Results 81 to 90 of about 148 (142)

IMPROVING ON MINIMUM RISK EQUIVARIANT AND LINEAR MINIMAX ESTIMATORS OF BOUNDED MULTIVARIATE LOCATION PARAMETERS Authors:

, 2014
We propose improvements under squared error loss of the minimum risk equivariant and the linear minimax estimators for estimating the location parameter θ of a p-variate spherically symmetric distribution, with θ restricted to a ball of radius m centered
Éric Marchand, Amir T. Payandeh Najafabadi   +1 more
core  

A framework for jointly modeling the natural history of ductal carcinoma in situ and invasive breast cancer. [PDF]

J Math Biol
Kapanidis E, Humphreys K.
europepmc   +1 more source

Improved estimation of the covariance matrix under Stein's loss

In this paper, the problem of estimating the covariance matrix of a multivariate normal population is considered. Some new classes of orthogonally invariant minimax estimators which include random mixtures of the modified estimators of proposed by Dey ...
Ye, Ren-Dao, Wang, Song-Gui
core  

Multivariate meta-analysis with a robustified diagonal likelihood function. [PDF]

J Appl Stat
Hu Z, Zhou Q, Liu G.
europepmc   +1 more source

ENTRYWISE EIGENVECTOR ANALYSIS OF RANDOM MATRICES WITH LOW EXPECTED RANK. [PDF]

Ann Stat, 2020
Abbe E, Fan J, Wang K, Zhong Y.
europepmc   +1 more source

Scalar-on-Function Mode Estimation Using Entropy and Ergodic Properties of Functional Time Series Data. [PDF]

Entropy (Basel)
Alamari MB, Almulhim FA, Almanjahie IM, Bouzebda S, Laksaci A.   +4 more
europepmc   +1 more source

On weighting of bivariate margins in pairwise likelihood

Composite and pairwise likelihood methods have recently been increasingly used. For clustered data with varying cluster sizes, we study asymptotic relative efficiencies for various weighted pairwise likelihoods, with weight being a function of cluster ...
Joe, Harry, Lee, Youngjo
core  

Local linear smoothing for regression surfaces on the simplex using Dirichlet kernels. [PDF]

Stat Pap (Berl)
Genest C, Ouimet F.
europepmc   +1 more source

Order restricted inference for sequential k-out-of-n systems

Sequential order statistics have been introduced to model sequential k-out-of-n systems which, as an extension of k-out-of-n systems, allow the failure of some components of the system to influence the remaining ones.
Balakrishnan, N., Beutner, E., Kamps, U.
core  

A New Bayesian Single Index Model with or without Covariates Missing at Random. [PDF]

Bayesian Anal, 2020
Dhara K, Lipsitz S, Pati D, Sinha D.
europepmc   +1 more source