Results 31 to 40 of about 49,095 (248)
Joint Estimation Using Quadratic Estimating Function
Journal of Probability and Statistics, 2011 A class of martingale estimating functions is convenient and plays an important role for inference for nonlinear time series models. However, when the information about the first four conditional moments of the observed process becomes available, the ...
Y. Liang, A. Thavaneswaran, B. Abraham
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A new variance estimation in natural exponential families
Research in StatisticsThis article focuses on improving the estimation of population variances for natural exponential family distributions, drawing inspiration from the innovative idea presented by Stein.
Arampamoorthy Laheetharan +1 more
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Natural Exponential Families with Quadratic Variance Functions
The Annals of Statistics, 1982 The normal, Poisson, gamma, binomial, and negative binomial distributions are univariate natural exponential families with quadratic variance functions (the variance is at most a quadratic function of the mean). Only one other such family exists. Much theory is unified for these six natural exponential families by appeal to their quadratic variance ...
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Bayes Empirical Bayes Estimation for Natural Exponential Families with Quadratic Variance Functions
The Annals of Statistics, 1991 The prior distribution of the parameter of natural exponential families with quadratic variance is estimated by orthogonal polynomials. The proposed approach is based on combinations of Bayesian and nonparametric empirical Bayes methods.
Walter, G. G., Hamedani, G. G.
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Modern Stochastics: Theory and Applications, 2022 The paper presents a characterization of equilibrium in a game-theoretic description of discounting conditional stochastic linear-quadratic (LQ for short) optimal control problem, in which the controlled state process evolves according to a ...
Nour El Houda Bouaicha +3 more
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Diagnostics on the cost-function in variational assimilations for meteorological models [PDF]
Nonlinear Processes in Geophysics, 2014 Several consistency diagnostics have been proposed to evaluate variational assimilation schemes. The "Bennett-Talagrand" criterion in particular shows that the cost-function at the minimum should be close to half the number of assimilated observations ...
Y. Michel
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Learning Quadratic Variance Function (QVF) DAG models via OverDispersion Scoring (ODS)
J. Mach. Learn. Res., 2017 Learning DAG or Bayesian network models is an important problem in multi-variate causal inference. However, a number of challenges arises in learning large-scale DAG models including model identifiability and computational complexity since the space of directed graphs is huge.
Gunwoong Park, Garvesh Raskutti
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Natural Exponential Families with Quadratic Variance Functions: Statistical Theory
The Annals of Statistics, 1983 The normal, Poisson, gamma, binomial, negative binomial, and NEFGHS distributions are the six univariate natural exponential families (NEF) with quadratic variance functions (QVF). This sequel to Morris (1982) treats certain statistical topics that can be handled within this unified NEF-QVF formulation, including unbiased estimation, Bhattacharyya and ...
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Arthritis Care &Research, EarlyView.Objective This study aimed to investigate hand function trajectories over five years in primary hand osteoarthritis (OA). Additionally, determinants of baseline and longitudinal hand function were assessed. Methods A total of 538 patients with both baseline and five‐year study visits were analyzed.
Annemiek V. E. M. Olde Meule +4 more
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Mathematics, 2021 This paper considers an optimal investment problem with mispricing in the family of 4/2 stochastic volatility models under mean–variance criterion. The financial market consists of a risk-free asset, a market index and a pair of mispriced stocks.
Yumo Zhang
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