Results 1 to 10 of about 17,247 (122)
Statistical decision theory respecting stochastic dominance [PDF]
Japanese Economic Review, 2023 The statistical decision theory pioneered by (Wald, Statistical decision functions, Wiley, 1950) has used state-dependent mean loss (risk) to measure the performance of statistical decision functions across potential samples.
C. Manski, Aleksey Tetenov
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Admissibility of Solution Estimators for Stochastic Optimization [PDF]
SIAM Journal on Mathematics of Data Science, 2019 We look at stochastic optimization problems through the lens of statistical decision theory. In particular, we address admissibility, in the statistical decision theory sense, of the natural sample average estimator for a stochastic optimization problem (
A. Basu, Tung Nguyen, Ao Sun
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Admissible predictive density estimation [PDF]
, 2008 Let $X|\mu\sim N_p(\mu,v_xI)$ and $Y|\mu\sim N_p(\mu,v_yI)$ be independent $p$-dimensional multivariate normal vectors with common unknown mean $\mu$. Based on observing $X=x$, we consider the problem of estimating the true predictive density $p(y|\mu ...
Brown, Lawrence D. +2 more
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Larry Brown’s Contributions to Parametric Inference, Decision Theory and Foundations: A Survey
Statistical Science, 2019 This article gives a panoramic survey of the general area of parametric statistical inference, decision theory and foundations of statistics for the period 1965–2010 through the lens of Larry Brown’s contributions to varied aspects of this massive ...
J. Berger, A. Dasgupta
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Bayesian Inference For Exponential Distribution Based On Upper Record Range [PDF]
, 2013 This paper deals with Bayesian estimations of scale parameter of the exponential distribution based on upper record range (Rn). This has been done in two steps; point and interval.
Hatami, F. +3 more
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EDITORIAL: Statistical significance, P-values, and replicability
Annals of Applied Statistics, 2021 The debate about the value of hypothesis testing, and the over-reliance on p-values as a cornerstone of statistical methodology, has persisted for well over a century.
K. Kafadar
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On the Bayesness, minimaxity and admissibility of point estimators of allelic frequencies. [PDF]
Journal of Theoretical Biology, 2015 In this paper, decision theory was used to derive Bayes and minimax decision rules to estimate allelic frequencies and to explore their admissibility. Decision rules with uniformly smallest risk usually do not exist and one approach to solve this problem
C. Martínez, K. Khare, M. Elzo
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Evaluation of Formal posterior distributions via Markov chain arguments [PDF]
, 2007 We consider evaluation of proper posterior distributions obtained from improper prior distributions. Our context is estimating a bounded function $\phi$ of a parameter when the loss is quadratic.
Eaton, Morris L. +3 more
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The Effect of Exchange Rates on Statistical Decisions
Philosophia Scientiæ, 2013 Statistical decision theory, whether based on Bayesian principles or other concepts such as minimax or admissibility, relies on minimizing expected loss or maximizing expected utility.
M. Schervish +2 more
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Admissibility of the usual confidence interval in linear regression
, 2010 Consider a linear regression model with independent and identically normally distributed random errors. Suppose that the parameter of interest is a specified linear combination of the regression parameters. We prove that the usual confidence interval for
Giri, Khageswor +2 more
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