Results 241 to 250 of about 303,639 (271)

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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A reverse martingale property that characterizes the natural exponential family with quadratic variance function

Statistics & Probability Letters, 2000
We give a characterization of the natural exponential family with quadratic variance function in terms of a discrete-time reverse martingale-like property. The proof of this result is based on the properties of the set of UMVU estimable functions.
López-Blázquez, Fernando, Salamanca-Miño, Begoña   +1 more
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Using the quadratic Box-Cox for flexible functional form selection and unconditional variance computation

Empirical Economics, 1994
A quadratic Box-Cox methodology is presented for choice of flexible functional form that includes consistent computation of variance estimates. Empirical viability of the procedure is investigated by specifying a dual profit function using highly aggregated U.S. agricultural data.
Fermin S. Ornelas, C. Richard Shumway, Teofilo Ozuna   +2 more
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A moment-based test for the homogeneity in mixture natural exponential family with quadratic variance functions

Statistics & Probability Letters, 2009
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Ning, Wei, Zhang, Sanguo, Yu, Chang
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Empirical Bayes Confidence Intervals for Means of Natural Exponential Family‐Quadratic Variance Function Distributions with Application to Small Area Estimation

Scandinavian Journal of Statistics, 2008
Abstract. The paper develops empirical Bayes (EB) confidence intervals for population means with distributions belonging to the natural exponential family‐quadratic variance function (NEF‐QVF) family when the sample size for a particular population is moderate or large.
Ghosh, Malay, Maiti, Tapabrata
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A property of natural exponential families in n with simple quadratic variance functions

Journal of Statistical Planning and Inference, 1997
Suppose that \(F\) is a natural exponential family \(\{a(\theta) \exp (\theta x)f(x) dx\); \(\theta\in\Theta\}\) on \(\mathbb{R}\), which is absolutely continuous with quadratic variance \(V_F (m)\) defined on the mean domain \(M_F\). \textit{B. Jørgensen} et al. [Can. J. Stat. 17, No.
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Probability distributions and variances of quadratic loss functions

2006
The use of quadratic loss functions has been advocated in quality engineering and experimental design for process optimization and robust design. We derive theoretical density functions and variances for nominal-the-best, smaller-the-better, and larger-the-better quadratic loss functions in general and when the response variable has a specified ...
Benneyan, James C., Aksezer, Sezgin Çağlar   +1 more
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Robust Bayesian estimation and prediction of reserves in exponential model with quadratic variance function

Insurance: Mathematics and Economics, 2017
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Introduction to Morris (1982) Natural Exponential Families with Quadratic Variance Functions

1997
Morris’ paper has distinctly two parts: the first one sets the stage for natural exponential families, or NEF (Sections 1, 2, 7, 9, and 10); the other one concentrates on NEF with quadratic variance functions, called QVF by Morris. Let us call their set “Morris class,” he deserves it.
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