Results 1 to 10 of about 47 (46)
2000 Mathematics Subject Classification: Primary 62C99, sec-ondary 62C10, 62C20, 62J05
, 2016 The paper deals with recovering an unknown vector β ∈ R^p based on the observations Y = Xβ + ∈ξ and Z = X + σζ, where X is an unknown n×p-matrix with n ≥ p, ξ ∈ R^p is a standard white Gaussian noise, ζ is a n × p-matrix with i.i.d. standard Gaussian entries, and ∈, σ ∈ R^+ are known noise levels. It is assumed that X has a large condition number and p
Golubev, Yu., Zimolo, Th.
openaire +2 more sources
Open Mathematics, 2022 One of the most common challenges in multivariate statistical analysis is estimating the mean parameters. A well-known approach of estimating the mean parameters is the maximum likelihood estimator (MLE).
Benkhaled Abdelkader +4 more
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On shrinkage estimators improving the positive part of James-Stein estimator
Demonstratio Mathematica, 2021 In this work, we study the estimation of the multivariate normal mean by different classes of shrinkage estimators. The risk associated with the quadratic loss function is used to compare two estimators. We start by considering a class of estimators that
Hamdaoui Abdenour
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A unifying causal framework for analyzing dataset shift-stable learning algorithms
Journal of Causal Inference, 2022 Recent interest in the external validity of prediction models (i.e., the problem of different train and test distributions, known as dataset shift) has produced many methods for finding predictive distributions that are invariant to dataset shifts and ...
Subbaswamy Adarsh +2 more
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Properties of restricted randomization with implications for experimental design
Journal of Causal Inference, 2022 Recently, there has been increasing interest in the use of heavily restricted randomization designs which enforce balance on observed covariates in randomized controlled trials.
Nordin Mattias, Schultzberg Mårten
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Nonparametric regression on the hyper-sphere with uniform design
, 2011 Nonparametric regression, Uniform design, Minimax rate, Needlets, Needlet-shrinkage, Stochastic thresholding, 62G08, 62G05, 62C20,
Monnier, Jean-Baptiste +1 more
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On large deviations in testing Ornstein–Uhlenbeck-type models
, 2007 Likelihood ratio, Hellinger integral, Neyman–Pearson test, Bayes test, Minimax test, Large deviation theorems, Girsanov formula for diffusion-type processes, Ornstein–Uhlenbeck-type process, Stochastic delay differential equation, Primary: 62F05, 60F10 ...
Uwe Küchler +4 more
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On the performance of the new minimax shrinkage estimators for a normal mean vector
Demonstratio MathematicaThis paper explores new classes of estimators for a multivariate normal mean (MNM) with an unknown variance and evaluating their performance based on the risk relative to the balanced loss function (BLF).
Benkhaled Abdelkader +3 more
doaj +1 more source
Estimating a positive normal mean
maximum likelihood estimator, Rao-Blackwellization, generalized Bayes estimator, minimaxity, scale equivariant estimator, admissibility, 62C15, 62C20, 62F10,
Somesh Kumar, Yogesh Tripathi
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On Fixed-Length Confidence Intervals for a Bounded Normal Mean
, 1998 Consider the problem of estimating the mean of a single normal random variable when the mean is known to be bounded. We establish the minimax affine estimator under zero-one loss and discuss minimal fixed-length affine confidence intervals. Moreover, the
Holger Drees
core