Results 71 to 80 of about 41,085 (210)
IEEE Access, 2020 The estimation of the large and high-dimensional covariance matrix and precision matrix is a fundamental problem in modern multivariate analysis. It has been widely applied in economics, finance, biology, social networks and health sciences. However, the
Xin Yuan +3 more
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The Distribution of Stochastic Shrinkage Parameters in Ridge Regression [PDF]
In this article we derive the density and distribution functions of the stochastic shrinkage parameters of three well-known operational Ridge Regression estimators by assuming normality. The stochastic behavior of these parameters is likely to affect the
Luis Firinguetti, Hernán Rubio
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Shrinkage estimation for the mean of the inverse Gaussian population
, 2014 We consider improved estimation strategies for a two-parameter inverse Gaussian distribution and use a shrinkage technique for the estimation of the mean parameter.
S. Ejaz Ahmed +5 more
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Nonparametric estimation of covariance functions by model selection [PDF]
, 2009 We propose a model selection approach for covariance estimation of a stochastic process. Under very general assumptions, observing i.i.d replications of the process at fixed observation points, we construct an estimator of the covariance function by ...
Muniz Alvarez, Lilian +9 more
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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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Different Estimation Methods of the Stress-Strength Reliability Power Distribution
Ibn Al-Haitham Journal for Pure and Applied Sciences, 2019 This paper deals with estimation of the reliability system in the stress- strength model of the shape parameter for the power distribution. The proposed approach has been including different estimations methods such as Maximum likelihood method ...
Bareq Baqe Selman, Alaa M. Hamad
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Small-area estimation with spatial similarity [PDF]
A class of composite estimators of small area quantities that exploit spatial (distancerelated) similarity is derived. It is based on a distribution-free model for the areas, but the estimators are aimed to have optimal design-based properties ...
Nicholas Longford
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Shrinkage Estimator for Bayesian Network Parameters [PDF]
, 2007 Maximum likelihood estimates (MLEs) are commonly used to parameterize Bayesian networks. Unfortunately, these estimates frequently have unacceptably high variance and often overfit the training data. Laplacian correction can be used to smooth the MLEs towards a uniform distribution.
John Burge, Terran Lane
openaire +1 more source
Improved iterative shrinkage-thresholding for sparse signal recovery via Laplace mixtures models
EURASIP Journal on Advances in Signal Processing, 2018 In this paper, we propose a new method for support detection and estimation of sparse and approximately sparse signals from compressed measurements. Using a double Laplace mixture model as the parametric representation of the signal coefficients, the ...
Chiara Ravazzi, Enrico Magli
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, 2010 One of the major topics of concern in Modern Portfolio Theory is portfolio optimization which is centred on the mean-variance framework. In order for this framework to be implemented, esti- mated parameters (covariance matrix for the constrained portfo ...
Madume, Jaison Pezisai
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