Efficiency of Mansson's method: Some numerical findings about the role of biasing parameter in the estimation of distributed lag model.
Nimet ÖzbaySelma TokerPublished in: Commun. Stat. Simul. Comput. (2020)
Keyphrases
- sensitivity analysis
- linear model
- cost function
- parameters estimation
- monte carlo simulation
- probabilistic model
- mathematical model
- prior knowledge
- regression analysis
- theoretical analysis
- parameter estimation
- em algorithm
- modeling method
- evaluation method
- prediction model
- objective function
- maximum likelihood estimation
- estimation algorithm
- estimation accuracy
- numerical methods
- closed form
- optimization method
- prior information
- parameter values
- high efficiency
- computational complexity
- maximum a posteriori estimation
- parametric models
- estimation process
- test data
- statistical model
- finite difference
- semi parametric
- control parameters
- bayesian networks
- pairwise
- statistical methods
- support vector machine
- high order
- autoregressive
- reconstruction method
- similarity measure
- single parameter
- input data
- regression model
- tree structure
- classification algorithm
- map estimation
- kalman filter
- parameter space
- linear regression
- gaussian distribution