The problem of estimation in multivariate linear calibration with multivariate response and explanatory variables is considered. In this calibration problem two estimators are well-known; one is the classical estimator and the other is the inverse estimator. In this paper we show that the inverse estimator is a proper Bayes estimator under the quadratic loss with respect to a prior distribution...

SUMMARY Capture and recapture designs with only two occasions are still being used in a variety of situations especially in Epidemiological studies. Usually, the well-known Lincoln-Petersen (1896,1930) estimator is used to estimate the population size. Because only two occasions are being used some concern is devoted to the reliability of the final estimate. In this paper we will address the pr...

Discussion Papers are a series of manuscripts in their draft form. They are not intended for circulation or distribution except as indicated by the author. For that reason Discussion Papers may not be reproduced or distributed without the written consent of the author. The estimation of a linear combination of several restricted location parameters is addressed from a decision-theoretic point o...

Attribute-based encryption (ABE) which allows users to encrypt and decrypt messages based on user attributes is a type of one-to-many encryption. Unlike the conventional one-to-one encryption which has no intention to exclude any partners of the intended receiver from obtaining the plaintext, an ABE system tries to exclude some unintended recipients from obtaining the plaintext whether they are...

We develop an adaptive monotone shrinkage estimator for regression models with the following characteristics: i) dense coefficients with small but important effects; ii) a priori ordering that indicates the probable predictive importance of the features. We capture both properties with an empirical Bayes estimator that shrinks coefficients monotonically with respect to their anticipated importa...

The paper deals with construction of exact confidence intervals for the variance component σ 1 and ratio θ of variance components σ 1 and σ in mixed linear models for the family of normal distributions Nt (0, σ 2 1 W + σ2It). This problem essentially depends on algebraic structure of the covariance matrix W (see Gnot and Michalski, 1994, Michalski and Zmyślony, 1996). In the paper we give two c...