[HTML][HTML] Parameter estimation in abruptly changing dynamic environments using stochastic learning weak estimator

HL Hammer, A Yazidi - Applied Intelligence, 2018 - Springer
estimate back on track. We use the Stochastic Learning Weak Estimator (SLWE) as the
dynamic estimator. … Therefore, the SLWE is a better choice to accompany a stationary estimator

Estimation and inference with weak, semi‐strong, and strong identification

DWK Andrews, X Cheng - Econometrica, 2012 - Wiley Online Library
… the MA and AR parameter estimators are the same under weak identification. The uniform …
of lack of identification or weak identification on the behavior of the extremum estimator ̂θn In …

Generalized empirical likelihood estimators and tests under partial, weak, and strong identification

P Guggenberger, RJ Smith - Econometric Theory, 2005 - cambridge.org
… GEL estimators are first-order equivalent under weak identification+ The GEL estimator under
weak … of the GMM and GEL parameter estimates under weak identification ~established in …

A novel weak estimator for dynamic systems

M Bhaduri, J Zhan, C Chiu - IEEE Access, 2017 - ieeexplore.ieee.org
… It is worth noting that the update rule developed in this paper enables the use of weak
estimators to classify data not only into more than two classes, but also data with nonbinary …

Weak-value amplification and optimal parameter estimation in the presence of correlated noise

J Sinclair, M Hallaji, AM Steinberg, J Tollaksen… - Physical Review A, 2017 - APS
… of estimator, we simply mean some algorithm which maps our data set to an estimate of d. …
the most conventional and straightforward estimator. Because the noise has zero mean, this …

Consistent estimation with a large number of weak instruments

JC Chao, NR Swanson - Econometrica, 2005 - Wiley Online Library
… importantly on the choice of estimator, because some esti… estimator, denoted by ̂βB2SLS
n.In general, not all members of the k-class of estimators are equally robust to instrument weak

Weak constraint parameter estimation for a simple ocean ecosystem model: what can we learn about the model and data?

SN Losa, GA Kivman, VA Ryabchenko - Journal of marine systems, 2004 - Elsevier
Weak constraint parameter estimation is applied to tune a 0-D 4-component (phytoplankton, …
, we employed weak constraint parameter estimation. It is worth noting that, as a rule, weak

Performance limitations and error calculations for parameter estimation

LP Seidman - Proceedings of the IEEE, 1970 - ieeexplore.ieee.org
… out precisely when parameters are estimated which affect the … of estimators but, in general,
these appear to be rather weak. … do not restrict the type of estimator (labeled upper bound and …

The weak instrument problem of the system GMM estimator in dynamic panel data models

MJG Bun, F Windmeijer - The Econometrics Journal, 2010 - academic.oup.com
parameter for finite sample bias becomes even more pronounced when we consider the
absolute bias of the IV estimator, relative to that of the OLS estimator as defined by …

[HTML][HTML] Robust parameter estimation with a small bias against heavy contamination

H Fujisawa, S Eguchi - Journal of Multivariate Analysis, 2008 - Elsevier
… robust parameter estimation based on a certain cross entropy and divergence. The robust
estimate is … Let θ ˆ be the estimator of the parameter θ based on the observations x 1 , … , x n …