Preliminary test-shrinkage estimators

نویسندگان

چکیده

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Kernel Mean Shrinkage Estimators

A mean function in a reproducing kernel Hilbert space (RKHS), or a kernel mean, is central to kernel methods in that it is used by many classical algorithms such as kernel principal component analysis, and it also forms the core inference step of modern kernel methods that rely on embedding probability distributions in RKHSs. Given a finite sample, an empirical average has been used commonly as...

متن کامل

Shrinkage Preliminary Test Estimation under a Precautionary Loss Function with Applications on Records and Censored Ddata

Shrinkage preliminary test estimation in exponential distribution under a precautionary loss function is considered. The minimum risk-unbiased estimator is derived and some shrinkage preliminary test estimators are proposed. We apply our results on censored data and records. The relative efficiencies of proposed estimators with respect to the minimum ‎risk-unbiased‎&...

متن کامل

Shrinkage Estimators for High-Dimensional Covariance Matrices

As high-dimensional data becomes ubiquitous, standard estimators of the population covariance matrix become difficult to use. Specifically, in the case where the number of samples is small (large p small n) the sample covariance matrix is not positive definite. In this paper we explore some recent estimators of sample covariance matrices in the large p, small n setting namely, shrinkage estimat...

متن کامل

Shrinkage Estimators for Damping X12-ARIMA Seasonals

3 We examine the effect of damping X-12-ARIMA's estimated seasonal variation on the accuracy of its seasonal adjustments of time series. Two methods for damping seasonals are proposed. In a simulation experiment, we generated time series data for each of 90 distinct experimental conditions that, in aggregate, characterize the variety of monthly series in the M3-competition. X-12-ARIMA consisten...

متن کامل

Applying shrinkage variance estimators to the TOST test in high dimensional settings.

BACKGROUND Identifying differentially expressed genes has been an important and widely used approach to investigate gene functions and molecular mechanisms. A related issue that has drawn much less attention but is equally important is the identification of constantly expressed genes across different conditions. A common practice is to treat genes that are not significantly differentially expre...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Suid-Afrikaanse Tydskrif vir Natuurwetenskap en Tegnologie

سال: 1983

ISSN: 2222-4173,0254-3486

DOI: 10.4102/satnt.v2i2.1109