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...

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Bibliographic Details
Main Authors: Jhih-Jia Lai, 賴志嘉
Other Authors: Cheng-Der Fuh
Format: Others
Language:en_US
Published: 2017
Online Access:http://ndltd.ncl.edu.tw/handle/4takg2