Results 31 to 40 of about 34,245 (290)
From Minimax Shrinkage Estimation to Minimax Shrinkage Prediction
Statistical Science, 2012 Published in at http://dx.doi.org/10.1214/11-STS383 the Statistical Science (http://www.imstat.org/sts/) by the Institute of Mathematical Statistics (http://www.imstat.org)
George, Edward I, Liang, Feng, Xu, Xinyi
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Estimating the Variance of an Exponential Distribution in the Presence of Large True Observations
Austrian Journal of Statistics, 2016 The present paper discusses some classes of shrinkage estimators for the variance of the exponential distribution in the presence of large true observations when some a priori or guessed interval containing the variance parameter is available from some ...
Housila P. Singh, Vankim Chander
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Modified Jackknifed Ridge Estimator in Bell Regression Model: Theory, Simulation and Applications
Iraqi Journal for Computer Science and Mathematics, 2023 Regression models explore the relationship between the response variable and one or more explanatory variables. It becomes practically challenging in real-life applications to model this relationship when the explanatory variables are linearly dependent.
Zakariya Algamal +3 more
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Shrinkage Estimation of the Power Spectrum Covariance Matrix [PDF]
, 2008 We seek to improve estimates of the power spectrum covariance matrix from a limited number of simulations by employing a novel statistical technique known as shrinkage estimation.
Adrian C. Pope +14 more
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Bayesian Shrinkage Estimator of Burr XII Distribution
International Journal of Mathematics and Mathematical Sciences, 2020 In this paper, we derive the generalized Bayesian shrinkage estimator of parameter of Burr XII distribution under three loss functions: squared error, LINEX, and weighted balance loss functions.
N. J. Hassan +2 more
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Shrinkage estimation with reinforcement learning of large variance matrices for portfolio selection
Intelligent Systems with Applications, 2023 A large amount of assets characterizes high-dimensional portfolio selection problems compared to temporal observation. In such a high-dimensional framework, the asset allocation is unfeasible because the covariance matrix obtained with the usual sample ...
Giulio Mattera, Raffaele Mattera
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Shrinkage estimator for exponential smoothing models
International Journal of Forecasting, 2023 Exponential smoothing is widely used in practice and has shown its efficacy and reliability in many business applications. Yet there are cases, for example when the estimation sample is limited, where the estimated smoothing parameters can be erroneous, often unnecessarily large.
Pritularga, Kandrika +2 more
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Shrinkage Estimation Methods for Subgroup Analyses
Statistics in Biopharmaceutical Research, 2022 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. Hence, we consider shrinkage estimators, which combine the overall effect estimate with the estimate within a given subgroup by ...
Riehl, Julian +2 more
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A comparison of some confidence intervals for a binomial proportion based on a shrinkage estimator
Open Mathematics, 2023 Confidence intervals are valuable tools in statistical practice for estimating binomial proportions, with the most well-known being the Wald and Clopper-Pearson intervals.
Almendra-Arao Félix +2 more
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K-L Estimator: Dealing with Multicollinearity in the Logistic Regression Model
Mathematics, 2023 Multicollinearity negatively affects the efficiency of the maximum likelihood estimator (MLE) in both the linear and generalized linear models. The Kibria and Lukman estimator (KLE) was developed as an alternative to the MLE to handle multicollinearity ...
Adewale F. Lukman +5 more
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