Results 81 to 90 of about 41,085 (210)
Liu-type pretest and shrinkage estimation for the conditional autoregressive model. [PDF]
PLoS One, 2023 Al-Momani M.
europepmc +1 more source
IEEE Access, 2019 Shrinkage regularization is an effective strategy to estimate the covariance matrix of multi-variate random vector in small sample scenarios. The purpose of this paper is to propose improved linear shrinkage estimators of covariance matrix as two types ...
Bin Zhang, Jie Zhou, Jianbo Li
doaj +1 more source
An empirical Bayes approach to stochastic blockmodels and graphons: shrinkage estimation and model selection. [PDF]
PeerJ Comput Sci, 2022 Peng Z, Zhou Q.
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Regularized estimation of large-scale gene association networks using graphical Gaussian models [PDF]
, 2009 Graphical Gaussian models are popular tools for the estimation of (undirected) gene association networks from microarray data. A key issue when the number of variables greatly exceeds the number of samples is the estimation of the matrix of partial ...
Schäfer, Juliane +10 more
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Shrinkage estimation of fixed and random effects in linear quantile mixed models. [PDF]
J Appl Stat, 2022 Ji Y, Shi H.
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Wavelet shrinkage estimators of Hilbert transform
Journal of Approximation Theory, 2011 Wavelet shrinkage is a nonlinear approximation strategy and is widely used in many applications. Based on wavelet shrinkage estimators of the original function \(f\), this paper constructs an estimator of its Hilbert transform \(Hf\) and then establishes the almost everywhere convergence and norm convergence of the proposed estimators.
Di-Rong Chen, Yao Zhao
openaire +2 more sources
Portfolio risk measurement: the estimation of the covariance of stock returns [PDF]
A covariance matrix of asset returns plays an important role in modern portfolio analysis and risk management. Despite the recent interests in improving the estimation of a return covariance matrix, there remain many areas for further investigation. This
Liu, Lan
core
Shrinkage Based Tests of the Martingale Difference Hypothesis [PDF]
In this paper we define a family of tests for the Martingale Difference Hypothesis (MDH) based upon a shrinkage principle. Tests within this family are such that rejection of the null implies that forecasts from the alternative model, adjusted by a ...
Pablo Pincheira
core
Prediction of Plastic Shrinkage Cracking of Self-Compacting Concrete
Advances in Civil Engineering, 2019 Concrete exposed to hot climatic conditions is prone to plastic shrinkage after casting within the first few hours due to the water evaporation and restraining conditions of concrete.
Parviz Ghoddousi +3 more
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المجلة العراقية للعلوم الاحصائيةThis paper uses the Maximum Likelihood Estimation method to investigate the impact of data contamination on the accuracy of parameter estimation for the Gamma distribution. A de-noising approach based on wavelet shrinkage has been proposed to address the
Hutheyfa Hazem Taha +2 more
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