Exact asymptotic estimation of unknown parameters of regression equations with additive perturbations.
Anton I. GlushchenkoKonstantin A. LastochkinPublished in: CoRR (2023)
Keyphrases
- ordinary least squares
- accurate estimation
- nonparametric regression
- semi parametric
- linear regression
- parameter estimation
- regression model
- regression problems
- model selection
- angular velocity
- robust estimation
- additive model
- numerical solution
- estimation accuracy
- robust regression
- worst case
- regression algorithm
- laplace transform
- support vector
- least squares
- expected values
- ridge regression
- regression methods
- linear equations
- asymptotically optimal
- data sets
- closed form solutions
- regression analysis
- differential equations
- utility function