Results 221 to 230 of about 49,095 (248)

On variance function estimation with quadratic forms

Journal of Statistical Planning and Inference, 1993
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Müller, Hans-Georg   +1 more
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Wavelet shrinkage for natural exponential families with quadratic variance functions

Biometrika, 2001
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Antoniadis, Anestis   +1 more
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A quadratic approximation for Jackknife estimators of the variance of sample mean functions

Statistical Papers, 1999
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Cubeddu, C., Targhetta, M. L.
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Conjugate Priors for Exponential Families Having Quadratic Variance Functions

Journal of the American Statistical Association, 1992
Abstract Consider a natural exponential family parameterized by θ. It is well known that the standard conjugate prior on θ is characterized by a condition of posterior linearity for the expectation of the model mean parameter μ. Often, however, this family is not parameterized in terms of θ but rather in terms of a more usual parameter, such at the ...
G. Consonni, VERONESE, PIERO
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On selecting the best natural exponential families with quadratic variance function

Statistics & Probability Letters, 1995
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Abughalous, Mansour M.   +1 more
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GAMMA-MINIM AX ESTIMATION IN EXPONENTIAL FAMILIES WITH QUADRATIC VARIANCE FUNCTIONS

Statistics & Risk Modeling, 1991
Summary: The problem of estimating the unknown parameter of a one-parameter exponential family with an unbiased sufficient statistic having a variance which is quadratic in the parameter is considered within \textit{A. Wald}'s decision theoretic framework [Statistical decision functions. New York: Wiley (1950; Zbl 0040.36402)]. A gamma-minimax approach
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Parameterizations for Natural Exponential Families with Quadratic Variance Functions

Journal of the American Statistical Association, 1994
Abstract Parameterizations for natural exponential families (NEF's) with quadratic variance functions (QVF's) are compared according to the nearness to normality of the likelihood and posterior distribution. Nonnormality of the likelihood (posterior) is measured using two criteria.
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