Results 11 to 20 of about 259 (37)
Global testing against sparse alternatives in time-frequency analysis [PDF]
, 2016 In this paper, an over-sampled periodogram higher criticism (OPHC) test is proposed for the global detection of sparse periodic effects in a complex-valued time series.
Cai, T. Tony +2 more
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, 2006 Local asymptotic minimax risk bounds in a locally asymptotically mixture of normal family of distributions have been investigated under asymmetric loss functions and the asymptotic distribution of the optimal estimator that attains the bound has been ...
Basu, A. K., Bhattacharya, Debasis
core +1 more source
Nonparametric estimation over shrinking neighborhoods: Superefficiency and adaptation [PDF]
, 2005 A theory of superefficiency and adaptation is developed under flexible performance measures which give a multiresolution view of risk and bridge the gap between pointwise and global estimation.
Cai, T. Tony, Low, Mark G.
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Exact minimax risk for density estimators in non-integer Sobolev classes [PDF]
, 2005 The $L\_2$-minimax risk in Sobolev classes of densities with non-integer smoothness index is shown to have an analog form to that in integer Sobolev classes.
Dalelane, Clementine
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Improved robust Bayes estimators of the error variance in linear models
, 2013 We consider the problem of estimating the error variance in a general linear model when the error distribution is assumed to be spherically symmetric, but not necessary Gaussian.
Maruyama, Yuzo, Strawderman, William E.
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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
Aggregation for Gaussian regression
, 2007 This paper studies statistical aggregation procedures in the regression setting. A motivating factor is the existence of many different methods of estimation, leading to possibly competing estimators. We consider here three different types of aggregation:
Bunea, Florentina +2 more
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Erich Leo Lehmann---A glimpse into his life and work
, 2011 Through the use of a system-building approach, an approach that includes finding common ground for the various philosophical paradigms within statistics, Erich L.
Rojo, Javier
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Recent developments towards optimality in multiple hypothesis testing
, 2006 There are many different notions of optimality even in testing a single hypothesis. In the multiple testing area, the number of possibilities is very much greater.
Shaffer, Juliet Popper
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An extended class of minimax generalized Bayes estimators of regression coefficients
, 2008 We derive minimax generalized Bayes estimators of regression coefficients in the general linear model with spherically symmetric errors under invariant quadratic loss for the case of unknown scale. The class of estimators generalizes the class considered
Abramowitz +11 more
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