Results 31 to 40 of about 41,085 (210)
A penalised data-driven block shrinkage approach to empirical Bayes wavelet estimation [PDF]
, 2010 In this paper we propose a simple Bayesian block wavelet shrinkage method for estimating an unknown function in the presence of Gaussian noise. A data–driven procedure which can adaptively choose the block size and the shrinkage level at each resolution ...
Wang, Xue, Walker, Stephen G.
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Adaptive Robust Efficient Methods for Periodic Signal Processing Observed with Colours Noises
Advances in Electrical and Electronic Engineering, 2019 In this paper, we consider the problem of robust adaptive efficient estimating a periodic signal observed in the transmission channel with the dependent noise defined by non-Gaussian Ornstein-Uhlenbeck processes with unknown correlation properties ...
Evgeny Pchelintsev +2 more
doaj +1 more source
SHrinkage Covariance Estimation Incorporating Prior Biological Knowledge with Applications to High-Dimensional Data [PDF]
, 2011 In ``-omic data'' analysis, information on the structure of covariates are broadly available either from public databases describing gene regulation processes and functional groups such as the Kyoto encyclopedia of genes and genomes (KEGG), or from ...
Tenenhaus, Arthur +3 more
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Wavelet Estimation of an Unknown Function Observed with Correlated Noise [PDF]
, 2010 In many practical applications of nonparametric regression, it is desirable to allow for the possibility that the noise is correlated. In this paper, we focus on wavelet-based nonparametric function estimation and propose two distinct methods for ...
Wang, Xue +2 more
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Comparison of Some of Estimation methods of Stress-Strength Model: R = P(Y < X < Z)
مجلة بغداد للعلوم, 2021 In this study, the stress-strength model R = P(Y < X < Z) is discussed as an important parts of reliability system by assuming that the random variables follow Invers Rayleigh Distribution. Some traditional estimation methods are used to estimate the
Sairan Hamza Raheem +2 more
doaj +1 more source
IEEE Access, 2018 This paper addresses the estimation of large-dimensional covariance matrices under both normal and nonnormal distributions. The shrinkage estimators are constructed by convexly combining the sample covariance matrix and a structured target matrix.
Jianbo Li, Jie Zhou, Bin Zhang
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Applying Shrinkage Estimation Technique of P(Y
Ibn Al-Haitham Journal for Pure and Applied Sciences, 2020 This paper concerned with estimation reliability (Â for K components parallel system of the stress-strength model with non-identical components which is subjected to a common stress, when the stress and strength follow the Generalized Exponential ...
Adel Abdulkadhim Hussein +2 more
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Ridge Estimation for Multinomial Logit Models with Symmetric Side Constraints [PDF]
, 2009 In multinomial logit models, the identifiability of parameter estimates is typically obtained by side constraints that specify one of the response categories as reference category.
Tutz, Gerhard, Zahid, Faisal Maqbool
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Variable Selection for Generalized Linear Mixed Models by L1-Penalized Estimation [PDF]
, 2011 Generalized linear mixed models are a widely used tool for modeling longitudinal data. However, their use is typically restricted to few covariates, because the presence of many predictors yields unstable estimates.
Groll, Andreas, Tutz, Gerhard
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On Improved Loss Estimation for Shrinkage Estimators
Statistical Science, 2012 Let $X$ be a random vector with distribution $P_θ$ where $θ$ is an unknown parameter. When estimating $θ$ by some estimator $φ(X)$ under a loss function $L(θ,φ)$, classical decision theory advocates that such a decision rule should be used if it has suitable properties with respect to the frequentist risk $R(θ,φ)$. However, after having observed $X=x$,
Fourdrinier, Dominique, Wells, Martin T.
openaire +3 more sources