Results 111 to 120 of about 41,085 (210)

Estimation of treatment effects with high-dimensional controls [PDF]

We propose methods for inference on the average effect of a treatment on a scalar outcome in the presence of very many controls. Our setting is a partially linear regression model containing the treatment/policy variable and a large number p of controls ...
Christian Hansen, Victor Chernozhukov, Alexandre Belloni   +2 more
core  

Slab and Shrinkage Linear Regression Estimation [PDF]

Shrinkage estimation is a statistical methodology that is used to improve parameter estimation by reducing the mean square error, which is expected to improve the out-of-sample performance.
Cidota, M. A., Asimit, J., Chen, Z., Asimit, V.   +3 more
core  

Double shrinkage estimation of ratio of scale parameters

Point estimation, ratio of variances, shrinkage estimation, inadmissibility, Stein's truncated rule, monotone likelihood ratio property, normal, exponential, noncentral chi-square distributions, ratio of covariance matrices,
Tatsuya Kubokawa
core   +1 more source

Optimal Shrinkage Estimations for the Parameters of Exponential Distribution Based on Record Values

Revista Colombiana de Estadística
This paper studies shrinkage estimation after the preliminary test for the parameters of exponential distribution based on record values. The optimal value of shrinkage coefficients is also obtained based on the minimax regret criterion.
HOJATOLLAH ZAKERZADEH, ALI AKBAR JAFARI, MAHDIEH KARIMI   +2 more
doaj  

Improved Efficiency in Generalized Poisson Hurdle Model Estimation Using Restricted and Shrinkage Methods

Journal of Mathematics
This paper investigates the use of shrinkage estimators in the generalized Poisson hurdle (GPH) model for count data analysis. The GPH model effectively handles data with both excess zeros and over- or underdispersion.
Hayder Hasan Rahmah Al-Gharrawi, Hossein Bevrani, Basim Shlaibah Msallam   +2 more
doaj   +1 more source

Data envelopment analysis with shrinkage estimators

OR Spectrum
Abstract Shrinkage estimators reduce estimation risk in multivariate statistics such as mean and standard deviation. They have not been used before in data envelopment analysis (DEA). By considering models of investment fund returns, we show that estimation risk can cause the range of estimates of inputs and outputs in a DEA model to ...
John D. Lamb, Kai-Hong Tee
openaire   +1 more source

Accuracy of logistic models and receiver operating characteristic curves [PDF]

The accuracy of prediction is a commonly studied topic in modern statistics. The performance of a predictor is becoming increasingly more important as real-life decisions axe made on the basis of prediction.
Corbett, Philip
core  

An Efficient Single Stage Shrinkage Estimator for the Scale parameter of Inverted Gamma Distribution

Ibn Al-Haitham Journal for Pure and Applied Sciences, 2017
 The present  paper agrees  with estimation of scale parameter θ of the Inverted Gamma (IG) Distribution when the shape parameter α is known (α=1), bypreliminarytestsinglestage shrinkage estimators using  suitable  shrinkage weight factor and region. 
Abbas Najim Salman, Intesar Obeid Hassoun, Maymona Mohammed Ameen   +2 more
doaj  

Two-stage point estimation with a shrinkage stopping rule

Two-stage procedure, shrinkage estimation, domination of sample size, local alternatives, asymptotic risk,
T. Kubokawa, A. Saleh
core   +1 more source

OPTIMAL SHRINKAGE ESTIMATION OF MEAN PARAMETERS IN FAMILY OF DISTRIBUTIONS WITH QUADRATIC VARIANCE. [PDF]

Ann Stat, 2016
Xie X, Kou SC, Brown L.
europepmc   +1 more source