Results 51 to 60 of about 41,085 (210)
Function estimation with locally adaptive dynamic models [PDF]
We present a nonparametric Bayesian method for fitting unsmooth and highly oscillating functions, which is based on a locally adaptive hierarchical extension of standard dynamic or state space models.
Lang, S. +2 more
core +1 more source
Bayesian Regularisation in Structured Additive Regression Models for Survival Data [PDF]
During recent years, penalized likelihood approaches have attracted a lot of interest both in the area of semiparametric regression and for the regularization of high-dimensional regression models.
Konrath, Susanne +2 more
core +1 more source
Shrinkage estimation for mean and covariance matrices
This book provides a self-contained introduction to shrinkage estimation for matrix-variate normal distribution models. More specifically, it presents recent techniques and results in estimation of mean and covariance matrices with a high-dimensional ...
Kubokawa, Tatsuya, Tsukuma, Hisayuki
core +1 more source
Shrinkage estimation of the slope parameters of two parallel regression lines under uncertain prior information [PDF]
The estimation of the slope parameter of two linear regression models with normal errors are considered, when it is suspected that the two lines are parallel. The uncertain prior information about the equality of slopes is presented by a null hypothesis
Khan, Shahjahan
core
Shrinkage Estimation Methods for Subgroup Analyses
Subgroup analyses increasingly gain importance for pharmaceutical investigations. Conventional approaches for treatment effect estimation are controversial because of multiplicity and small sample sizes within the subsets.
Arno Fritsch (5195633) +2 more
core +1 more source
Al-Si and Al-Si-Mg Cast Alloys Shrinkage Porosity Estimation
US A356 and US 413 cast aluminium alloys shrinkage characteristic have been discussed in the present study. Specific volume reduction leads to shrinkage in castings and it can be envisaged as a casting defect.
Samavedam S., Sundarrajan S.
doaj +1 more source
Minimax Multiple Shrinkage Estimation
A Stein estimator of the form \[ d_ v(Y)=Y-[(p-2)/\| Y-v\|^ 2](Y-v) \] shrinks Y towards a target \(v\in R^ p\). The paper proposes multiple shrinkage estimators (msest's) for cases where prior information suggests several different choices for the target.
openaire +3 more sources
Kernel Ridge-Type Shrinkage Estimators in Partially Linear Regression Models with Correlated Errors
Partially linear time series models often suffer from multicollinearity among regressors and autocorrelated errors, both of which can inflate estimation risk.
Syed Ejaz Ahmed +2 more
doaj +1 more source
The moisture variations in expansive soils cause shrink-swell behaviour, resulting in distress to the structures founded in/on problematic soils. The oedometer based tests can be used to determine swell behaviour of soil; however, limited research has ...
Rajitha Shehan Udukumburage +2 more
doaj +1 more source
The Weibull distribution is considered one of the Type-I Generalized Extreme Value (GEV) distribution, and it plays a crucial role in modeling extreme events in various fields, such as hydrology, finance, and environmental sciences. Bayesian methods play
Sundos Bader Habeeb +7 more
doaj +1 more source

