Estimation locale : compromis régression-variance
Résumé
We present a method allowing under some hypothesis to decrease the variance of an optimal estimator without causing damage to its risk, using many estimators jointly, thanks to a very basic technique leading to a hybrid estimator that takes advantage of the best of them. This method can be applied in various fields, typically on estimators that were obtained using linear regressions.
Domaines
Probabilités [math.PR]
Fichier principal
Estimation-locale-compromis-regression-variance.pdf (637.74 Ko)
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