Regression analysis of dependent error models

نویسندگان

چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود 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

Penalized Regression Models with Autoregressive Error Terms

Penalized regression methods have recently gained enormous attention in statistics and the field of machine learning due to their ability of reducing the prediction error and identifying important variables at the same time. Numerous studies have been conducted for penalized regression, but most of them are limited to the case when the data are independently observed. In this paper, we study a ...

متن کامل

Restricted regression estimation in measurement error models

The problem of consistent estimation of the regression coefficients when some prior information about the regression coefficients is available is considered. Such prior information is expressed in the form of exact linear restrictions. The knowledge of covariance matrix of measurement errors that is associated with explanatory variables is used to construct the consistent estimators. Some consi...

متن کامل

Learning regression models with guaranteed error bounds

The combination of a symbolic regression model with a residual Gaussian Process is proposed for providing an interpretable model with improved accuracy. While the learned symbolic model is highly interpretable the residual model usually is not. However, by limiting the output of the residual model to a defined range a worst-case guarantee can be given in the sense that the maximal deviation fro...

متن کامل

Error Analysis of Generalized Nyström Kernel Regression

Nyström method has been successfully used to improve the computational efficiency of kernel ridge regression (KRR). Recently, theoretical analysis of Nyström KRR, including generalization bound and convergence rate, has been established based on reproducing kernel Hilbert space (RKHS) associated with the symmetric positive semi-definite kernel. However, in real world applications, RKHS is not a...

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: Bulletin of the Australian Mathematical Society

سال: 1986

ISSN: 0004-9727,1755-1633

DOI: 10.1017/s0004972700010066