Results 31 to 40 of about 79 (76)

Admissibility and minimaxity of Bayes estimators for a normal mean matrix

In some invariant estimation problems under a group, the Bayes estimator against an invariant prior has equivariance as well. This is useful notably for evaluating the frequentist risk of the Bayes estimator.
Tsukuma, Hisayuki
core  

Preliminary test estimators and phi-divergence measures in generalized linear models with binary data

We consider the problem of estimation of the parameters in Generalized Linear Models (GLM) with binary data when it is suspected that the parameter vector obeys some exact linear restrictions which are linearly independent with some degree of uncertainty.
Menéndez, M.L., Pardo, L., Pardo, M.C.
core  

A new kind of stochastic restricted biased estimator for logistic regression model. [PDF]

J Appl Stat, 2021
Alheety MI, Månsson K, Golam Kibria BM.
europepmc   +1 more source

On the distribution of penalized maximum likelihood estimators: The LASSO, SCAD, and thresholding

We study the distributions of the LASSO, SCAD, and thresholding estimators, in finite samples and in the large-sample limit. The asymptotic distributions are derived for both the case where the estimators are tuned to perform consistent model selection ...
Leeb, Hannes, Pötscher, Benedikt M.
core  

SURPRISES IN HIGH-DIMENSIONAL RIDGELESS LEAST SQUARES INTERPOLATION. [PDF]

Ann Stat, 2022
Hastie T, Montanari A, Rosset S, Tibshirani RJ.   +3 more
europepmc   +1 more source

Variable selection in finite mixture of regression models using the skew-normal distribution. [PDF]

J Appl Stat, 2020
Yin J, Wu L, Dai L.
europepmc   +1 more source

Who determines United States Healthcare out-of-pocket costs? Factor ranking and selection using ensemble learning. [PDF]

Health Inf Sci Syst, 2021
Zhang C, Ding Y, Peng Q.
europepmc   +1 more source

Lasso Monte Carlo, a variation on multi fidelity methods for high-dimensional uncertainty quantification. [PDF]

J Appl Stat
Albà A, Boiger R, Rochman D, Adelmann A.   +3 more
europepmc   +1 more source

Shrinkage estimation of non-negative mean vector with unknown covariance under balance loss. [PDF]

J Inequal Appl, 2018
Karamikabir H, Afshari M, Arashi M.
europepmc   +1 more source

Marginalized LASSO in the low-dimensional difference-based partially linear model for variable selection. [PDF]

J Appl Stat
Norouzirad M, Moura R, Arashi M, Marques FJ.   +3 more
europepmc   +1 more source