statistical theory / Maximum likelihood / Statistics / Estimation theory / Statistical inference

Ann Inst Stat Math[removed]:19–38 DOI[removed]s10463[removed]Maximizing leave-one-out likelihood for the location parameter of unbounded densities Krzysztof Podgórski · Jonas Wallin

Add to Reading List

Source URL: www.ism.ac.jp

Language: English - Date: 2015-01-29 19:19:34
UPDATE