Principal Component and the Long Run
Principal Component and the Long Run
This video was recorded at Workshop on Inverse Problems: Econometry, Numerical Analysis and Optimization, Statistics, Touluse 2005. What statisticians, numericians, engineers or econometricians mean by "inverse problem" often differs. For a statistician, an inverse problem is an estimation problem of a function which is not directly observed. The data are finite in number and contain errors, whose variance decreases with the number of observations, as they do in classical inference problems, while the unknown typically is infinite dimensional, as it is in nonparametric regression. For numericians, the noise is more an error induced by the fact that the real data are not directly observed. But the asymptotics differ, as the regularity conditions imposed for the solution. Finally, in econometrics the structural approach combines data observation and economic model. The parameter of interest is defined as a solution of a functional equation depending on the data distribution. Hence the operator in the underlying inverse problem is in general unknown. Many questions arise naturally in all the different fields, which are of great both applied and theoretical interest: identifiability, consistency and optimality in various forms, iterative methods. There have been great advances in the study of inverse problems within these three communities and we think that it is time for a workshop where the different point of views could be confronted, leading to exchanges of methodologies and several improvements. For instance non linear inverse problems have been studied in numerical analysis while statistical literature on this topics is scarce. Unknown inverse operators are common in econometrics but the problem is not well studied in statistics. On the other hand, adaptive estimation and optimal rates of convergence are common in statistics but not in the other fields.
to participate in the discussions or
if you are not already a MERLOT member.
This will delete the comment from the database. This
operation is not reversible. Are you sure you want to do it?
Report a Broken Link
Thank you for reporting a broken "Go to
Material" link in MERLOT to help us maintain a collection of
valuable learning materials.
Link Reported as Broken
Your broken link report has been sent to
the MERLOT Team. Thank you for helping MERLOT maintain a current
collection of valuable learning materials!
Link Report Failed
Your broken link report failed to be sent.
Please try reloading the page and reporting it again. Thank you!
Sorry for the trouble.
If you feel this material is inappropriate for the MERLOT
Collection, please click SEND REPORT, and the MERLOT Team will
investigate. Thank you!
Material Reported as
Your inappropriate material report has
been sent to the MERLOT Team. Thank you for helping MERLOT maintain
a valuable collection of learning materials.
Material Report Failed
Your inappropriate material report failed
to be sent. Please try reloading the page and reporting it again.
Thank you! Sorry for the trouble.
Comment Reported as
Your inappropriate comment report has been
sent to the MERLOT Team. Thank you for helping MERLOT maintain a
valuable collection of learning materials.
You are being taken to the material on
another site. This will open a new window.
Rate this Material
You just viewedPrincipal Component and the Long Run.
Please take a moment to rate this material.
Search by ISBN?
It looks like you have entered an ISBN number. Would you like to search using what you have
entered as an ISBN number?
Searching for Members?
You entered an email address. Would you like to search for members? Click Yes to continue. If no, materials will be displayed first. You can refine your search with the options on the left of the results page.