نتایج جستجو برای: james stein estimator
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Adaptive Data-Driven Inventory Control Policies Based on Kaplan-Meier Estimator Woonghee Tim Huh Sauder School of Business, University of British Columbia, Vancouver, BC, Canada, V6T 1Z2. [email protected] Retsef Levi Sloan School of Management, MIT, Cambridge, MA, 02139 USA [email protected] Paat Rusmevichientong School of Operations Research and Information Engineering, Cornell University, I...
Adaptive Data-Driven Inventory Control Policies Based on Kaplan-Meier Estimator for Censored Demand Woonghee Tim Huh Sauder School of Business, University of British Columbia, Vancouver, BC, Canada, V6T 1Z2. [email protected] Retsef Levi Sloan School of Management, MIT, Cambridge, MA, 02139 USA [email protected] Paat Rusmevichientong School of Operations Research and Information Engineering, C...
In this work, we construct a risk estimator for hard thresholding which can be used as a basis to solve the difficult task of automatically selecting the threshold. As hard thresholding is not even continuous, Stein’s lemma cannot be used to get an unbiased estimator of degrees of freedom, hence of the risk. We prove that under a mild condition, our estimator of the degrees of freedom, although...
1. THE EVOLUTION OF STATISTICAL THEORY Reliance on probability theory in statistical writing spans the spectrum from none, to fixed effects models, to random effects models, to Bayesian reasoning. One factor is the extent to which an author regards probability as a feature of the natural world. For a Bayesian, probability measures the strength of opinions, which are modeled by a sigma algebra. ...
Modern Statistics is made of the sensible combination of direct evidence (the data directly relevant or the “individual data”) and indirect evidence (the data and knowledge indirectly relevant or the “group data”). The admissible procedures are a combination of the two sources of information, and the advance of technology is making indirect evidence more substantial and ubiquitous. It has been ...
A well-known result by Stein (1956) shows that in particular situations, biased estimators can yield better parameter estimates than their generally preferred unbiased counterparts. This letter follows the same spirit, as we will stabilize the unbiased generalization error estimates by regularization and finally obtain more robust model selection criteria for learning. We trade a small bias aga...
Large Sample Theory of a Modified Buckley-James Estimator for Regression Analysis with Censored Data
Seven test statistics known to be robust to the combined effects of nonnormality and variance heterogeneity were compared for their sensitivity to detect treatment effects in a one-way completely randomized design containing four groups. The six Welch-James-type heteroscedastic tests adopted either symmetric or asymmetric trimmed means, were transformed for skewness, and used a bootstrap method...
Maria N. Timofeeva, James D. McKay, George Davey Smith, Mattias Johansson, Graham B. Byrnes, Amélie Chabrier, Caroline Relton, Per Magne Ueland, Stein Emil Vollset, Øivind Midttun, Ottar Nygård, Nadia Slimani, Isabelle Romieu, Françoise ClavelChapelon, Marie-Christine Boutron-Ruault , Guy Fagherazzi 8,9,10 Rudolf Kaaks, Birgit Teucher, Heiner Boeing, Cornelia Weikert, H Bas Bueno-de-Mesquita, C...
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