| Форма представления | Статьи в зарубежных журналах и сборниках |
| Год публикации | 2024 |
| Язык | английский |
|
Симушкин Сергей Владимирович, автор
|
|
Заарур Эзеддин -, автор
|
| Библиографическое описание на языке оригинала |
Simushkin S.V. Consistency of the Empirical Bayesian Analogue
of the Regression Estimation / E. Zaarour, S. V. Simushkin // Lobachevskii Journal of Mathematics. - 2024. - Vol. 45, No. 1. - pp. 551–554.
|
| Аннотация |
We study the possibility of constructing a Bayesian estimate based on a kernel estimate
of the unconditional distribution density. We consider the situation when the observed random
variable is the sum of an unknown parameter and a centered normal error with a known variance.
In this case, the Bayesian estimate can be represented through the unconditional density of
observations and its derivative, which makes it possible to construct empirical analogues of the
Bayesian estimate only on the basis of density estimates. The consistency of these analogues is
shown both for a fixed result of the current experiment, and in the mean. |
| Ключевые слова |
empirical Bayesian estimation, kernel density estimation, mean square
consistency. |
| Название журнала |
Lobachevskii Journal of Mathematics
|
| Пожалуйста, используйте этот идентификатор, чтобы цитировать или ссылаться на эту карточку |
https://repository.kpfu.ru/?p_id=300078 |
Полная запись метаданных  |
| Поле DC |
Значение |
Язык |
| dc.contributor.author |
Симушкин Сергей Владимирович |
ru_RU |
| dc.contributor.author |
Заарур Эзеддин - |
ru_RU |
| dc.date.accessioned |
2024-01-01T00:00:00Z |
ru_RU |
| dc.date.available |
2024-01-01T00:00:00Z |
ru_RU |
| dc.date.issued |
2024 |
ru_RU |
| dc.identifier.citation |
Simushkin S.V. Consistency of the Empirical Bayesian Analogue
of the Regression Estimation / E. Zaarour, S. V. Simushkin // Lobachevskii Journal of Mathematics. - 2024. - Vol. 45, No. 1. - pp. 551–554.
|
ru_RU |
| dc.identifier.uri |
https://repository.kpfu.ru/?p_id=300078 |
ru_RU |
| dc.description.abstract |
Lobachevskii Journal of Mathematics |
ru_RU |
| dc.description.abstract |
We study the possibility of constructing a Bayesian estimate based on a kernel estimate
of the unconditional distribution density. We consider the situation when the observed random
variable is the sum of an unknown parameter and a centered normal error with a known variance.
In this case, the Bayesian estimate can be represented through the unconditional density of
observations and its derivative, which makes it possible to construct empirical analogues of the
Bayesian estimate only on the basis of density estimates. The consistency of these analogues is
shown both for a fixed result of the current experiment, and in the mean. |
ru_RU |
| dc.language.iso |
ru |
ru_RU |
| dc.subject |
empirical Bayesian estimation |
ru_RU |
| dc.subject |
kernel density estimation |
ru_RU |
| dc.subject |
mean square
consistency. |
ru_RU |
| dc.title |
Consistency of the Empirical Bayesian Analogue of the Regression Estimation |
ru_RU |
| dc.type |
Статьи в зарубежных журналах и сборниках |
ru_RU |
|
EN 
中文 
ES 
Карта сайта
