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861.
This paper considers the implementation of a mean-reverting interest rate model with Markov-modulated parameters. Hidden Markov
model filtering techniques in Elliott (1994, Automatica, 30:1399–1408) and Elliott et al. (1995, Hidden Markov Models: Estimation
and Control. Springer, New York) are employed to obtain optimal estimates of the model parameters via recursive filters of
auxiliary quantities of the observation process. Algorithms are developed and implemented on a financial dataset of 30-day
Canadian Treasury bill yields. We also provide standard errors for the model parameter estimates. Our analysis shows that
within the dataset and period studied, a model with two regimes is sufficient to describe the interest rate dynamics on the
basis of very small prediction errors and the Akaike information criterion. 相似文献
862.
A singular partitioned linear model, i.e. the singular model comprising the main parameters and the nuisance parameters, can
be reduced, or transformed to the form in which only linear functions concerning main parameters are involved. In the paper
some properties of the best linear unbiased estimators of these functions following from these models are considered. 相似文献
863.
《Journal of Statistical Computation and Simulation》2012,82(3):269-285
The main object of this paper is the approximate Bayes estimation of the five dimensional vector of parameters and the reliability function of a mixture of two Weibull distributions under Type-2 censoring. Under Type-2 censoring, the posterior distribution is complicated, and the integrals involved cannot be obtained in a simple closed form. In this work, Lindley's (1980) approximate form of Bayes estimation is used in the case of a mixture of two Weibull distributions under Type-2 censoring. Through Monte Carlo simulation, the root mean squared errors (RMSE's) of the Bayes estimates are computed and compared with the corresponding estimated RMSE's of the maximum likelihood estimates. 相似文献
864.
Wavelet analysis has been proved to be a powerful statistical technique in the non parametric regression. In this paper, we propose non linear wavelet-based estimators for multivariable mean regression function with long-memory data. We also provide an asymptotic expansion for the mean integrated squared error (MISE) of the function estimators. This MISE expansion still works even when the underlying mean regression function is only piecewise smooth. This paper extends the corresponding results in the literature for single variable to multivariable case. 相似文献
865.
We consider local linear estimation of varying-coefficient models in which the data are observed with multiplicative distortion which depends on an observed confounding variable. At first, each distortion function is estimated by non parametrically regressing the absolute value of contaminated variable on the confounder. Secondly, the coefficient functions are estimated by the local least square method on the basis of the predictors of latent variables, which are obtained in terms of the estimated distorting functions. We also establish the asymptotic normality of our proposed estimators and discuss the inference about the distortion function. Simulation studies are carried out to assess the finite sample performance of the proposed estimators and a real dataset of Pima Indians diabetes is analyzed for illustration. 相似文献
866.
In this article, we employ a regression formulation to estimate the high-dimensional covariance matrix for a given network structure. Using prior information contained in the network relationships, we model the covariance as a polynomial function of the symmetric adjacency matrix. Accordingly, the problem of estimating a high-dimensional covariance matrix is converted to one of estimating low dimensional coefficients of the polynomial regression function, which we can accomplish using ordinary least squares or maximum likelihood. The resulting covariance matrix estimator based on the maximum likelihood approach is guaranteed to be positive definite even in finite samples. Under mild conditions, we obtain the theoretical properties of the resulting estimators. A Bayesian information criterion is also developed to select the order of the polynomial function. Simulation studies and empirical examples illustrate the usefulness of the proposed methods. 相似文献
867.
A.W. Kepm 《统计学通讯:理论与方法》2013,42(3):783-803
The paper shows that many estimation methods, including ML, moments, even-points, empirical c.f. and minimum chi-square, can be regarded as scoring procedures using weighted sums of the discrepancies between observed and expected frequencies The nature of the weights is investigated for many classes of distributions; the study of approximations to the weights clarifies the relationships between estimation methods, and also leads to useful formulae for initial values for ML iteration. 相似文献
868.
Zhaojun Bai 《统计学通讯:模拟与计算》2013,42(2):569-579
The singular value decomposition (SVD) has been widely used in the ordinary linear model and other statistical problems. In this paper, we shall introduce the generalized singular value decomposition (GSVD) of any two matrices X and H having the same number of columns to moti-vate the numerical treatment of large scale restricted Gauss-Markov model (y,Xβ\Hβ = r,σ21), a situation to reveal the relationship (or restriction) existing among the parameters of the model. Many approaches to restricted linear model are already available. Those approaches apply the generalized inverse of matrices and emphasize the the-oretical solution of the problem rather than the development of efficient and numerical stable algorithm for the computation of estimators. The possible merit of the method present here might lie in the facts that they directly lead to an efficient, numerically stable and easily programmed algorithm for 相似文献
869.
Many if not most lifetime distributions are motivated only by mathematical interest. Here, a new three-parameter distribution motivated mainly by lifetime issues is introduced. Some properties of the new distribution including estimation procedures are derived. Three real-data applications are described to show superior performance versus at least five of the known lifetime models. 相似文献
870.
Weiyan Mu 《统计学通讯:理论与方法》2013,42(5):1033-1043
Penalized least squares estimators are sensitive to the influence of outliers like the ordinary least squares estimator. We propose a sparse regression estimator for robust variable selection and estimation based on a robust initial estimator. It is proven that our estimator has at least the same breakdown value as the initial estimator. Numerical examples are presented to illustrate our method. 相似文献