Skip to main content
SpringerLink
Log in
Book cover

International Conference on Parallel Processing and Applied Mathematics

PPAM 2001: Parallel Processing and Applied Mathematics pp 671–678Cite as

Computer Simulations in Constructing a Coefficient of Uncertainty in Regression Estimation — Methodology and Results

  • Conference paper
  • First Online:

  • 483 Accesses

Part of the book series: Lecture Notes in Computer Science ((LNCS,volume 2328))

Abstract

The paper is devoted to the problem of incorporating prior information in the regression estimation. On the base of computer simulation we construct a coefficient which allows incorporating the prior information along with its uncertainty. Performance of estimators based upon the coefficient of uncertainty is examined through computer simulations.

This is a preview of subscription content, log in via an institution.

Chapter
USD   29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD   84.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD   109.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Learn about institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  1. Berger J.O. Statistical Decision Theory and Bayesian Analysis, Springer Verlag, New York (1985)

    Book  MATH  Google Scholar 

  2. Grzybowski, A., On uncertainty classes and minimax estimators in the linear regression models with heteroscedasticity and correlated errors, Acta Universitatis Lodziensis, Folia Oeconomica 152 (2000) 47–55

    Google Scholar 

  3. Grzybowski, A., Simulation analysis of some regression estimators incorporating prior information, Proceedings of the 14th International Workshop on Statistical Modelling, Graz, (1999) 547–555

    Google Scholar 

  4. Grzybowski, A., Simulation analysis of some regression estimators incorporating prior information-performance for different loss functions, in Proceedings of 16th IMACS World Congress 2000 on Scientific Computation, Applied Mathematics And Simulation, Lausanne (2000) (CD)

    Google Scholar 

  5. Schipp B., Trankler G., Stahleker P., Minimax estimation with additional linear restrictions-a simulation study, Commun. Statist.-Simula., 17(2) (1988) 393–406

    Article  MATH  Google Scholar 

Download references

Author information

Authors and Affiliations

  1. Institute of Mathematics & Computer Science, Technical University of Częstochowa, ul. Dabrowskiego 73, 42-200, Częstochowa, Poland

    Andrzej Grzybowski

Authors
  1. Andrzej Grzybowski
    View author publications

    You can also search for this author in PubMed Google Scholar

Editor information

Editors and Affiliations

  1. Institute of Mathematics and Computer Science, Technical University of Czestochowa, Dabrowskiego 73, 42-200, Czestochowa, Poland

    Roman Wyrzykowski

  2. Computer Science Department, University of Tennessee, 122 Volunteer Blvd, Knoxville, TN, 37996-3450, USA

    Jack Dongarra

  3. Computer Science Department, Oklahoma State University, 700 N. Greenwood Ave., Tulsa, OK, 74106, USA

    Marcin Paprzycki

  4. DTU, UNI-C, Danish Computing Centre for Research and Education, Bldg. 304, 2800, Lyngby, Denmark

    Jerzy Waśniewski

Rights and permissions

Reprints and permissions

Copyright information

© 2002 Springer-Verlag Berlin Heidelberg

About this paper

Cite this paper

Grzybowski, A. (2002). Computer Simulations in Constructing a Coefficient of Uncertainty in Regression Estimation — Methodology and Results. In: Wyrzykowski, R., Dongarra, J., Paprzycki, M., Waśniewski, J. (eds) Parallel Processing and Applied Mathematics. PPAM 2001. Lecture Notes in Computer Science, vol 2328. Springer, Berlin, Heidelberg. https://doi.org/10.1007/3-540-48086-2_74

Download citation

  • DOI: https://doi.org/10.1007/3-540-48086-2_74

  • Published:

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-43792-5

  • Online ISBN: 978-3-540-48086-0

  • eBook Packages: Springer Book Archive

Publish with us

Policies and ethics

Search

Navigation