EconStor >
Humboldt-Universität zu Berlin >
Sonderforschungsbereich 373: Quantification and Simulation of Economic Processes, Humboldt-Universität Berlin >
Discussion Papers, SFB 373, HU Berlin >

Please use this identifier to cite or link to this item:

Full metadata record

DC FieldValueLanguage
dc.contributor.authorLepski, Oleg V.en_US
dc.description.abstractThe new approach, allowed to take into account some additional information, coming from datas, is proposed. The main idea is to obtain from datas some information about structure of the model in order to improve accuracy of estimation. It seems to be important, since standard nonparametric accuracy of estimation is usually very low. To improve one statisticians often impose some additional structure on considerable model, that can lead to inadequate model. To avoid both these disadvantages special form of estimation procedure, based on some combination of adaptive technique and hypothesis testing, is applied. From mathematical point of view it leads to the consideration of new kind of minimax risks. From practical point of view it allows to improve accuracy of estimation procedures even for the cases when guess on special structure of a model turns out to be wrong.en_US
dc.publisherHumboldt-Universität Berlinen_US
dc.relation.ispartofseriesDiscussion Papers, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes 1997,21en_US
dc.titleHow to improve accuracy of estimationen_US
dc.typeWorking Paperen_US
Appears in Collections:Discussion Papers, SFB 373, HU Berlin

Files in This Item:
File Description SizeFormat
728569523.pdf413.15 kBAdobe PDF
No. of Downloads: Counter Stats
Show simple item record
Download bibliographical data as: BibTeX

Items in EconStor are protected by copyright, with all rights reserved, unless otherwise indicated.