Estimation and Accuracy After Model Selection in Hidden Markov Models
碩士 === 國立中央大學 === 統計研究所 === 105 === In classic statistical theory, accuracy assessments of estimators are usually made without taking model selection into account. However, Selection-based estimates change values discontinuously at the boundaries of model regimes. Bootstrap smoothing, which is provi...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | en_US |
Published: |
2017
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Online Access: | http://ndltd.ncl.edu.tw/handle/4takg2 |