Some Remark about Consistency Problem of Parameter Estimation. Conference paper. pp 517–524; Cite this conference paper. Download book PDF · Nonlinear ...
This paper constructs root-n consistent weighted least squares estimates with random weights of the finite-dimensional parameter in the partly linear regression ...
We shall always assume that x1,x2, ··· are known non-random p-vectors. The least squares estimate of β, the p-vector of regression coefficients, will.
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Mingzhong Jin, Minqing Gong, Hongmei Liu: Some Remark about Consistency Problem of Parameter Estimation. NL-MUA 2011: 517-524.
Dec 6, 2015 · Typically, estimators that are consistent begin to converge steadily. More data gives a less biased result even for practical sample sizes.
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An estimator of a given parameter is said to be consistent if it converges in probability to the true value of the parameter as the sample size tends to ...
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Note that any reasonable estimator should be consistent. If you are using an inconsistent estimator, then collecting more data will not necessarily result ...
Consistency is nearly always a desirable property for a statistical estimator. 4.2.2 Bias. If we view the collection (or sampling) of data from which to ...
Sep 13, 2010 · Remark. Left continuity actually ensures that the supremum in the definition of the maximum likelihood estimator is actually achieved. (van der ...
This letter illustrates simple assumptions for proving consistency of the maximum likelihood estimator under multivariate Gaussian and Student's linear cluster ...
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