搜索结果: 1-2 共查到“经济统计学 thresholding”相关记录2条 . 查询时间(0.038 秒)
Adaptive estimation in the nonparametric random coefficients binary choice model by needlet thresholding
Discrete choice models random coefficients inverse problems
2011/7/6
In this article we consider the estimation of the joint distribution of the random coefficients and error term in the nonparametric random coefficients binary choice model. In this model from economic...
Adaptive Thresholding for Sparse Covariance Matrix Estimation
constrained ℓ 1 minimization covariance matrix Frobenius norm Gaus-sian graphical model rate of convergence precision matrix spectral norm
2011/3/21
In this paper we consider estimation of sparse covariance matrices and propose a thresholding procedure which is adaptive to the variability of individual entries. The estimators are fully data driven...