The Annals of Mathematical Statistics, Vol. 32, No. 4 (Dec., 1961), pp. 1299-1313 (15 pages) The problem of estimation of a single regression parameter for a process with fixed known regression ...
This is a preview. Log in through your library . Abstract An efficient estimator for regressions in which the parameter vector can take any of several values is devised. It is shown that although the ...
Nonlinear estimation algorithms are required for obtaining estimates of the parameters of a regression model with innovations having an ARMA structure. The three estimation methods employed by the ...
Maximum likelihood estimation of the parameters of a statistical model involves maximizing the likelihood or, equivalently, the log likelihood with respect to the parameters. The parameter values at ...
The least absolute shrinkage and selection operator (Lasso) estimation of regression coefficients can be expressed as Bayesian posterior mode estimation of the regression coefficients under various ...