Chunked-and-averaged estimators for vector parameters

Statistics & Probability Letters（2018）

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摘要

A divide-and-conquer method for parameter estimation is the chunked-and-averaged (CA) estimator. CA estimators have been studied for univariate parameters under independent and identically distributed (IID) sampling. We study the CA estimators of vector parameters and under non-IID sampling.

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关键词

Asymptotic statistics,Big data,Divide-and-conquer,Distributed computing,Parameter estimation

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