Graphs, networks, and linear unbiased estimates

نویسندگان

چکیده

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Unbiased estimates for linear regression via volume sampling

Given a full rank matrix X with more columns than rows, consider the task of estimating the pseudo inverse X based on the pseudo inverse of a sampled subset of columns (of size at least the number of rows). We show that this is possible if the subset of columns is chosen proportional to the squared volume spanned by the rows of the chosen submatrix (ie, volume sampling). The resulting estimator...

متن کامل

Penalized Linear Unbiased Selection

We introduce MC+, a fast, continuous, nearly unbiased, and accurate method of penalized variable selection in high-dimensional linear regression. The LASSO is fast and continuous, but biased. The bias of the LASSO interferes with variable selection. Subset selection is unbiased but computationally costly. The MC+ has two elements: a minimax concave penalty (MCP) and a penalized linear unbiased ...

متن کامل

COMPUTING MEDIAN UNBIASED ESTIMATES IN MACROECONOmTRIC MODELS

A stochastic simulation procedure is proposed in this papa for obtaining median unbiased (Mu) estimates in macroeconometric models. MU estimates are computed for lagged dependent variable (LDV) coefficients in 18 equations of a macroeconometric model. The 2SLS bias for a coefficient, defined as the difference between the 2SLS estimate and the MU estimate, is on average smaller in absolute value...

متن کامل

Best Linear Unbiased Estimation in Linear Models

where X is a known n × p model matrix, the vector y is an observable ndimensional random vector, β is a p × 1 vector of unknown parameters, and ε is an unobservable vector of random errors with expectation E(ε) = 0, and covariance matrix cov(ε) = σV, where σ > 0 is an unknown constant. The nonnegative definite (possibly singular) matrix V is known. In our considerations σ has no role and hence ...

متن کامل

Barankin Vector Locally Best Unbiased Estimates

The Barankin bound is generalized to the vector case in the mean square error sense. Necessary and sufficient conditions are obtained to achieve the lower bound. To obtain the result, a simple finite dimensional real vector valued generalization of the Riesz representation theorem for Hilbert spaces is given. The bound has the form of a linear matrix inequality where the covariances of any unbi...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Discrete Applied Mathematics

سال: 2003

ISSN: 0166-218X

DOI: 10.1016/s0166-218x(02)00592-9