摘要:

AbstractThe adaptive estimation procedure of model reference adaptive systems is modified and applied to linear models. In general the principle can be used for almost any time series model. Because of the recursive nature of the resulting estimator, it is computationally appealing, especially when a time series is considered as a flow of data. In addition, the estimator turns out to have certain statistical optimality properties.In the linear regression setting, Ridge estimators turn out to constitute a subclass of the adaptive estimators considered, whereas for unknown measurement variance, the resulting estimators are related to James‐Stkintype estimators, and have better properties than the latter. The estimator is shown to be strongly consistent and to converge in law to a normal variate under the standard assumptions of linear models. Further it is shown to be admissible and minimax in restricted parameter spaces. The connection between Kalmanfilters and the classical least‐squares estimator is also pointed

ISSN:0039-0402    

DOI:10.1111/j.1467-9574.1981.tb00723.x

出版商:Blackwell Publishing Ltd    

年代:1981

数据来源: WILEY

摘要:

SummaryThe chi‐squared goodness of fit test (also known as the PearsonX2test) is often used to test whether data are consistent with a specified continuous distribution. The value ofX2(and hence its associated probability level) can be altered by the choice of (i) the number of classes and (ii) the class probabilities. The effect on the power of theX2test of varying the number of classes when class probabilities are chosen to be equal is investigate

ISSN:0039-0402    

DOI:10.1111/j.1467-9574.1981.tb00724.x

出版商:Blackwell Publishing Ltd    

年代:1981

数据来源: WILEY

摘要:

SummaryThe model of latent structure analysis forkdiscrete‐valued variates was explained and illustrated by R.D. Gill[5], Here the latent structure model is related to a condition for a covariance matrix, as in factor analysis theory, and a word of warning is given for the interpretation of a factor analysis from discrete valued variable

ISSN:0039-0402    

DOI:10.1111/j.1467-9574.1981.tb00725.x

出版商:Blackwell Publishing Ltd    

年代:1981

数据来源: WILEY

ISSN:0039-0402    

DOI:10.1111/j.1467-9574.1981.tb00726.x

出版商:Blackwell Publishing Ltd    

年代:1981

数据来源: WILEY

ISSN:0039-0402    

DOI:10.1111/j.1467-9574.1981.tb00727.x

出版商:Blackwell Publishing Ltd    

年代:1981

数据来源: WILEY

ISSN:0039-0402    

DOI:10.1111/j.1467-9574.1981.tb00728.x

出版商:Blackwell Publishing Ltd    

年代:1981

数据来源: WILEY