Shrinkage estimators of large covariance matrices with Toeplitz targets in array signal processing [PDF]
Scientific Reports, 2022 The problem of estimating a large covariance matrix arises in various statistical applications. This paper develops new covariance matrix estimators based on shrinkage regularization.
Bin Zhang, Shoucheng Yuan
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Improving reliability of subject-level resting-state fMRI parcellation with shrinkage estimators. [PDF]
Neuroimage, 2015 A recent interest in resting state functional magnetic resonance imaging (rsfMRI) lies in subdividing the human brain into anatomically and functionally distinct regions of interest.
Mejia AF +7 more
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Enhancing accuracy in modelling highly multicollinear data using alternative shrinkage parameters for ridge regression methods [PDF]
Scientific ReportsIn this study, we introduce three new shrinkage parameters for ridge regression, which dynamically adjust the ridge penalty based on the properties of the data, particularly the multicollinearity structure.
Nadeem Akhtar, Muteb Faraj Alharthi
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Shrinkage Estimators for Reliability Function [PDF]
مجلة جامعة النجاح للأبحاث العلوم الطبيعية, 2012 A variety of shrinkage methods for estimating unknown parameters has been considered. We derive and compare the shrinkage estimators for the reliability function of the two-parameter exponential distribution.
Mohammad Qabaha
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Linear Shrinkage and Shrinkage Pretest Strategies in Partially Linear Models [PDF]
E3S Web of Conferences, 2023 In this paper, we improved the efficiency of parameter estimation in partially linear models, where subspace information is available. We proposed linear shrinkage and shrinkage pretest estimation strategies.
Phukongtong Siwaporn +2 more
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Shrinkage Estimators for the Intercept in Linear and Uplift Regression
Scientific Annals of Computer Science, 2023 Shrinkage estimators modify classical statistical estimators by scaling them towards zero in order to decrease their prediction error. We propose shrinkage estimators for linear regression models which explicitly take into account the presence ...
Szymon Jaroszewicz, Krzysztof Rudas
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Shrinkage Estimation of Linear Regression Models with GARCH Errors [PDF]
Journal of Statistical Theory and Applications (JSTA), 2016 This paper introduces shrinkage estimators for the parameter vector of a linear regression model with con- ditionally heteroscedastic errors such as the class of generalized autoregressive conditional heteroscedastic (GARCH) errors when some of the ...
S. Hossain, M. Ghahramani
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Ordinary and Bayesian Shrinkage Estimation [PDF]
مجلة جامعة النجاح للأبحاث العلوم الطبيعية, 2007 In this paper a variety of shrinkage methods for estimating unknown population parameters has been considered. Aprior distribution for the parameters around their natural origins has been postulated and the ordinary Bayes estimators are used in place of ...
Mohammad Qabaha
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On Restricted Shrinkage Jackknife Biased Estimator for Restricted Linear Regression Model [PDF]
مجلة جامعة الانبار للعلوم الصرفة, 2023 In restricted linear regression model, more methods proposed to address the Multicollinearity problem and the high variance. For example, shrinkage biased estimation and optimization (Lagrange function).
Ahmed Mohammed, Feras Algareri
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Two-exponential estimators for estimating population mean
AIMS Mathematics, 2021 We introduce two-exponential shrinkage estimator using two stage two phase sampling for estimating population mean of study variable. Some properties of the proposed two-exponential shrinkage estimator are presented.
Riffat Jabeen +3 more
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