搜索结果: 1-1 共查到“统计学其他学科 Simultaneous Estimation”相关记录1条 . 查询时间(0.059 秒)
Simultaneous estimation of the mean and the variance in heteroscedastic Gaussian regression
Gaussian regression heteroscedasticity model selection Kullback risk convergence rate
2009/9/16
Let $Y$ be a Gaussian vector of $R^{n}$ of mean $s$ and diagonal covariance matrix $Gamma$. Our aim is to estimate both $s$ and the entries $sigma_{i}=Gamma_{i,i}$, for $i=1,dots,n$, on the basis of t...