Results 241 to 250 of about 34,245 (290)

Improving prediction of linear regression models by integrating external information from heterogeneous populations: James-Stein estimators. [PDF]

Biometrics
Han P, Li H, Park SK, Mukherjee B, Taylor JMG.   +4 more
europepmc   +1 more source

Hybrid Cramér-Rao Bound for Quantum Bayes Point Estimation with Nuisance Parameters. [PDF]

Entropy (Basel)
Zhang J, Suzuki J.
europepmc   +1 more source

Partial correlation as a tool for mapping functional-structural correspondence in human brain connectivity. [PDF]

Netw Neurosci
Santucci F, Jimenez-Marin A, Gabrielli A, Bonifazi P, Ibáñez-Berganza M, Gili T, Cortes JM.   +6 more
europepmc   +1 more source

Shrinkage estimation in prediction.

, 1997
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Interval Shrinkage Estimators

SSRN Electronic Journal, 2010
This paper considers estimation of an unknown distribution parameter in situations where we believe that the parameter belongs to a finite interval. We propose for such situations an interval shrinkage approach which combines in a coherent way an unbiased conventional estimator and non-sample information about the range of plausible parameter values ...
Vasyl Golosnoy, Roman Liesenfeld
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Minimum Message Length shrinkage estimation

Statistics & Probability Letters, 2009
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Makalic, Enes, Schmidt, Daniel F.
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Prediction with shrinkage estimators

Series Statistics, 1978
It is demonstrated that the prediction mean square error for a general prediction design matrix may be reduced by using one of a general class of shrinkage estimators instead of the least squares estimator.Further, a general characterization is given of those situations in which the potential reduction in prediction mean square error is large.
Goldstein, M., Brown, P. J.
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Multi-Index Shrinkage Estimation

The Journal of Wealth Management, 2005
The authors present an improved method for estimating the asset class covariance matrix for input into a mean variance optimizer. Starting with the Ledoit and Wolf [2003] stock level Bayesian shrinkage estimator, they derive a multi-index shrinkage estimator for capturing the actual asset class return structure and for estimating the covariance matrix.
Michael D. Bergmann, C. Thomas Howard
openaire   +1 more source