A new shrinkage estimator in negative binomial regression model
The ridge estimator has been consistently demonstrated to be an attractive shrinkage method to reduce the effects of multicollinearity. The negative binomial regression model (NBRM) is a well-known model in application when the response variable is a ...
Algamal, Zakariya Yahya; University of Mosul +1 more
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Minimax Shrunken Technique for Estimate Burr X Distribution Shape Parameter
Ibn Al-Haitham Journal for Pure and Applied Sciences, 2018 The present paper concern with minimax shrinkage estimator technique in order to estimate Burr X distribution shape parameter, when prior information about the real shape obtainable as original estimate while known scale parameter.
Abbas Najim Salman +2 more
doaj +1 more source
Current Status and Challenges in Data Collection for Aerospace Coatings Deposited by Plasma Spraying
Advanced Engineering Materials, EarlyView.An innovative approach has been integrated into the GRENAT project to optimize plasma spraying and coating performance. Raw materials are accelerated and melted in the plasma generated by torches, creating coatings. Monitoring sensors collect process data which are combined with ex situ characterization data.
Lila Randriamananjara +8 more
wiley +1 more source
An analytical investigation of estimators for expected asset returns from the perspective of optimal asset allocation [PDF]
In the present work I derive the risk functions of 5 standard estimators for expected asset returns which are frequently advocated in the literature, viz the sample mean vector, the James-Stein and Bayes-Stein estimator, the minimum-variance estimator ...
Frahm, Gabriel
core
Variable Selection in General Multinomial Logit Models [PDF]
, 2012 The use of the multinomial logit model is typically restricted to applications with few predictors, because in high-dimensional settings maximum likelihood estimates tend to deteriorate.
Pößnecker, Wolfgang +2 more
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A Robust Test for Additive Gene-Environment Interaction Under the Trend Effect of Genotype Using an Empirical Bayes-Type Shrinkage Estimator. [PDF]
Am J Epidemiol, 2021 Sanyal N +8 more
europepmc +1 more source
Advanced Engineering Materials, EarlyView.Coarse‐grained (left) and atomistic (right) models of the shape memory polymer ESTANE ETE 75DT3 are shown schematically. The two representations bridge molecular detail and mesoscopic description. Both models capture shape memory behavior, linking segmental mobility and conformational relaxation of anisotropic chains to macroscopic recovery, and ...
Fathollah Varnik
wiley +1 more source
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
Confidence intervals for the shrinkage estimator [PDF]
, 2005 Shrinkage estimators have recently become popular in estimation of heterogeneous models on panel data. In this chapter we show that the estimated covariance matrix in the posterior distribution of the shrinkage estimator fails to include the variability ...
Nilsen, Odd Bjarte +2 more
core
Evaluating a shrinkage estimator for the treatment effect in clinical trials
, 2023 The main objective of most clinical trials is to estimate the effect of some treatment compared to a control condition. We define the signal-to-noise ratio (SNR) as the ratio of the true treatment effect to the SE of its estimate.
Zwet, E.W. van, Tian, L., Tibshirani, R.
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