Supereficientní odhady
| Thesis title in Czech: | Supereficientní odhady |
|---|---|
| Thesis title in English: | Super efficient estimators |
| Academic year of topic announcement: | 2025/2026 |
| Thesis type: | Bachelor's thesis |
| Thesis language: | |
| Department: | Department of Probability and Mathematical Statistics (32-KPMS) |
| Supervisor: | doc. Ing. Marek Omelka, Ph.D. |
| Author: |
| Guidelines |
| Student(ka) nejdříve podrobně pojednává o tzv. Hodgesově odhadu, jeho výhodách a nevýhodách. Dále se pak bude zabývat podobnými odhady a souvisejícími problémy.
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| References |
| Kale, B.K. (1985). "A note on the super efficient estimator". Journal of Statistical Planning and Inference. 12: 259–263.
Pötscher, B. M., & Leeb, H. (2009). On the distribution of penalized maximum likelihood estimators: The LASSO, SCAD, and thresholding. Journal of Multivariate Analysis, 100(9), 2065-2082. van der Vaart, A. W. (1998). Asymptotic statistics. Cambridge University Press. ISBN 978-0-521-78450-4. |