{"entities":{"Q2366756":{"pageid":2377499,"ns":120,"title":"Item:Q2366756","lastrevid":46344804,"modified":"2025-12-24T14:55:57Z","type":"item","id":"Q2366756","labels":{"en":{"language":"en","value":"\\(R\\)-estimation of the parameters of autoregressive [AR(\\(p\\))] models"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 227514"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2366756$8F107849-8C09-4E77-80B4-A97F6ACD4A44","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"e8ffdd7d8825fce5988dbec2f9e07decd504f195","datavalue":{"value":{"text":"\\(R\\)-estimation of the parameters of autoregressive [AR(\\(p\\))] models","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q2366756$7471960C-F7F2-400A-991B-E89BEC8DBC6C","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"1642833265544604a7fe5c7dc835f61451c8a5b9","datavalue":{"value":"0795.62076","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2366756$33F20165-72DD-4ADC-8DAD-53437F3C5A95","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"d1a2cefe5458a57d996083f9803bfd9680f47d68","datavalue":{"value":{"entity-type":"item","numeric-id":169493,"id":"Q169493"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2366756$8595E804-788D-4D8A-BABB-3CE6C932A653","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"2586a935a8c88821e74567fdfeae2fcf7cd8af79","datavalue":{"value":{"entity-type":"item","numeric-id":354217,"id":"Q354217"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2366756$A5A7D2FC-AAA6-43CF-ABCD-0D4A9C310067","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"0b73f6da78562727d9e1c290db85e0053cdeb667","datavalue":{"value":{"entity-type":"item","numeric-id":60819,"id":"Q60819"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2366756$231652DA-CF7F-441A-9AF0-5B6A27C6837C","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"cac67b5af44da91dcbd20e8bc235f3b14eeda006","datavalue":{"value":{"time":"+1993-08-23T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q2366756$308A3B66-D6CB-45A1-8D50-F4FD7C2165A2","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"bfeebafabfc1a49114685f525c2be43a0f86f722","datavalue":{"value":"The authors consider \\(R\\)-estimation of a subset of the parameters of a stationary linear \\(\\text{AR}(p)\\) when the complementary subset may be redundant. They compare the unrestricted and restricted \\(R\\)-estimators with preliminary-test and shrinkage \\(R\\)-estimators. Using asymptotic distributional risk as the criterion, the latter two estimators are found to be robust with respect to the complementary subset. The restricted estimator may dominate when this subset actually is redundant but is behaves poorly otherwise. More detailed results are derived.","type":"string"},"datatype":"string"},"type":"statement","id":"Q2366756$7ABE0087-6C64-4892-9BE3-19D54DBED843","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"ff1dd6ebb84ccfd3a906c9f55f506368c6c67418","datavalue":{"value":{"entity-type":"item","numeric-id":688396,"id":"Q688396"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2366756$BF1D2572-890D-41EF-9F82-258DC0D04E60","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"1179c6cdfc1e6cfa1ccf347b858a5b5914f11cdc","datavalue":{"value":"62M10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2366756$41E7C693-EA4D-477B-A4E1-14ABA26633D8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"3866ee96b4b7ddfafdb7b788eaa87fdd43bbf474","datavalue":{"value":"62G05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2366756$DEF03527-41E2-4342-BC84-0BCAB3698F24","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"5d625d780bfa809c5db39c69099009106c2aeb44","datavalue":{"value":"62M05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2366756$04D7ED7E-7045-477F-A418-7465D1483C0B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"8f4b66340eaefaa5b879d5438c65b92fbb16c03f","datavalue":{"value":"62G10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2366756$6B9E9F72-8B4E-4AB5-B33D-2E36A89D4131","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"ca49ae30d3616c926c9816eed0ccebef68818343","datavalue":{"value":"227514","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2366756$51E3D7B8-27D7-4E23-B35B-B864D00C52A1","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"811e16d173be8ec0ecbd17ff99bc23207a2e149d","datavalue":{"value":"robust estimation","type":"string"},"datatype":"string"},"type":"statement","id":"Q2366756$C3B5D386-846F-4EB0-86B0-E8862B2B1FF8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"81ddfcd593e7e1ce19f27f91eece2d72b809ef05","datavalue":{"value":"rank-statistics","type":"string"},"datatype":"string"},"type":"statement","id":"Q2366756$ACD91D50-B12A-4845-94F5-733D60F7F945","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"6b8a0981712cf9d479e9d69ab672f6345bc19290","datavalue":{"value":"Stein phenomena","type":"string"},"datatype":"string"},"type":"statement","id":"Q2366756$49E9B8B9-F866-4F59-A682-D257551265B5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"2cc75576a47e7d2327267b83e2c01ea760153a3b","datavalue":{"value":"stationary autoregressive processes","type":"string"},"datatype":"string"},"type":"statement","id":"Q2366756$308EFC55-C076-4E18-9E41-BA38ABCF78BD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"7db8509a810401bb83d72fc020ff3d21a86e6e46","datavalue":{"value":"preliminary-test estimators","type":"string"},"datatype":"string"},"type":"statement","id":"Q2366756$002BEE15-0F03-47F6-B38E-30DCCF591587","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"2a97658766681190c46b57997e36552d8255443c","datavalue":{"value":"\\(R\\)-estimation","type":"string"},"datatype":"string"},"type":"statement","id":"Q2366756$27EBB70D-29A1-47EF-A54A-8A993FAF1B6F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"a5228467d80449f27ebb75c2e16ce7d04dfb68f3","datavalue":{"value":"shrinkage \\(R\\)-estimators","type":"string"},"datatype":"string"},"type":"statement","id":"Q2366756$EDC303D9-DEC4-46EF-8F7C-E4784FF048AE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"69ba1bb5ca88aaf4385dd727f314983bb1edb325","datavalue":{"value":"asymptotic distributional risk","type":"string"},"datatype":"string"},"type":"statement","id":"Q2366756$2D6718F8-7D49-49BF-BC74-8D8E597014E1","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2366756$0D36E7D1-BCD3-40AA-98D3-BE66D8DB3354","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"602ec5420d330576ab0a0f9ee4914c18ed313651","datavalue":{"value":"https://doi.org/10.1214/aos/1176349041","type":"string"},"datatype":"url"},"type":"statement","id":"Q2366756$A76EA1AF-6F40-4CD6-871F-21F8860D15CD","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"22a4a60fe5133d1d303fb8ac7de97e4844bcbd59","datavalue":{"value":"W2087279179","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2366756$5FDCBE4F-63E4-45A6-82D9-14A77DC8FDA8","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"96cb397da1e4f0b4d9fa445a4d72d4c49b04bad0","datavalue":{"value":"10.1214/AOS/1176349041","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2366756$B4B26F04-C579-4910-AC9A-B16850EC34FC","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"b23d08e507e2eb248565352845ff16a5660818f4","datavalue":{"value":{"entity-type":"item","numeric-id":4551595,"id":"Q4551595"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"e8a98b4f5d0aa152205c6afe0aea048b20a511c9","datavalue":{"value":{"amount":"+0.8215842843055725","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2366756$C04EB17A-FF94-4712-80D1-68DCD0F43023","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"2f065fc9d7fc71ac8e217a0c7f88b62cd39ca635","datavalue":{"value":{"entity-type":"item","numeric-id":4789777,"id":"Q4789777"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"3f17fbcfd04c9d83eabc374e9e16afa3c578c634","datavalue":{"value":{"amount":"+0.810806155204773","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2366756$7D72882A-043C-46FF-A019-022EA82625F0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"785bd6fa666061bd4f48ab158559d68ee4ece714","datavalue":{"value":{"entity-type":"item","numeric-id":4493437,"id":"Q4493437"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"708f7cf12166140855543004915e3bb1c6e9355f","datavalue":{"value":{"amount":"+0.8100048303604126","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2366756$CEA754CA-6373-4F4C-87F6-AA33F7374DCC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"f281adabecf6cb7436c58ab79b1b0e5eec4f5d25","datavalue":{"value":{"entity-type":"item","numeric-id":3201384,"id":"Q3201384"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"d5a6a9eba24134052e31819619a5377309aa7f44","datavalue":{"value":{"amount":"+0.8063206672668457","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2366756$3BBBA964-33A7-442F-898E-02A316E80BEA","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:2366756","badges":[]}}}}}