Zobrazeno 1 - 10
of 334
pro vyhledávání: '"STRAWDERMAN, WILLIAM E."'
We consider estimation of a normal mean matrix under the Frobenius loss. Motivated by the Efron--Morris estimator, a generalization of Stein's prior has been recently developed, which is superharmonic and shrinks the singular values towards zero. The
Externí odkaz:
http://arxiv.org/abs/2311.13137
We consider admissibility of generalized Bayes estimators of the mean of a multivariate normal distribution when the scale is unknown under quadratic loss. The priors considered put the improper invariant prior on the scale while the prior on the mea
Externí odkaz:
http://arxiv.org/abs/2102.12079
We investigate estimation of a normal mean matrix under the matrix quadratic loss. Improved estimation under the matrix quadratic loss implies improved estimation of any linear combination of the columns. First, an unbiased estimate of risk is derive
Externí odkaz:
http://arxiv.org/abs/2005.12479
We study admissibility of a subclass of generalized Bayes estimators of a multivariate normal vector when the variance is unknown, under scaled quadratic loss. Minimaxity is also established for certain of these estimators.
Externí odkaz:
http://arxiv.org/abs/2003.08571
The estimation of a multivariate mean $\theta$ is considered under natural modifications of balanced loss function of the form: (i) $\omega \, \rho(\|\delta-\delta_0\|^2) + (1-\omega) \, \rho(\|\delta-\theta\|^2) $, and (ii) $\ell \left( \omega \, \|
Externí odkaz:
http://arxiv.org/abs/1904.03171
Publikováno v:
Journal of Statistical Planning and Inference, 210, 53--63, 2021
We investigate predictive density estimation under the $L^2$ Wasserstein loss for location families and location-scale families. We show that plug-in densities form a complete class and that the Bayesian predictive density is given by the plug-in den
Externí odkaz:
http://arxiv.org/abs/1904.02880
Publikováno v:
In Journal of Statistical Planning and Inference January 2023 222:78-93
This paper reviews minimax best equivariant estimation in these invariant estimation problems: a location parameter, a scale parameter and a (Wishart) covariance matrix. We briefly review development of the best equivariant estimator as a generalized
Externí odkaz:
http://arxiv.org/abs/1810.02088
Let $X,U,Y$ be spherically symmetric distributed having density $$\eta^{d +k/2} \, f\left(\eta(\|x-\theta|^2+ \|u\|^2 + \|y-c\theta\|^2 ) \right)\,,$$ with unknown parameters $\theta \in \mathbb{R}^d$ and $\eta>0$, and with known density $f$ and cons
Externí odkaz:
http://arxiv.org/abs/1807.04711
This paper investigates estimation of the mean vector under invariant quadratic loss for a spherically symmetric location family with a residual vector with density of the form $ f(x,u)=\eta^{(p+n)/2}f(\eta\{\|x-\theta\|^2+\|u\|^2\}) $, where $\eta$
Externí odkaz:
http://arxiv.org/abs/1710.02794