Oracle property, Advanced Statistics

Assignment Help:

Oracle property is a name given to techniques for estimating the regression parameters in the models fitted to high-dimensional data which have the property that they can correctly select the nonzero coefficients with the probability converging to one and that the estimators of nonzero coefficients are asymptotically normal with the identical means and covariances that they would have if the zero coefficients were known in advance that is the estimators are asymptotically as efficient as the ideal estimation assisted by an 'oracle' who knows which coefficients are nonzero.


Related Discussions:- Oracle property

Functional data analysis, The analysis of data which are the functions obse...

The analysis of data which are the functions observed continuously, for instance, functions of time. Basically a collection of statistical techniques or methods for answering quest

Assignment, i need help for my assignment and the deadline is Friday

i need help for my assignment and the deadline is Friday

Mendelian randomization, Mendelian randomization is the term applied to th...

Mendelian randomization is the term applied to the random assortment of alleles at the time of gamete formation, a process which results in the population distributions of genetic

Hosmer-lemeshow test, Hosmer-Lemeshow test is a goodness-of-fit test taken...

Hosmer-Lemeshow test is a goodness-of-fit test taken in use in logistic regression, particularly when there are regular covariates. Units are spitted into deciles based on predict

Method of moments, Method of moments   is the procedure for estimating the...

Method of moments   is the procedure for estimating the parameters in a model by equating sample moments to the population values. A famous early instance of the use of the proced

Generate a scatter plot, Suppose we estimate the following model: Passen...

Suppose we estimate the following model: Passengersi = 1 + 2Populationi + ui a) Generate a scatter plot with passengers on the vertical axis and population on the horizonta

Conditional probability, Conditional probability : The probability that an ...

Conditional probability : The probability that an event occurs given the outcome of other event. Generally written, Pr(A|B). For instance, the probability of a person being color b

Explain jelinski moranda model, Jelinski  Moranda model is t he model of ...

Jelinski  Moranda model is t he model of software reliability which supposes that failures occur according to the Poisson process with a rate decreasing as more faults are diagnos

Principal factor analysis, Principal factor analysis is the method of fact...

Principal factor analysis is the method of factor analysis which is basically equivalent to a principal components analysis performed on reduced covariance matrix attained by repl

Cauchy integral, Cauchy integral : The integral of the function, f (x), fro...

Cauchy integral : The integral of the function, f (x), from a to b are de?ned in terms of the sum   In the statistics this leads to the below shown inequality for the expecte

Write Your Message!

Captcha
Free Assignment Quote

Assured A++ Grade

Get guaranteed satisfaction & time on delivery in every assignment order you paid with us! We ensure premium quality solution document along with free turntin report!

All rights reserved! Copyrights ©2019-2020 ExpertsMind IT Educational Pvt Ltd