ESTIMATING PARAMETERS IN A REGRESSION MODEL WITH DEPENDENT NOISES

DOI10.17223/19988621/49/4MaRDI QIDQ5042869zbMATH OpenOpenAlexFDO

Authors Mariya Anatolyevna Povzun, Evgeny Pchelintsev

Publication date 26 October 2022

Published in Vestnik Tomskogo gosudarstvennogo universiteta. Matematika i mekhanika (Search for Journal in Brave)

Full work available at URL http://mathnet.ru/eng/vtgu606

zbMATH Keywords

regressionimproved estimationmean square riskAR/ARCH processconditionally Gaussian noise

Mathematics Subject Classification ID

Statistics (62-XX) Probability theory and stochastic processes (60-XX)

Recommendations

• Estimation of regression parameters with arbitrary noise
• Estimating the parameters of linear regression in an arbitrary noise
• scientific article; zbMATH DE number 1850475
• Empirical likelihood in a regression model with noised variables
• Improved model selection method for a regression function with dependent noise
• Nonparametric estimation in a regression model with additive and multiplicative noise
• Estimation of the signal-to-noise in the linear regression model
• Inference on a regression model with noised variables and serially correlated errors

Cites work

• scientific article; zbMATH DE number 3896072 (Why is no real title available?)
• scientific article; zbMATH DE number 3733064 (Why is no real title available?)
• scientific article; zbMATH DE number 7604773 (Why is no real title available?)
• scientific article; zbMATH DE number 7604984 (Why is no real title available?)
• scientific article; zbMATH DE number 7592887 (Why is no real title available?)
• A unified and generalized set of shrinkage bounds on minimax Stein estimates
• Estimation of a Regression with the Pulse Type Noise from Discrete Data
• Estimation of the mean of a multivariate normal distribution
• Estimation with quadratic loss.
• Families of minimax estimators of the mean of a multivariate normal distribution
• Improved estimation in a non-Gaussian parametric regression
• Minimax estimates of a normal mean vector for arbitrary quadratic loss and unknown covariance matrix

Cited in

(6)

• Stochastic regression model with dependent disturbances
• Student-t Process Regression with Dependent Student-t Noise
• Inference on a regression model with noised variables and serially correlated errors
• Empirical likelihood in a regression model with noised variables
• Improved estimation method for high dimension semimartingale regression models based on discrete data
• Improved model selection method for an adaptive estimation in semimartingale regression models

This page was built for publication: ESTIMATING PARAMETERS IN A REGRESSION MODEL WITH DEPENDENT NOISES

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5042869)