Adaptive Linear Regression
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F25%3A10507332" target="_blank" >RIV/00216208:11320/25:10507332 - isvavai.cz</a>
Result on the web
<a href="http://10.1007/978-3-662-69359-9_9" target="_blank" >http://10.1007/978-3-662-69359-9_9</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1007/978-3-662-69359-9_9" target="_blank" >10.1007/978-3-662-69359-9_9</a>
Alternative languages
Result language
angličtina
Original language name
Adaptive Linear Regression
Original language description
Consider a set of data consisting of n observations of a response variable Y and of vector of p explanatory variables X = ( X 1, X 2, ..., X p ) DOWN TACK. Their relationship is described by the linear regression modelIn terms of the observed data, the model isThe variables e 1, ..., e n are unobservable model errors, which are assumed being independent and identically distributed random variables with a distribution function F and density f. The density is unknown, we only assume that it is symmetric around 0. The vector β = ( β 1, β 2, ..., β p ) DOWN TACK is an unknown parameter, and the problem of interest is to estimate β based on observations Y 1, ..., Y n and x i = ( x i1 , ..., x ip ) DOWN TACK, i = 1, ..., n.Besides the classical least squares...
Czech name
—
Czech description
—
Classification
Type
C - Chapter in a specialist book
CEP classification
—
OECD FORD branch
10103 - Statistics and probability
Result continuities
Project
—
Continuities
I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace
Others
Publication year
2025
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Book/collection name
International Encyclopedia of Statistical Science
ISBN
978-3-662-69358-2
Number of pages of the result
5
Pages from-to
15-19
Number of pages of the book
2917
Publisher name
Springer-Verlag
Place of publication
Heidelberg
UT code for WoS chapter
—