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  • On bagging and estimation in multivariate mixtures
    Pakyari, Reza
    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.
    Vir: Advances in methodology and statistics = Metodološki zvezki. - ISSN 1854-0023 (Vol. 5, no. 1, 2008, str. 9-18)
    Vrsta gradiva - članek, sestavni del
    Leto - 2008
    Jezik - angleški
    COBISS.SI-ID - 29128797

    Povezava(-e):

    Repozitorij Univerze v Ljubljani – RUL
    Digitalna knjižnica Slovenije - dLib.si

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