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Träfflista för sökning "L773:0361 0918 OR L773:1532 4141 srt2:(1990-1994)"

Search: L773:0361 0918 OR L773:1532 4141 > (1990-1994)

  • Result 1-2 of 2
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1.
  • Edlund, Per-Olov (author)
  • Ridge estimation of transfer function weights
  • 1990
  • In: Communications in Statistics - Simulation and Computation. - : Taylor & Francis: STM, Behavioural Science and Public Health Titles. - 0361-0918 .- 1532-4141. ; 19:2, s. 451-468
  • Journal article (peer-reviewed)abstract
    • In this paper ridge estimators are used to obtain preliminary estimates of the impulse response weights in the Box-Jenkins transfer function model. Five ridge estimators and the Equity estimator are evaluated in a Monte Carlo study covering 5000 different transfer function models. The results show that although the differences between the estimators in most cases are rather small, the Dempster et al estimator RIDGMand the estimator by Lawless and Wang are best in terms of low average and median squared deviations from the true coefficient vector. The k values by these estimators are most closely correlated with the optimal k (computed from known true values) and also give the highest frequency of lowest squared error and lowest frequency of highest squared error among the investigated estimators.
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2.
  • Ekblom, Håkan (author)
  • Generation of test problems for Lp - and Huber regression
  • 1990
  • In: Communications in statistics. Simulation and computation. - : Informa UK Limited. - 0361-0918 .- 1532-4141. ; 19:2, s. 481-489
  • Journal article (peer-reviewed)abstract
    • Numerical methods for obtaining (X|y), related to the linear model y = X + e, are presented. The user is allowed to specify the Lp or Huber solution vector B* and is also free to choose the conditioning and the structure of X.
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  • Result 1-2 of 2
Type of publication
journal article (2)
Type of content
peer-reviewed (2)
Author/Editor
Ekblom, Håkan (1)
Edlund, Per-Olov (1)
University
Luleå University of Technology (1)
Stockholm School of Economics (1)
Language
English (2)
Research subject (UKÄ/SCB)
Natural sciences (1)
Engineering and Technology (1)
Year
1990 (2)

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