Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1151382 | Statistics & Probability Letters | 2015 | 10 Pages |
Abstract
The components of a tensor field MM are coefficients in a certain system of regression equations. To estimate the integral curve starting at a given point and driven by the principle eigenvector field corresponding to MM, recently an estimation procedure has been constructed in Carmichael and Sakhanenko (2014). We propose a acceleration to this method which dampens the asymptotic mean integrated squared error and boosts the convergence rates. Supporting theoretical results and simulations are presented.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Lyudmila Sakhanenko,