Results 41 to 50 of about 25,682 (291)
On shrinkage estimators improving the positive part of James-Stein estimator
Demonstratio Mathematica, 2021 In this work, we study the estimation of the multivariate normal mean by different classes of shrinkage estimators. The risk associated with the quadratic loss function is used to compare two estimators. We start by considering a class of estimators that
Hamdaoui Abdenour
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On Improved Loss Estimation for Shrinkage Estimators
Statistical Science, 2012 Let $X$ be a random vector with distribution $P_ $ where $ $ is an unknown parameter. When estimating $ $ by some estimator $ (X)$ under a loss function $L( , )$, classical decision theory advocates that such a decision rule should be used if it has suitable properties with respect to the frequentist risk $R( , )$.
Fourdrinier, Dominique, Wells, Martin T.
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Regularized Tyler's Scatter Estimator: Existence, Uniqueness, and Algorithms
, 2014 This paper considers the regularized Tyler's scatter estimator for elliptical distributions, which has received considerable attention recently.
Babu, Prabhu +2 more
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Axioms, 2021 Meta-analyses combine the estimators of individual means to estimate the common mean of a population. However, the common mean could be undefined or uninformative in some scenarios where individual means are “ordered” or “sparse”.
Nanami Taketomi +3 more
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Pediatric Blood &Cancer, EarlyView.ABSTRACT Background The Improving Population Outcomes for Renal Tumours of childhood (IMPORT) is a prospective clinical observational study capturing detailed demographic and outcome data on children and young people diagnosed with renal tumours in the United Kingdom and the Republic of Ireland.
Naomi Ssenyonga +56 more
wiley +1 more source
Shrinkage estimates for multi-level heteroscedastic hierarchical normal linear models [PDF]
Journal of Statistical Theory and Applications (JSTA), 2015 Empirical Bayes approach is an attractive method for estimating hyperparameters in hierarchical models. But, under the assumption of normality for a multi-level heteroscedastic hierarchical model, which involves several explanatory variables, the analyst
S.K. Ghoreishi, A. Mostafavinia
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A Simulation Study of Some Restricted Estimators in Restricted Linear Regression Model
Tikrit Journal of Pure Science, 2021 When the multicollinearity exists in linear regression model, the result of the Restricted Least Square estimator (RLS) is unstable. So that, more researchers proposed the restricted biased estimators to improve the efficiency of RLS estimator.
Bader Aboud Mohammad +1 more
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Minimax Multiple Shrinkage Estimation
The Annals of Statistics, 1986 A Stein estimator of the form \[ d_ v(Y)=Y-[(p-2)/\| Y-v\|^ 2](Y-v) \] shrinks Y towards a target \(v\in R^ p\). The paper proposes multiple shrinkage estimators (msest's) for cases where prior information suggests several different choices for the target.
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Large Dimensional Analysis and Optimization of Robust Shrinkage Covariance Matrix Estimators
, 2014 This article studies two regularized robust estimators of scatter matrices proposed (and proved to be well defined) in parallel in (Chen et al., 2011) and (Pascal et al., 2013), based on Tyler's robust M-estimator (Tyler, 1987) and on Ledoit and Wolf's ...
Couillet, Romain, McKay, Matthew R.
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Pediatric Blood &Cancer, EarlyView.ABSTRACT Background B‐cell lymphoblastic lymphoma (B‐LBL) represents a rare variety of non‐Hodgkin lymphoma, with limited research on its biology, progression, and management. Methods A retrospective analysis was performed on the clinical characteristics of 256 patients aged ≤18 years who received treatment under the China Net Childhood Lymphoma (CNCL)‐
Zhijuan Liu +20 more
wiley +1 more source