Results 81 to 90 of about 64,632 (290)
مجلة بغداد للعلوم, 2013 In this paper, Bayes estimators of the parameter of Maxwell distribution have been derived along with maximum likelihood estimator. The non-informative priors; Jeffreys and the extension of Jeffreys prior information has been considered under two ...
Baghdad Science Journal
doaj +1 more source
"Minimax Estimation of Linear Combinations of Restricted Location Parameters" [PDF]
The estimation of a linear combination of several restricted location parameters is addressed from a decision-theoretic point of view. A bench-mark estimator of the linear combination is an unbiased estimator, which is minimax, but inadmissible relative ...
Tatsuya Kubokawa
core
Spin Defects in Hexagonal Boron Nitride as 2D Strain Sensors
Advanced Functional Materials, EarlyView.We demonstrate that boron‐vacancy (VB${\rm V}_{\rm B}$) centers in hexagonal boron nitride (hBN) enable quantitative strain sensing with sub‐micrometer resolution. Using this approach under continuously tunable in‐plane stress, we precisely quantify strain‐induced shifts of the E2g${\rm E}_{2{\rm g}}$ Raman mode in multilayer hBN, establishing VB${\rm ...
Zhao Mu +7 more
wiley +1 more source
PLoS ONEThis article examines the estimate of ϑ = P [T < Q], using both Bayesian and non-Bayesian methods, utilizing progressively first-failure censored data. Assume that the stress (T) and strength (Q) are independent random variables that follow the Burr III ...
Salem A Alyami +5 more
doaj +1 more source
Some results on Bayes estimation under Linex loss function [PDF]
Journal of HyperstructuresIn this paper, we introduced straightforward formulas for the Bayes risk linked to the Linex loss function, which we then applied to estimate parameters of the normal, Poisson, and fractional Weibull distributions.We aimed to investigate the development ...
Masoud Ganji, Fatemeh Gharari
doaj +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.
M. S. Srivastava, Tatsuya Kubokawa
core
Portfolio choice and estimation risk : a comparison of Bayesian approaches to resampled efficiency [PDF]
, 2002 Estimation risk is known to have a huge impact on mean/variance (MV) optimized portfolios, which is one of the primary reasons to make standard Markowitz optimization unfeasible in practice.
Herold, Ulf, Maurer, Raimond
core
Multi‐Scale Interface Engineering of MXenes for Multifunctional Sensory Systems
Advanced Functional Materials, EarlyView.MXenes, as two‐dimensional transition metal carbides and nitrides, demonstrate remarkable capabilities for multifunctional sensing applications. This review systematically examines multi‐scale interface engineering approaches that enhance sensing performance, enable diverse detection functionalities, and improve system‐level compatibility in MXene ...
Jiaying Liao, Sin‐Yi Pang, Jianhua Hao
wiley +1 more source
Empirical Estimation for Sparse Double-Heteroscedastic Hierarchical Normal Models
Journal of Statistical Theory and Applications (JSTA), 2020 The available heteroscedastic hierarchical models perform well for a wide range of real-world data, but for the data sets which exhibit heteroscedasticity mainly due to the lack of constant means rather than unequal variances, the existing models tend to
Vida Shantia, S. K. Ghoreishi
doaj +1 more source
An assessment of empirical Bayes and composite estimators for small areas [PDF]
We compare a set of empirical Bayes and composite estimators of the population means of the districts (small areas) of a country, and show that the natural modelling strategy of searching for a well fitting empirical Bayes model and using it for ...
Nicholas Longford
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