Performance of Kibria's Method for the Heteroscedastic Ridge Regression Model: Some Monte Carlo Evidence.
Muhammad AslamPublished in: Commun. Stat. Simul. Comput. (2014)
Keyphrases
- monte carlo
- regression model
- monte carlo simulation
- monte carlo method
- regression analysis
- importance sampling
- adaptive sampling
- markov chain
- linear model
- multiple linear regression
- reinforcement learning
- monte carlo methods
- linear regression model
- regression methods
- prediction model
- em algorithm
- dynamic programming
- optical flow