Gamma-minimax estimation of multinomial probabilities
M. Brockmann, J. Eichenauer-Herrmann (1991)
Applicationes Mathematicae
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M. Brockmann, J. Eichenauer-Herrmann (1991)
Applicationes Mathematicae
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Agata Boratyńska (2005)
Applicationes Mathematicae
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The problem of minimax estimation of a parameter θ when θ is restricted to a finite interval [θ₀,θ₀+m] is studied. The case of a convex loss function is considered. Sufficient conditions for existence of a minimax estimator which is a Bayes estimator with respect to a prior concentrated in two points θ₀ and θ₀+m are obtained. An example is presented.
Ryszard Zieliński (1997)
Banach Center Publications
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0. Introduction and summary. The analysis of data from the gravitational-wave detectors that are currently under construction in several countries will be a challenging problem. The reason is that gravitational-vawe signals are expected to be extremely weak and often very rare. Therefore it will be of great importance to implement optimal statistical methods to extract all possible information about the signals from the noisy data sets. Careful statistical analysis based on correct application...
S Trybuła (1991)
Applicationes Mathematicae
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S. Eguchi (1993)
Qüestiió
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Vassiliy G. Voinov, Mikhail S. Nikulin (1995)
Qüestiió
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Since 1956, a large number of papers have been devoted to Stein's technique of obtaining improved estimators of parameters, for several statistical models. We give a brief review of these papers, emphasizing those aspects which are interesting from the point of view of the theory of unbiased estimation.
Agata Boratyńska (2002)
Applicationes Mathematicae
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The problem of posterior regret Γ-minimax estimation under LINEX loss function is considered. A general form of posterior regret Γ-minimax estimators is presented and it is applied to a normal model with two classes of priors. A situation when the posterior regret Γ-minimax estimator, the most stable estimator and the conditional Γ-minimax estimator coincide is presented.
Karunamuni, R.J., Prasad, N.G.N. (2003)
International Journal of Mathematics and Mathematical Sciences
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Eisa Mahmoudi, Hojatollah Zakerzadeh (2011)
Kybernetika
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Estimation in truncated parameter space is one of the most important features in statistical inference, because the frequently used criterion of unbiasedness is useless, since no unbiased estimator exists in general. So, other optimally criteria such as admissibility and minimaxity have to be looked for among others. In this paper we consider a subclass of the exponential families of distributions. Bayes estimator of a lower-bounded scale parameter, under the squared-log error loss function...
Iacus, Stefano Maria, La Torre, Davide (2005)
Journal of Applied Mathematics and Decision Sciences
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