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Performance of Some Logistic Ridge Regression Estimators
Kibria, B.; Månsson, Kristofer; Shukur, Ghazi - In: Computational Economics 40 (2012) 4, pp. 401-414
In this paper we generalize different approaches of estimating the ridge parameter k proposed by Muniz et al. (Comput Stat, <CitationRef CitationID="CR16">2011</CitationRef>) to be applicable for logistic ridge regression (LRR). These new methods of estimating the ridge parameter in LRR are evaluated by means of Monte Carlo simulations...</citationref>
Persistent link: https://www.econbiz.de/10010989298
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Exact and approximate EM estimation of mutually exciting hawkes processes
Olson, Jamie; Carley, Kathleen - In: Statistical Inference for Stochastic Processes 16 (2013) 1, pp. 63-80
stable estimates. Furthermore, convergence can be exceedingly slow, making estimation computationally expensive and multiple … random restarts doubly so. We derive an expectation maximization algorithm for maximum likelihood estimation mutually … exciting processes that is faster, more robust, and less biased than estimation based on numerical optimization. For an …
Persistent link: https://www.econbiz.de/10010992904
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On the minimum volume simplex enclosure problem for estimating a linear mixing model
Hendrix, E.; García, I.; Plaza, J.; Plaza, A. - In: Journal of Global Optimization 56 (2013) 3, pp. 957-970
-called endmembers and fractional values in a linear mixing model. We describe one of the estimation methods based on MVSEP. We show … numerically that using nonlinear optimization local search leads to the estimation results aimed at. This is done using examples …
Persistent link: https://www.econbiz.de/10010994073
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Variance or spectral density in sampled data filtering?
Goodwin, Graham; Yuz, Juan; Salgado, Mario; Agüero, Juan - In: Journal of Global Optimization 52 (2012) 2, pp. 335-351
Persistent link: https://www.econbiz.de/10010994090
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Testing the null hypothesis of zero serial correlation in short panel time series: a comparison of tail probabilities
Peiris, Shelton - In: Statistical Papers 55 (2014) 2, pp. 513-523
It is known that the analysis of short panel time series data is very important in many practical problems. This paper calculates the exact moments up to order 4 under the null hypothesis of no serial correlation when there are many independent replications of size 3. We further calculate the...
Persistent link: https://www.econbiz.de/10010998600
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Copula analysis of mixture models
Vrac, M.; Billard, L.; Diday, E.; Chédin, A. - In: Computational Statistics 27 (2012) 3, pp. 427-457
Contemporary computers collect databases that can be too large for classical methods to handle. The present work takes data whose observations are distribution functions (rather than the single numerical point value of classical data) and presents a computational statistical approach of a new...
Persistent link: https://www.econbiz.de/10010847584
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Estimation of finite population kurtosis under two-phase sampling for nonresponse
Gamrot, Wojciech - In: Statistical Papers 53 (2012) 4, pp. 887-894
In this paper an estimator of finite population kurtosis computed under the two-phase sampling for nonresponse is proposed. The formulas characterizing its asymptotic properties are derived using Taylor linearization technique for the general situation of arbitrary sampling designs in both...
Persistent link: https://www.econbiz.de/10010848045
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The exponentiated Weibull distribution: a survey
Nadarajah, Saralees; Cordeiro, Gauss; Ortega, Edwin - In: Statistical Papers 54 (2013) 3, pp. 839-877
, generalizations and related distributions, transformations, graphical estimation, maximum likelihood estimation, Bayes estimation …, other estimation, discrimination, goodness of fit tests, regression models, applications, multivariate generalizations, and …
Persistent link: https://www.econbiz.de/10010848069
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Aggregation of spectral density estimators
Chang, Christopher; Politis, Dimitris - In: Statistics & Probability Letters 94 (2014) C, pp. 204-213
Given stationary time series data, we study the problem of finding the best linear combination of a set of lag window spectral density estimators with respect to the mean squared risk. We present an aggregation procedure and prove a sharp oracle inequality for its risk. We also provide...
Persistent link: https://www.econbiz.de/10010930577
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Fitting Psychometric Models with Methods Based on Automatic Differentiation
Cudeck, Robert - In: Psychometrika 70 (2005) 4, pp. 599-617
Persistent link: https://www.econbiz.de/10005381640