منابع مشابه
A general procedure to combine estimators
A general method to combine several estimators of the same quantity is investigated. In the spirit of model and forecast averaging, the final estimator is computed as a weighted average of the initial ones, where the weights are constrained to sum to one. In this framework, the optimal weights, minimizing the quadratic loss, are entirely determined by the mean square error matrix of the vector ...
متن کاملA General Procedure to Combine Estimators
We propose a general method to combine several estimators of the same quantity in order to produce a better estimate. In the spirit of model and forecast averaging, the final estimator is computed as a weighted average of the initial ones, where the weights are constrained to sum to one. In this framework, the optimal weights, minimizing the quadratic loss, are entirely determined by the mean s...
متن کاملA universal procedure for aggregating estimators
In this paper we study the aggregation problem that can be formulated as follows. Assume that we have a family of estimators F built on the basis of available observations. The goal is to construct a new estimator whose risk is as close as possible to that of the best estimator in the family. We propose a general aggregation scheme that is universal in the following sense: it applies for famili...
متن کاملTo Combine Forecasts or to Combine Information?
When the objective is to forecast a variable of interest but with many explanatory variables available, one could possibly improve the forecast by carefully integrating them. There are generally two directions one could proceed: combination of forecasts (CF) or combination of information (CI). CF combines forecasts generated from simple models each incorporating a part of the whole information ...
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Antipsychotic monotherapy is strongly recommended in the treatment of schizophrenia. However, antipsychotic polypharmacy (APP) is common in clinical practice, and appears to be related to illness severity and duration, treatment-refractoriness, hospitalization status, duration of hospitalization, geographic region and age. Given the high number of different antipsychotic combinations reported i...
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ژورنال
عنوان ژورنال: Computational Statistics & Data Analysis
سال: 2016
ISSN: 0167-9473
DOI: 10.1016/j.csda.2015.08.001