Zobrazeno 1 - 10
of 2 352
pro vyhledávání: '"Minimax estimator"'
Autor:
Khasminskii, R.
Publikováno v:
Lecture Notes-Monograph Series, 2001 Jan 01. 36, 419-433.
Externí odkaz:
https://www.jstor.org/stable/4356124
Publikováno v:
Bernoulli, 1996 Jun 01. 2(2), 167-181.
Externí odkaz:
https://www.jstor.org/stable/3318549
Akademický článek
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Publikováno v:
Life Cycle Reliability and Safety Engineering. 11:1-10
Our main objective in this paper is to present a Bayes shrinkage estimator and evaluate the performance of the proposed estimator compared to other estimators for the scale parameter of the inverse Weibull distribution, under the squared error loss a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::74e49819aa09c79918594fa5d98fee22
https://doi.org/10.1007/s41872-021-00175-y
https://doi.org/10.1007/s41872-021-00175-y
Publikováno v:
Modern Stochastics: Theory and Applications, Vol 2, Iss 3, Pp 297-308 (2015)
We obtain limit theorems for extreme residuals in linear regression model in the case of minimax estimation of parameters.
Externí odkaz:
https://doaj.org/article/b0745b51f24c47dca37610059c528d16
Autor:
Pablo Zafra, Jiantian Wang
Publikováno v:
Journal of Data Science. 7:365-380
For estimating bivariate survival function under random censor- ship, it is commonly believed that the Dabrowska estimator is among the best ones while the Volterra estimator is far from being computational ef- ficiency. As we will see, the Volterra
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1ea604033d86a7df07deb1cd316675ac
https://doi.org/10.6339/jds.2009.07(3).489
https://doi.org/10.6339/jds.2009.07(3).489
Autor:
Masanobu Taniguchi, Yan Liu
Publikováno v:
METRON. 79:353-359
The minimax principle is very important for all the fields of statistical science. The minimax approach is to choose an estimator which protects against the largest risk possible. In this paper we show that the Whittle estimator becomes a minimax est
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::74a0919ef7b7f8c88f03232ad5ed0e1b
https://doi.org/10.1007/s40300-021-00217-6
https://doi.org/10.1007/s40300-021-00217-6
Akademický článek
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Autor:
Guikai Hu, Xinhai Xiao
Publikováno v:
Communications in Statistics - Theory and Methods. 52:567-582
In this paper, robust Bayesian estimators of error variance in a normal linear model with uncertain hierarchical prior information are investigated. The posterior regret gamma minimax estimator, th...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::31a2928cd537573c193b44323a022a23
https://doi.org/10.1080/03610926.2021.1917615
https://doi.org/10.1080/03610926.2021.1917615
Publikováno v:
Journal of Statistical Planning and Inference. 212:114-125
For one-parameter exponential families, we provide a unified minimax result for estimating the mean under weighted squared error losses in the presence of a lower-bound restriction. The finding recovers cases for which the result is known, as well as
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d7940e658332216fd843b0e0641ff324
https://doi.org/10.1016/j.jspi.2020.10.001
https://doi.org/10.1016/j.jspi.2020.10.001