Results 81 to 90 of about 212,322 (298)
For the hierarchical normal and normal-inverse-gamma model, we derive the Bayesian estimator of the variance parameter in the normal distribution under Stein’s loss function—a penalty function that treats gross overestimation and underestimation equally ...
Ying-Ying Zhang
doaj +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
core
On minimaxity and admissibility of hierarchical Bayes estimators [PDF]
This paper obtains conditions for minimaxity of hierarchical Bayes estimators in the estimation of a mean vector of a multivariate normal distribution. Hierarchical prior distributions with three types of second stage priors are treated.
Kubokawa, Tatsuya +3 more
core +1 more source
Objective To evaluate how modifiable psychosocial factors and fatigue relate to physical functioning in patients with systemic lupus erythematosus (SLE). Methods In this cross‐sectional study of two demographically distinct cohorts (Approaches to Positive, Patient‐Centered Experiences of Aging with Lupus [APPEAL] and California Lupus Epidemiology Study
Mrinalini Dey +8 more
wiley +1 more source
Mixture distributions are naturally extra attractive to model the heterogeneous environment of processes in reliability analysis than simple probability models.
Tahir Abbas +4 more
doaj +1 more source
An analytical investigation of estimators for expected asset returns from the perspective of optimal asset allocation [PDF]
In the present work I derive the risk functions of 5 standard estimators for expected asset returns which are frequently advocated in the literature, viz the sample mean vector, the James-Stein and Bayes-Stein estimator, the minimum-variance estimator ...
Frahm, Gabriel
core
Empirical Bayes minimax estimators of matrix normal means [PDF]
The paper considers estimation of matrix normal means. A class of empirical Bayes estimators is proposed which dominates the maximum likelihood estimator simultaneously for many quadratic losses.
Shieh, Gwowen, Ghosh, Malay
core +1 more source
Photo‐Switchable Molecular Module Programming PET Biodegradation in Aquatic Environments
We address the plastic durability paradox by integrating an itaconic acid–derived pyrrolidone module into polymer backbones. Sunlight in water triggers Norrish Type I ring‐opening and hydrophilization, enabling rapid biodegradation into nontoxic minerals.
Mohammad Asif Ali +16 more
wiley +1 more source
Deleted Estimates of the Bayes Risk
Consider the usual decision theoretic situation where one observes a random vector $X$ from which an estimate of its classification $\theta \in \{0, 1\}$ is to be made. If one knows the a priori probabilities for $\theta$ and the conditional densities of $X$ given $\theta$ then the smallest probability of error which can be achieved is called the Bayes
openaire +3 more sources
Bayes linear covariance matrix adjustment [PDF]
In this thesis, a Bayes linear methodology for the adjustment of covariance matrices is presented and discussed. A geometric framework for quantifying uncertainties about covariance matrices is set up, and an inner-product for spaces of random matrices ...
Wilkinson, Darren James
core

