Statistical choice of non-separated one-parameter models
نویسندگان
چکیده
منابع مشابه
Statistical Inference in Autoregressive Models with Non-negative Residuals
Normal residual is one of the usual assumptions of autoregressive models but in practice sometimes we are faced with non-negative residuals case. In this paper we consider some autoregressive models with non-negative residuals as competing models and we have derived the maximum likelihood estimators of parameters based on the modified approach and EM algorithm for the competing models. Also,...
متن کاملParameter identification in Markov chain choice models
This work studies the parameter identification problem for the Markov chain choice model of Blanchet, Gallego, and Goyal used in assortment planning. In this model, the product selected by a customer is determined by a Markov chain over the products, where the products in the offered assortment are absorbing states. The underlying parameters of the model were previously shown to be identifiable...
متن کاملParameter Estimation for Generalized Thurstone Choice Models
We consider the maximum likelihood parameter estimation problem for a generalized Thurstone choice model, where choices are top-1 items from comparison sets of two or more items. We provide tight characterizations of the mean square error, as well as necessary and sufficient conditions for correct classification when each item belongs to one of two classes. These results provide insights into h...
متن کاملEstimation Methods for One-Parameter Testlet Models
This study demonstrated the equivalence between the Rasch testlet model and the three-level one-parameter testlet model and explored the Markov Chain Monte Carlo (MCMC) method for model parameter estimation in WINBUGS. The estimation accuracy from the MCMC method was compared with those from the marginalized maximum likelihood estimation (MMLE) with the expectation-maximization algorithm in Con...
متن کاملStatistical Parameter Identification of Analog Integrated Circuit Reverse Models
We solve the manufacturing problem of identifying the model statistical parameters ensuring a satisfactory quality of analog circuits produced in a photolithographic process. We formalize it in a statistical framework as the problem of inverting the mapping from the population of the circuit model parameters to the population of the performances. Both parameters and performances are random. Fro...
متن کاملذخیره 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: Trabajos de Estadistica Y de Investigacion Operativa
سال: 1985
ISSN: 0041-0241
DOI: 10.1007/bf02888617