نتایج جستجو برای: james stein estimator
تعداد نتایج: 56551 فیلتر نتایج به سال:
Second European evidence-based consensus on the diagnosis and management of ulcerative colitis Part 3: Special situations Gert Van Assche⁎, Axel Dignass⁎⁎, Bernd Bokemeyer, Silvio Danese, Paolo Gionchetti, Gabriele Moser, Laurent Beaugerie, Fernando Gomollón, Winfried Häuser, Klaus Herrlinger, Bas Oldenburg, Julian Panes, Francisco Portela, Gerhard Rogler, Jürgen Stein, Herbert Tilg, Simon Trav...
Dimension reduction, modeland variable selectionhavebecome ubiquitous concepts in modern statisticalscience. Thispaperis concernedwith simultaneous estimation and variable selectionin thelinear model orleast-squares setup,principlebuildingblocks of complete-data model selection techniques. In contrast to the complete-data setup, we considerthecommonsituationwheretheoutcomesmayberight-censored. ...
The simultaneous prediction of average and actual values of study variable in a linear regression model is considered in this paper. Generally, either of the ordinary least squares estimator or Stein-rule estimators are employed for the construction of predictors for the simultaneous prediction. A linear combination of ordinary least squares and Stein-rule predictors are utilized in this paper ...
In the area of memory research there have been two rival approaches for memory measurement-signal detection theory (SDT) and multinomial processing trees (MPT). Both approaches provide measures for the quality of the memory representation, and both approaches provide for corrections for response bias. In recent years there has been a strong case advanced for the MPT approach because of the find...
In this paper we study the Buckley-James estimator of accelerated failure time models with auxiliary covariates. Instead of postulating distributional assumptions on the auxiliary covariates, we use a local polynomial approximation method to accommodate them into the Buckley-James estimating equations. The regression parameters are obtained iteratively by minimizing a consecutive distance of th...
The censored linear regression model, also referred to as the accelerated failure time (AFT) model when the logarithm of the survival time is used as the response variable, is widely seen as an alternative to the popular Cox model when the assumption of proportional hazards is questionable. Buckley and James [Linear regression with censored data, Biometrika 66 (1979) 429-436] extended the least...
We construct an estimation and de-noising procedure for an input signal perturbed by a continuous-time Gaussian noise, using the local and occupation times of Gaussian processes. The method relies on the almost-sure minimization of a Stein Unbiased Risk Estimator (SURE) obtained through integration by parts on Gaussian space, and applied to shrinkage estimators which are constructed by soft and...
Using integration by parts on Gaussian space we construct a Stein Unbiased Risk Estimator (SURE) for the drift of Gaussian processes, based on their local and occupation times. By almost-sure minimization of the SURE risk of shrinkage estimators we derive an estimation and de-noising procedure for an input signal perturbed by a continuous-time Gaussian noise.
نمودار تعداد نتایج جستجو در هر سال
با کلیک روی نمودار نتایج را به سال انتشار فیلتر کنید