Results 1 to 10 of about 25,719 (290)

A generalization of moderated statistics to data adaptive semiparametric estimation in high-dimensional biology

open access: yes, 2020
The widespread availability of high-dimensional biological data has made the simultaneous screening of numerous biological characteristics a central statistical problem in computational biology.
Boileau, Philippe   +3 more
core   +1 more source

Wavelet Estimators in Nonparametric Regression: A Comparative Simulation Study [PDF]

open access: yes, 2001
Wavelet analysis has been found to be a powerful tool for the nonparametric estimation of spatially-variable objects. We discuss in detail wavelet methods in nonparametric regression, where the data are modelled as observations of a signal contaminated ...
Antoniadis, Anestis   +2 more
core   +7 more sources

Combining Minimax Shrinkage Estimators [PDF]

open access: yesJournal of the American Statistical Association, 1986
Abstract When one estimates a multivariate normal mean, the use of Stein estimation entails both the grouping of coordinates and the selection of a set of targets toward which to shrink each group. In this article we propose new minimax multiple shrinkage estimators that allow for multiple specifications of these aspects.
openaire   +1 more source

Appoximation-assisted [sic] estimation of eigenvectors under quadratic loss [PDF]

open access: yes, 2005
Improved estimation of eigen vector of covariance matrix is considered under uncertain prior information (UPI) regarding the parameter vector. Like statistical models underlying the statistical inferences to be made, the prior information will be ...
Ahmed, S.E.
core  

Forecasting Seasonal Sales with Many Drivers: Shrinkage or Dimensionality Reduction?

open access: yesApplied System Innovation, 2022
Retailers depend on accurate forecasts of product sales at the Store × SKU level to efficiently manage their inventory. Consequently, there has been increasing interest in identifying more advanced statistical techniques that lead to accuracy ...
Patrícia Ramos   +3 more
doaj   +1 more source

Interval shrinkage estimation of two-parameter exponential distribution with random censored data [PDF]

open access: yesJournal of Mahani Mathematical Research
The use of the two-parameter exponential distribution model in fitting survival and reliability analysis data in the presence of censored random data has recently attracted the attention of a large number of authors.
Ali Soori   +4 more
doaj   +1 more source

Penalty and Shrinkage Strategies Based on Local Polynomials for Right-Censored Partially Linear Regression

open access: yesEntropy, 2022
This study aims to propose modified semiparametric estimators based on six different penalty and shrinkage strategies for the estimation of a right-censored semiparametric regression model.
Syed Ejaz Ahmed   +2 more
doaj   +1 more source

System reliability estimation via shrinkage

open access: yesJournal of Reliability Science and Engineering
In a coherent reliability system composed of multiple components configured according to a specific structure function, the distribution of system time to failure, or system lifetime, is often of primary interest. Accurate estimation of system reliability is critical in a wide range of engineering and industrial applications, forming decisions in ...
Beidi Qiang, Edsel A Peña
openaire   +2 more sources

Optimal method in multiple regression with structural changes

open access: yes, 2015
In this paper, we consider an estimation problem of the regression coefficients in multiple regression models with several unknown change-points. Under some realistic assumptions, we propose a class of estimators which includes as a special cases ...
Chen, Fuqi, Nkurunziza, Sévérien
core   +1 more source

A Class of Shrinkage Estimators

open access: yesJournal 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.
openaire   +2 more sources

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