An alternative strategy for balancing profit maximization and risk reduction. [PDF]
El Khatib Y, Mukhamedova F.
europepmc +1 more source
Process Parameter Optimization and Straightness Error Prediction in FDM Based on PB-CCF Design. [PDF]
Yang L, Wei T, Li P, Zhao J.
europepmc +1 more source
Statistical Box-Behnken driven response surface modeling for thermal performance enhancement of radiative tri hybrid nanofluid transport over a porous heated material. [PDF]
Sethy N, Mishra SR, Panda S.
europepmc +1 more source
Flow-Based Surrogates for High-Dimensional Likelihoods in Experimental Neutrino Physics
Baz ME +3 more
europepmc +1 more source
Related searches:
On variance function estimation with quadratic forms
Journal of Statistical Planning and Inference, 1993zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Müller, Hans-Georg +1 more
openaire +2 more sources
Wavelet shrinkage for natural exponential families with quadratic variance functions
Biometrika, 2001zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Antoniadis, Anestis +1 more
openaire +4 more sources
A quadratic approximation for Jackknife estimators of the variance of sample mean functions
Statistical Papers, 1999zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Cubeddu, C., Targhetta, M. L.
openaire +1 more source
Conjugate Priors for Exponential Families Having Quadratic Variance Functions
Journal of the American Statistical Association, 1992Abstract 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
openaire +1 more source
On selecting the best natural exponential families with quadratic variance function
Statistics & Probability Letters, 1995zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Abughalous, Mansour M. +1 more
openaire +2 more sources
GAMMA-MINIM AX ESTIMATION IN EXPONENTIAL FAMILIES WITH QUADRATIC VARIANCE FUNCTIONS
Statistics & Risk Modeling, 1991Summary: 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
openaire +2 more sources

