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Chunked-and-averaged estimators for vector parameters

Author

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  • Nguyen, Hien D.
  • McLachlan, Geoffrey J.

Abstract

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.

Suggested Citation

  • Nguyen, Hien D. & McLachlan, Geoffrey J., 2018. "Chunked-and-averaged estimators for vector parameters," Statistics & Probability Letters, Elsevier, vol. 137(C), pages 336-342.
    • Handle: RePEc:eee:stapro:v:137:y:2018:i:c:p:336-342
    DOI: 10.1016/j.spl.2018.02.051
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    References listed on IDEAS

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    3. Matloff, Norman, 2016. "Software Alchemy: Turning Complex Statistical Computations into Embarrassingly-Parallel Ones," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 71(i04).
    4. Bradley, Richard C., 1989. "A caution on mixing conditions for random fields," Statistics & Probability Letters, Elsevier, vol. 8(5), pages 489-491, October.
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