A new estimation method for continuous threshold expectile model.
Xiaoying ZhouFeipeng ZhangPublished in: Commun. Stat. Simul. Comput. (2018)
Keyphrases
- mathematical model
- parameter estimation
- statistical model
- cost function
- monte carlo simulation
- linear model
- estimation algorithm
- em algorithm
- maximum likelihood estimation
- evaluation method
- theoretical analysis
- probabilistic model
- optimization method
- sensitivity analysis
- objective function
- study proposes
- hybrid model
- classification method
- detection method
- high order
- evaluation model
- input data
- probability distribution
- bp neural network
- parametric models
- autoregressive
- prior knowledge
- estimation accuracy
- network model
- reconstruction method
- gaussian distribution
- prediction model
- prior information
- segmentation method
- statistical methods
- continuous variables
- semi parametric
- recognition algorithm
- parameter space
- closed form
- energy function
- markov random field
- denoising
- significant improvement
- pairwise