On bagging and estimation in multivariate mixtures

Pakyari, Reza (avtor)

Two bagging approaches, say 1 2 n-out-of-n without replacement (subagging) and n-out-of-n with replacement (bagging) have been applied in the problem of estimation of the parameters in a multivariate mixture model. It has been observed by Monte Carlo simulations and a real data example, that both bagging methods have improved the standard deviation of the maximum likelihood estimator of the mixing proportion, whilst the absolute bias increased slightly. In estimating the component distributions, bagging could increase the root mean integrated squared error when estimating the most probable component.

• Jezik: Angleški jezik
• Vrsta gradiva: Delo ni kategorizirano
• Tipologija: 1.01 - Izvirni znanstveni članek
• Organizacija: FDV - Fakulteta za družbene vede
• Založnik: Fakulteta za družbene vede
• Leto izida: 2008
• Št. strani: Str. 9-18
• Številčenje: Vol. 5, No. 1
• PID: 20.500.12556/RUL-58694
• UDK: 519.2
• ISSN pri članku: 1854-0023
• COBISS.SI-ID: 29128797
• Datum objave v RUL: 10.07.2015

Gradivo je del revije

• Naslov: Advances in methodology and statistics
• Skrajšan naslov: Metodol. zv.
• Založnik: Fakulteta za družbene vede
• ISSN: 1854-0023
• COBISS.SI-ID: 215795712