No Free Lunch With The Sandwich [Sandwich Estimator]  

Oleh:

Rivals, I. ; Personnaz, L.

Jenis: Article from Journal - ilmiah internasional
Dalam koleksi: IEEE Transactions on Neural Networks vol. 14 no. 6 (Nov. 2003), page 1553-1559.
Topik: teorema sandwich; no free lunch; sandwich; sandwich estimator

Ketersediaan

Perpustakaan Pusat (Semanggi) Nomor Panggil: II36.9 Non-tandon: 1 (dapat dipinjam: 0) Tandon: tidak ada

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Isi artikel

In non linear regression theory, the sandwich estimator of the covariance matrix of the model parameters is known as a consistent estimator, even when the parameterized model does not contain the regression. However, in the latter case, we emphasize the fact that the consistency of the sandwich holds only if the inputs of the training set are the values of independent identically distributed random variables. Thus, in the frequent practical modeling situation involving a training set whose inputs are deliberately chosen and imposed by the designer, we question the opportunity to use the sandwich estimator rather than the simple estimator based on the inverse squared Jacobian.

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