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On empirical Bayes estimation of multivariate regression coefficient
International Journal of Mathematics and Mathematical Sciences, 2006 We investigate the empirical Bayes estimation problem of multivariate regression coefficients under squared error loss function. In particular, we consider the regression model Y=Xβ+ε, where Y is an m-vector of observations, X is a known m×k matrix, β is
R. J. Karunamuni, L. Wei
doaj +1 more source
An empirical Bayes estimation problem [PDF]
Proceedings of the National Academy of Sciences, 1980 Let x be a random variable such that, given θ, x is Poisson with mean θ, while θ has an unknown prior distribution G . In many statistical problems one wants to estimate as accurately as possible the parameter E (θǀ x =
openaire +2 more sources
Annals of Clinical and Translational Neurology, EarlyView.ABSTRACT Introduction Glucagon‐like peptide‐1 receptor agonists (GLP‐1 RAs) have demonstrated significant weight‐reducing effects and may offer benefits in idiopathic intracranial hypertension (IIH); however, recent concerns about the risk of non‐arteritic anterior ischemic optic neuropathy (NAION) have emerged.
Faisal A. Al‐Harbi +9 more
wiley +1 more source
"Minimax Empirical Bayes Ridge-Principal Component Regression Estimators" [PDF]
In this paper, we consider the problem of estimating the regression parameters in a multiple linear regression model with design matrix A when the multicollinearity is present.
Tatsuya Kubokawa, M. S. Srivastava
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Locally Adaptive Wavelet Empirical Bayes Estimation Of A Location Parameter [PDF]
, 2002 The traditional empirical Bayes (EB) model is considered with the parameter being a location parameter, in the situation when the Bayes estimator has a finite degree of smoothness and, possibly, jump discontinuities at several points. A nonlinear wavelet
Pensky, Marianna
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Statistica, 2018 The problem of estimating the mean matrix of a matrix-variate normal distribution with a covariance matrix is considered under two loss functions. We construct a class of empirical Bayes estimators which are better than the maximum likelihood estimator ...
Shokofeh Zinodiny +2 more
doaj +1 more source
Media Statistika, 2020 One distribution of rainfall data is a lognormal distribution with location parameters and scale parameters . This study aims to estimate the mean and variance of rainfall data in several selected cities and regencies in West Sumatra.
Ferra Yanuar +2 more
doaj +1 more source
Annals of Clinical and Translational Neurology, EarlyView.ABSTRACT Just recently, successful chimeric antigen receptor (CAR) T cell therapy was reported in the first patient with refractory, anti‐diacylglycerol lipase alpha (DAGLA) antibody‐mediated autoimmune encephalitis, achieving partial clinical remission.
Dimitrios Mougiakakos +9 more
wiley +1 more source
"Improved Empirical Bayes Ridge Regression Estimators under Multicollinearity" [PDF]
In this paper we consider the problem of estimating the regression parameters in a multiple linear regression model when the multicollinearity is present.Under the assumption of normality, we present three empirical Bayes estimators.
Tatsuya Kubokawa, M. S. Srivastava
core
, 2023 In this thesis, we will introduce the James-Stein estimator, we will study its properties and compare them with other estimation methods. We will explain, what is admissibility of an estimator and figure out if our estimators are admissable.
Novotný, Vojtěch
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