Results 31 to 40 of about 7,690 (301)
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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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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Shrinkage Estimation of the Realized Relationship Matrix [PDF]
G3 Genes|Genomes|Genetics, 2012 Abstract The additive relationship matrix plays an important role in mixed model prediction of breeding values. For genotype matrix X (loci in columns), the product XX′ is widely used as a realized relationship matrix, but the scaling of this matrix is ambiguous.
Endelman, Jeffrey B., Jannink, Jean-Luc
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Shrinkage estimator of regression model under asymmetric loss
, 2017 This article investigates the performance of the shrinkage estimator (SE) of the parameters of a simple linear regression model under the LINEX loss criterion.
Hossain, Shahadut +5 more
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A Class of Shrinkage Estimators
Journal of the Royal Statistical Society Series B: Statistical Methodology, 1978 Summary In this paper we define a class of shrinkage estimators, all of whose members have a mean square error matrix which is less than that of the ordinary least squares estimator by a positive semidefinite matrix if (β-b *)T X T X (β-b *) ≤ σ2.
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SHrinkage Covariance Estimation Incorporating Prior Biological Knowledge with Applications to High-Dimensional Data [PDF]
, 2011 In ``-omic data'' analysis, information on the structure of covariates are broadly available either from public databases describing gene regulation processes and functional groups such as the Kyoto encyclopedia of genes and genomes (KEGG), or from ...
Tenenhaus, Arthur +3 more
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Ridge Estimation for Multinomial Logit Models with Symmetric Side Constraints [PDF]
, 2009 In multinomial logit models, the identifiability of parameter estimates is typically obtained by side constraints that specify one of the response categories as reference category.
Tutz, Gerhard, Zahid, Faisal Maqbool
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مجلة بغداد للعلوم, 2010 This paper is concerned with pre-test single and double stage shrunken estimators for the mean (?) of normal distribution when a prior estimate (?0) of the actule value (?) is available, using specifying shrinkage weight factors ?(?) as well as pre-test ...
Baghdad Science Journal
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