Imagen de Portada

Bayes linear estimator in the general linear model

Fuente: arXiv

Guardado en:

Detalles Bibliográficos
Autor principal:	Mukasa, Hirai
Formato:	Preprint
Publicado:	2025
Materias:	Statistics Theory 62J05, 62F10, 62F15
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

Ejemplares similares

Equality between two general ridge estimators and equivalence of their residual sums of squares
por: Mukasa, Hirai, et al.
Publicado: (2024)

High-dimensional linear regression inference via $\ell^2$ weak convergence
por: Fujimori, Kou, et al.
Publicado: (2026)

Equality between two general ridge estimators and applications in several linear models
por: Mukasa, Hirai
Publicado: (2026)

A linear regression model for quantile function data applied to paired pulmonary 3d CT scans
por: Béclin, Marie-Félicia, et al.
Publicado: (2024)

Asymptotic considerations in a Bayesian linear model with nonparametrically modelled time series innovations
por: Kirch, Claudia, et al.
Publicado: (2024)

Copula-Based Estimation of Causal Effects in Multiple Linear and Path Analysis Models
por: Ali, Alam, et al.
Publicado: (2024)

Multivariate MM-estimators with auxiliary Scale for Linear Models with Structured Covariance Matrices
por: Lopuhaa, Hendrik Paul
Publicado: (2025)

From robust tests to Bayes-like posterior distributions
por: Baraud, Yannick
Publicado: (2021)

Diaconis-Ylvisaker prior penalized likelihood for $p/n \to κ\in (0,1)$ logistic regression
por: Sterzinger, Philipp, et al.
Publicado: (2023)

Bayesian prediction regions and density estimation with type-2 censored data
por: Asgharzadeh, Akbar, et al.
Publicado: (2024)

Identification-Robust Testing in Endogenous Functional Linear Regression with Weak or Irrelevant Auxiliary Variables
por: Seo, Won-Ki
Publicado: (2026)

Optimal parameter estimation for linear SPDEs from multiple measurements
por: Altmeyer, Randolf, et al.
Publicado: (2022)

Efficient parameter estimation for parabolic SPDEs based on a log-linear model for realized volatilities
por: Bibinger, Markus, et al.
Publicado: (2022)

Asymptotics for non-degenerate multivariate $U$-statistics with estimated nuisance parameters under the null and local alternative hypotheses
por: Desgagné, Alain, et al.
Publicado: (2024)

Uncertainty Quantification Via the Posterior Predictive Variance
por: Chaudhuri, Sanjay, et al.
Publicado: (2026)

Context-sensitive hypothesis-testing and exponential families
por: Kelbert, Mark, et al.
Publicado: (2024)

Sparse maximum likelihood estimation for regression models
por: Tsao, Min
Publicado: (2024)

Mixed difference integer-valued GARCH model for $ \mathbb{Z}$-valued time series
por: Aknouche, Abdelhakim, et al.
Publicado: (2026)

Semiparametric plug-in estimation, sup-norm risk bounds, marginal optimization, and inference in BTL model
por: Spokoiny, Vladimir
Publicado: (2025)

Euclidean mirrors and first-order changepoints in network time series
por: Chen, Tianyi, et al.
Publicado: (2024)

On the Benefits of Accelerated Optimization in Robust and Private Estimation
por: Marchis, Laurentiu Andrei, et al.
Publicado: (2025)

Bayes, E-values and Testing
por: Polson, Nicholas G., et al.
Publicado: (2026)

Model selection by cross-validation in an expectile linear regression
por: Bousselmi, Bilel, et al.
Publicado: (2026)

Functional $K$ Sample Problem via Multivariate Optimal Measure Transport-Based Permutation Test
por: Hudecová, Šárka, et al.
Publicado: (2025)

Bounded-memory adjusted scores estimation in generalized linear models with large data sets
por: Zietkiewicz, Patrick, et al.
Publicado: (2023)

Order selection in GARMA models for count time series: a Bayesian perspective
por: Lastra, Katerine Zuniga, et al.
Publicado: (2024)

Semiparametric Uncertainty Quantification via Isotonized Posterior for Deconvolutions
por: Gili, Francesco, et al.
Publicado: (2026)

Jeffreys-prior penalty for high-dimensional logistic regression: A conjecture about aggregate bias
por: Kosmidis, Ioannis, et al.
Publicado: (2023)

Multiscale detection of practically significant changes in a gradually varying time series
por: Bastian, Patrick, et al.
Publicado: (2025)

Unifying and Generalizing Methods for Removing Unwanted Variation Based on Negative Controls
por: Gerard, David, et al.
Publicado: (2017)

Privacy Guarantees in Posterior Sampling under Contamination
por: Hu, Shenggang, et al.
Publicado: (2024)

Strong maximum a posteriori estimation in Banach spaces with Gaussian priors
por: Lambley, Hefin
Publicado: (2023)

Asymptotic Equivalence of Locally Stationary Processes and Bivariate White Noise
por: Butucea, Cristina, et al.
Publicado: (2024)

Assessment of the quality of a prediction
por: Sewell, Roger
Publicado: (2024)

Estimation and inference in error-in-operator model
por: Spokoiny, Vladimir
Publicado: (2025)

Posterior contraction under misspecification and heteroscedasticity in non-linear inverse problems
por: Seizilles, Fanny, et al.
Publicado: (2026)

Unbiased estimation and asymptotically valid inference in multivariable Mendelian randomization with many weak instrumental variables
por: Yang, Yihe, et al.
Publicado: (2023)

Statistical Inference via T-Posterior Randomised Estimators
por: Baraud, Yannick
Publicado: (2026)

Improved estimators in Bell regression model with application
por: Seifollahi, Solmaz, et al.
Publicado: (2024)

Omnibus goodness-of-fit tests for univariate continuous distributions based on trigonometric moments
por: Desgagné, Alain, et al.
Publicado: (2025)