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相关论文: The Best Linear Unbiased Estimator for Continuatio…

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In this paper the problem of best linear unbiased estimation is investigated for continuous-time regression models. We prove several general statements concerning the explicit form of the best linear unbiased estimator (BLUE), in particular…

统计方法学 · 统计学 2016-12-06 Holger Dette , Andrey Pepelyshev , Anatoly Zhigljavsky

In this article, the joint best linear unbiased predictors (BLUPs) of two future unobserved order statistics, based on a set of observed order statistics, are developed explicitly. It is shown that these predictors are trace-efficient as…

应用统计 · 统计学 2021-10-01 Narayanaswamy Balakrishnan , Ritwik Bhattacharya

In life-testing experiments, it is often of interest to predict unobserved future failure times based on observed early failure times. A point best linear unbiased predictor (BLUP) has been developed in this context by Kaminsky and Nelson…

应用统计 · 统计学 2020-12-23 Narayanaswamy Balakrishnan , Ritwik Bhattacharya

Gaussian process regression (GPR) model has been widely used to fit data when the regression function is unknown and its nice properties have been well established. In this article, we introduce an extended t-process regression (eTPR)…

统计方法学 · 统计学 2015-12-07 Zhanfeng Wang , Jianqing Shi , Youngjo Lee

In this article, we first derive an explicit expression for the marginal best linear invariant predictor (BLIP) of an unobserved future order statistic based on a set of early observed ordered statistics. We then derive the joint BLIPs of…

统计理论 · 数学 2021-11-29 Narayanaswamy Balakrishnan , Ritwik Bhattacharya

For analyzing unit-level multivariate data in small area estimation, we consider the multivariate nested error regression model (MNER) and provide the empirical best linear unbiased predictor (EBLUP) of a small area characteristic based on…

统计理论 · 数学 2018-04-27 Tsubasa Ito , Tatsuya Kubokawa

Given an i.i.d. sample drawn from some probability distribution on a finite set, the best (in the sense of least variance) linear unbiased estimator (BLUE) of the average of any quantity with respect to that distribution is the sample…

统计理论 · 数学 2025-07-28 Bastiaan J. Braams

We consider the problem of designing experiments for the comparison of two regression curves describing the relation between a predictor and a response in two groups, where the data between and within the group may be dependent. In order to…

统计理论 · 数学 2021-01-15 Kirsten Schorning , Holger Dette

For nonparametric regression with one-sided errors and a boundary curve model for Poisson point processes we consider the problem of efficient estimation for linear functionals. The minimax optimal rate is obtained by an unbiased estimation…

统计理论 · 数学 2015-09-25 Markus Reiß , Leonie Selk

Gaussian process regression (GPR) model has been widely used to fit data when the regression function is unknown and its nice properties have been well established. In this article, we introduce an extended t-process regression (eTPR)…

统计方法学 · 统计学 2017-05-16 Z. Wang , J. Q. Shi , Y. Lee

We consider the problem of efficient statistical inference for comparing two regression curves estimated from two samples of dependent measurements. Based on a representation of the best pair of linear unbiased estimators in continuous time…

统计方法学 · 统计学 2016-01-29 Holger Dette , Kirsten Schorning , Maria Konstantinou

Observations which are realizations from some continuous process are frequent in sciences, engineering, economics, and other fields. We consider linear models, with possible random effects, where the responses are random functions in a…

统计理论 · 数学 2016-11-30 Giacomo Aletti , Caterina May , Chiara Tommasi

In many classification problems it is desirable to output well-calibrated probabilities on the different classes. We propose a robust, non-parametric method of calibrating probabilities called SplineCalib that utilizes smoothing splines to…

机器学习 · 统计学 2018-09-21 Brian Lucena

Building upon the concepts and mechanisms used for the development in Moving Points Algorithm, we will now explore how non linear decision boundaries can be developed for classification tasks. First we will look at the classification…

机器学习 · 计算机科学 2025-03-14 Vatsal Srivastava

This paper presents a new and efficient method for the construction of optimal designs for regression models with dependent error processes. In contrast to most of the work in this field, which starts with a model for a finite number of…

统计方法学 · 统计学 2015-11-06 Holger Dette , Maria Konstantinou , Anatoly Zhigljavsky

Empirical best linear unbiased prediction (EBLUP) method uses a linear mixed model in combining information from different sources of information. This method is particularly useful in small area problems. The variability of an EBLUP is…

统计理论 · 数学 2008-12-18 Snigdhansu Chatterjee , Partha Lahiri , Huilin Li

Continual learning (CL) aims to learn a sequence of tasks without forgetting the previously acquired knowledge. However, recent CL advances are restricted to supervised continual learning (SCL) scenarios. Consequently, they are not scalable…

机器学习 · 计算机科学 2022-04-06 Divyam Madaan , Jaehong Yoon , Yuanchun Li , Yunxin Liu , Sung Ju Hwang

For classical estimation with an underlying linear model the best linear unbiased estimator (BLUE) is usually utilized for estimating the deterministic but unknown parameter vector. In the case of real valued parameter vectors but complex…

统计理论 · 数学 2016-12-14 Oliver Lang , Mario Huemer

We show how the random coefficient logistic demand (BLP) model can be phrased as an automatically differentiable moment function, including the incorporation of numerical safeguards proposed in the literature. This allows gradient-based…

计量经济学 · 经济学 2021-06-10 Andrew Chia

In an unbounded plane, straight lines are used extensively for mathematical analysis. They are tools of convenience. However, those with high slope values become unbounded at a faster rate than the independent variable. So, straight lines,…

机器学习 · 计算机科学 2024-12-24 Vijay Prakash S
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