On Degrees of Freedom of Projection Estimators with Applications to Multivariate Shape Restricted Re

来源 :上海交通大学 | 被引量 : 0次 | 上传用户：tswdforu

【摘要】

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【作者】

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Xi Chen Qihang Lin Bodhisattva Sen

【机构】

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New York University,10012,USA University of Iowa,

【出处】

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上海交通大学

【发表日期】

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2016年4期

【关键词】

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Degrees of Freedom divergence of an estimator isotonic regression convex regress

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　　Consider the Gaussian sequence model y~N(θ*; σ2In),where θ* is unknown but known to belong to a closed convex set C()Rn.In this talk we provide a unified characterization of the degrees of freedom for estimators of θ* obtained as the(linearly or quadratically perturbed)partial projection of y onto C.

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On Degrees of Freedom of Projection Estimators with Applications to Multivariate Shape Restricted Re

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