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2006-06-01Buch DOI: 10.18452/3805
How to Improve Accuracy of Estimation
dc.contributor.authorLepski, Oleg V.
dc.date.accessioned2017-06-15T22:10:42Z
dc.date.available2017-06-15T22:10:42Z
dc.date.created2006-06-01
dc.date.issued2006-06-01
dc.identifier.issn1436-1086
dc.identifier.urihttp://edoc.hu-berlin.de/18452/4457
dc.description.abstractThe new approach, allowed to take into account some additional information, coming from datas, is proposed. The main idea is to obtain from datas some information about structure of the model in order to improve accuracy of estimation. It seems to be important, since standard nonparametric accuracy of estimation is usually very low. To improve one statisticians often impose some additional structure on considerable model, that can lead to inadequate model. To avoid both these disadvantages special form of estimation procedure, based on some combination of adaptive technique and hypothesis testing, is applied. From mathematical point of view it leads to the consideration of new kind of minimax risks. From practical point of view it allows to improve accuracy of estimation procedures even for the cases when guess on special structure of a model turns out to be wrong.eng
dc.language.isoeng
dc.publisherHumboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät
dc.rights.urihttp://rightsstatements.org/vocab/InC/1.0/
dc.subject.ddc330 Wirtschaft
dc.titleHow to Improve Accuracy of Estimation
dc.typebook
dc.identifier.urnurn:nbn:de:kobv:11-10064073
dc.identifier.doihttp://dx.doi.org/10.18452/3805
dc.subject.dnb17 Wirtschaft
local.edoc.container-titleSonderforschungsbereich 373: Quantification and Simulation of Economic Processes
local.edoc.pages46
local.edoc.type-nameBuch
local.edoc.container-typeseries
local.edoc.container-type-nameSchriftenreihe
local.edoc.container-volume1997
local.edoc.container-issue21
local.edoc.container-year1997
local.edoc.container-erstkatid2135319-0

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