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Pré-Publication, Document De Travail Année : 2016

A tutorial on estimator averaging in Spatial Statistics models

Résumé

Assume that several competing methods are available to estimate a parameter in a given statistical model. The aim of estimator averaging is to provide a new estimator, built as a linear combination of the initial estimators, that achieves better properties than each individual initial estimator. This contribution provides an accessible and clear overview of the method, and investigates its performances on standard spatial statistics models. It is demonstrated that the average estimator clearly improves on standard procedures for the considered models. For each example, the code to implement the method with the R software (which only consists of few lines) is provided.
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Dates et versions

hal-01341125 , version 1 (04-07-2016)
hal-01341125 , version 2 (02-03-2017)
hal-01341125 , version 3 (07-03-2017)

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Frédéric Lavancier, Paul Rochet. A tutorial on estimator averaging in Spatial Statistics models. 2016. ⟨hal-01341125v1⟩
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