The Exact Risks of Some Pre-test and Stein-type Regression Estimators Under Balanced Loss

The Exact Risks of Some Pre-test and Stein-type Regression Estimators Under Balanced Loss PDF Author: Judith Anne Giles
Publisher:
ISBN:
Category : Estimation theory
Languages : en
Pages : 40

Get Book Here

Book Description

The Exact Risks of Some Pre-test and Stein-type Regression Estimators Under Balanced Loss

The Exact Risks of Some Pre-test and Stein-type Regression Estimators Under Balanced Loss PDF Author: Judith Anne Giles
Publisher:
ISBN:
Category : Estimation theory
Languages : en
Pages : 40

Get Book Here

Book Description


Handbook Of Applied Econometrics And Statistical Inference

Handbook Of Applied Econometrics And Statistical Inference PDF Author: Aman Ullah
Publisher: CRC Press
ISBN: 9780203911075
Category : Business & Economics
Languages : en
Pages : 754

Get Book Here

Book Description
Summarizing developments and techniques in the field, this reference covers sample surveys, nonparametric analysis, hypothesis testing, time series analysis, Bayesian inference, and distribution theory for applications in statistics, economics, medicine, biology, engineering, sociology, psychology, and information technology. It supplies a geometric proof of an extended Gauss-Markov theorem, approaches for the design and implementation of sample surveys, advances in the theory of Neyman's smooth test, and methods for pre-test and biased estimation. It includes discussions ofsample size requirements for estimation in SUR models, innovative developments in nonparametric models, and more.

Improving Efficiency by Shrinkage

Improving Efficiency by Shrinkage PDF Author: Marvin Gruber
Publisher: Routledge
ISBN: 1351439154
Category : Mathematics
Languages : en
Pages : 664

Get Book Here

Book Description
Offers a treatment of different kinds of James-Stein and ridge regression estimators from a frequentist and Bayesian point of view. The book explains and compares estimators analytically as well as numerically and includes Mathematica and Maple programs used in numerical comparison.;College or university bookshops may order five or more copies at a special student rate, available on request.

Information and Management Engineering

Information and Management Engineering PDF Author: Min Zhu
Publisher: Springer Science & Business Media
ISBN: 3642240968
Category : Computers
Languages : en
Pages : 581

Get Book Here

Book Description
This six-volume-set (CCIS 231, 232, 233, 234, 235, 236) constitutes the refereed proceedings of the International Conference on Computing, Information and Control, ICCIC 2011, held in Wuhan, China, in September 2011. The papers are organized in two volumes on Innovative Computing and Information (CCIS 231 and 232), two volumes on Computing and Intelligent Systems (CCIS 233 and 234), and in two volumes on Information and Management Engineering (CCIS 235 and 236).

Regression Estimators

Regression Estimators PDF Author: Marvin H. J. Gruber
Publisher: JHU Press
ISBN: 0801894263
Category : Mathematics
Languages : en
Pages : 425

Get Book Here

Book Description
Praise for the first edition --

The Power of the Goldfeld-Quandt Test when the Errors are Autocorrelated

The Power of the Goldfeld-Quandt Test when the Errors are Autocorrelated PDF Author: John P. Small
Publisher:
ISBN:
Category : Autocorrelation (Statistics)
Languages : en
Pages : 24

Get Book Here

Book Description


Long Term and Short Term Aggregate Uncertainty and the Effect on Real Output

Long Term and Short Term Aggregate Uncertainty and the Effect on Real Output PDF Author: Alfred V. Guender
Publisher:
ISBN:
Category : Economic indicators
Languages : en
Pages : 32

Get Book Here

Book Description


Are People Really Risk Seeking when Facing Losses?

Are People Really Risk Seeking when Facing Losses? PDF Author: John Fountain
Publisher:
ISBN:
Category : Bayesian statistical decision theory
Languages : en
Pages : 44

Get Book Here

Book Description


The Exact Risk Performance of a Pre-test Estimator in a Heteroscedastic Linear Regression Model Under the Balanced Loss Function

The Exact Risk Performance of a Pre-test Estimator in a Heteroscedastic Linear Regression Model Under the Balanced Loss Function PDF Author: Kazuhiro Ohtani
Publisher:
ISBN:
Category : Regression analysis
Languages : en
Pages : 17

Get Book Here

Book Description


Risk Comparison of the Inequality Constrained Least Squares and Other Related Estimators Under Balanced Loss

Risk Comparison of the Inequality Constrained Least Squares and Other Related Estimators Under Balanced Loss PDF Author: Alan T. K. Wan
Publisher:
ISBN:
Category : Econometric models
Languages : en
Pages : 26

Get Book Here

Book Description