Results 101 to 110 of about 41,085 (210)

Classification, Multiple Hypothesis Testing And Wavelet Thresholding Procedures With Applications

, 2006
[ITALIANO] Lo sviluppo delle metodologie statitistiche per l’analisi dati è generalmente collegato a progressi ottenuti in altri campi scientifici. Da un lato l’analisi statistica è spesso indirizzata a problemi reali, di conseguenza, il miglioramento ...
Cutillo, Luisa
core  

Differential Abundance Analysis with Bayes Shrinkage Estimation of Variance (DASEV) for Zero-Inflated Proteomic and Metabolomic Data. [PDF]

Sci Rep, 2020
Huang Z, Lane AN, Fan TW, Higashi RM, Weiss HL, Yin X, Wang C.   +6 more
europepmc   +1 more source

A Bayesian shrinkage estimator for transfer learning

Journal of Multivariate Analysis
Transfer learning (TL) has emerged as a powerful tool to supplement data collected for a target task with data collected for a related source task. The Bayesian framework is natural for TL because information from the source data can be incorporated in the prior distribution for the target data analysis.
Mohamed A. Abba, Jonathan P. Williams, Brian J. Reich   +2 more
openaire   +2 more sources

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  

Portfolio optimization with MOPSO-Shrinkage hybrid model

Results in Control and Optimization
This paper introduces a novel framework for portfolio optimization that integrates Multi-Objective Particle Swarm Optimization (MOPSO) with shrinkage covariance estimators, referred to as the MOPSO-Shrinkage hybrid model.
Minh Tran, Nhat M. Nguyen
doaj   +1 more source

Nonlinear Shrinkage estimation of Covariance Matrices for Portfolio Selection

, 2015
In this thesis, we consider a nonlinear shrinkage estimation of a covariance matrix, which was introduced by Ledoit and Wolf (2014). It is a new estimation method of a covariance matrix, which works also when the number of observations is smaller than ...
Welsing, Simon
core  

Time-dependent behaviour of reinforced concrete slabs [PDF]

In this thesis is studied the long-term behaviour of steel reinforced slabs paying particular attention to the effects due to shrinkage and creep. Despite the universal popularity of using this kind of slabs for simply construction floors, the major ...
De Vittorio, Stefano
core  

Policy-related small.area estimation

A method of small-area estimation with a utility function is developed. The utility characterises a policy planned to be implemented in each area, based on the area?s estimate of a key quantity.
LONGFORD Nicholas Tibor
core  

Comparison of ridge and other shrinkage estimation techniques

, 2006
Includes bibliographical references.Shrinkage estimation is an increasingly popular class of biased parameter estimation techniques, vital when the columns of the matrix of independent variables X exhibit dependencies or near dependencies.
Vumbukani, Bokang C
core  

Nonparametric estimation of the volatility under microstructure noise: wavelet adaptation

We study nonparametric estimation of the volatility function of a diffusion process from discrete data, when the data are blurred by additional noise. This noise can be white or correlated, and serves as a model for microstructure effects in financial ...
Hoffmann, Marc, Munk, Axel, Schmidt-Hieber, Johannes   +2 more
core