Stochastic approximation methods in linear regression models (with consideration of errors in the regressors) 1 |
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Authors: | V Dupač |
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Institution: | Department of Statistics , Charles University , Sokolovská ul.83, Prague 8, 186000 |
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Abstract: | Usually, the dependence in stationary processes is described by a set of coefficients. In this paper, a measure of dependence is proposed which can be used instead of the autocorrelation function, and another measure for the dependence between two processes instead of cross-correlation function and coherence coefficients. In the end, an improvement of extrapolation of a process is investigated which is caused by the knowledge of another related process. |
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Keywords: | Error rates in discriminant analysis C7-statistics Bootstrap estimator Asymptotic efficiency Resubstitution estimator LACHENBRUCH estimator |
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