Results 41 to 50 of about 155 (148)

Necessary conditions for admissibility of matrix linear estimators in a multivariate linear model

, 2010
Parameter matrix linear function, Quadratic matrix loss functions, Matrix normal distributions, Unknown covariance matrix, The Stein problem, James-Stein type matrix estimator, Primary 62C15, Secondary 62H12,
Kazuo Noda, Etsuo Miyaoka
core   +1 more source

A projector oriented approach to the best linear unbiased estimator

General Gauss–Markov model, Ordinary least squares estimator, Oblique projector, Generalized projection operator, 62J05, 62H12, 15A24, 15A57,
Oskar Baksalary, Götz Trenkler
core   +1 more source

Estimation for spatial semi-functional partial linear regression model with missing response at random

Demonstratio Mathematica
The aim of this article is to study a semi-functional partial linear regression model (SFPLR) for spatial data with responses missing at random (MAR).
Benchikh Tawfik, Almanjahie Ibrahim M., Fetitah Omar, Attouch Mohammed Kadi   +3 more
doaj   +1 more source

Empirical likelihood for density-weighted average derivatives

Average derivative, Density weighting, Empirical likelihood, Kernel smoothing, Single-index model, 62G08, 62G20, 62H12,
Xuewen Lu, Wanrong Liu
core   +1 more source

Admissibility and linear sufficiency in linear model with nuisance parameters

Admissibility, BLUE, Linear sufficiency, Partitioned linear model, Nuisance parameters, Reduced model, 15A42, 62J05, 62F10, 62H12, 62H20,
Simo Puntanen, Augustyn Markiewicz
core   +1 more source

Risk Analysis and Robustness of four Shrinkage Estimators

, 1996
In this paper we first investigate the risk properties of four shrinkage estimators of a location vector assuming that the random vector follows a multivariate normal distribution.
Ching-Hui Chano, Nabendu Pal
core   +1 more source

Superefficient Estimation of Multivariate Trend [PDF]

, 1998
. The question of recovering a multiband signal from noisy observations motivates a model in which the multivariate data points consist of an unknown deterministic trend \Xi observed with multivariate Gaussian errors.
Beran, Rudolf, Rudolf Beran
core   +1 more source

Temporal and contemporaneous disaggregation of multiple economic time series

Data-based procedure, discrepancy measure, Kalman filter, mean square error, vector autoregressive models, Primary 62M10, secondary 62F30, 62H12,
Víctor Guerrero, Fabio Nieto
core   +1 more source

A matrix approach to compare BLUEs under a linear regression model and its two competing restricted models with applications

Demonstratio Mathematica
Suppose that a weakly singular linear regression model M{\mathscr{M}} and its two competing restricted models M1{{\mathscr{M}}}_{1} and M2{{\mathscr{M}}}_{2} are given.
Ren Xingwei
doaj   +1 more source

Estimation of the Parameters of the Uniform Distribution Over [kθ, (k+ 1)θ]

, 1996
From the available literature on estimation of the parameters of the uniform distribution over [ kθ, kθ + θ], we find the necessity to construct improved estimators of the parameter θ when k is known.
P. Yageen Thomas
core   +1 more source