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This research focuses to develop some new techniques on statistical learning including methodology, computation and application. We also developed statistical quantification in nanomaterials. For a large number of random variables with temporal or spatial structures, we proposed shrink estimates...
Persistent link: https://www.econbiz.de/10009476149
-order selection criteria (both information theoretic based and bootstrap-based). Also, we show that for some models the performance of … the bootstrap-based criterion improves significantly by using the proposed partial-model selection searching method. Index … Terms— Model order estimation, model selection, information theoretic criteria, bootstrap 1. INTRODUCTION Several model …
Persistent link: https://www.econbiz.de/10009438286
estimator (CME), the bootstrap and the more recently proposed hook-and-loop resampling based model selection. The advantages and …
Persistent link: https://www.econbiz.de/10009438332
principles related to the expectation maximization (EM) algorithm and bootstrap methods. We formulate the criteria for three …
Persistent link: https://www.econbiz.de/10009466074
Persistent link: https://www.econbiz.de/10010353200
In this paper a factor-augmented vector autoregressive (FAVAR) model is estimated to characterize the dynamic effects of shocks in the personal income tax rate in the United States on United States and Canadian economies. The representation and the estimate of the FAVAR model is based on Stock...
Persistent link: https://www.econbiz.de/10009483843
compare these properties in multiple directions. An L_2 consistent subsampling estimator for the asymptotic covariance matrix …
Persistent link: https://www.econbiz.de/10009464985
well known that the moving block bootstrap method produces an inconsistent estimator of thedistribution of the normalized … sample mean when its limiting distribution is not normal. The subsampling method of Hall, Lahiri and Jing (1998) produces a … arbitrary tuning parameter. By adopting a self-normalization idea, we modify the subsampling procedure of Hall et al.(1998) and …
Persistent link: https://www.econbiz.de/10009477845
treatment by perturbation (i.e., substitution of IVs and not SVs) and suppression (i.e., subsampling-out of records). In this … records. Survey sampling techniques of sample allocation are used to assign substitution and subsampling rates to risk strata … defined by unique and nonunique records such that bias due to substitution and variance due to subsampling for main study …
Persistent link: https://www.econbiz.de/10009441177
This paper presents a new random weighting estimation method for dynamic navigation positioning. This method adopts the concept of random weighting estimation to estimate the covariance matrices of system state noises and observation noises for controlling the disturbances of singular...
Persistent link: https://www.econbiz.de/10009481765