Monte Carlo Simulation Study of Biased Estimators in the Linear Regression Models with Correlated or Heteroscedastic Errors.
M. Revan ÖzkalePublished in: Commun. Stat. Simul. Comput. (2014)
Keyphrases
- monte carlo
- simulation study
- linear regression models
- variance reduction
- regression analysis
- least squares
- policy evaluation
- monte carlo simulation
- importance sampling
- markov chain
- conditional density estimation
- regression trees
- confidence intervals
- linear model
- adaptive sampling
- linear regression model
- monte carlo tree search
- markovian decision
- particle filter
- matrix inversion
- temporal difference
- linear models
- bayesian framework
- bayesian networks