Linex and double-linex regression for parameter estimation and forecasting.
Mike G. TsionasPublished in: Ann. Oper. Res. (2023)
Keyphrases
- parameter estimation
- model selection
- support vector regression
- estimation problems
- maximum likelihood
- least squares
- regression model
- statistical models
- markov random field
- approximate inference
- em algorithm
- linear regression
- posterior distribution
- maximum likelihood estimation
- parameter estimation algorithm
- gibbs sampling
- random fields
- model fitting
- hyperparameters
- parameter values
- prediction model
- expectation maximization
- structure learning
- generalized regression neural network
- support vector
- parameter estimates
- parameters estimation
- bayesian model selection
- machine learning
- gaussian processes