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

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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

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Restricted Parameter Space Estimation Problems

Restricted Parameter Space Estimation Problems PDF Author: Constance van Eeden
Publisher: Springer Science & Business Media
ISBN: 038748809X
Category : Mathematics
Languages : en
Pages : 172

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Book Description
This monograph is addressed to anyone interested in the subject of restrict- parameter-space estimation, and in particular to those who want to learn, or bring their knowledge up to date, about (in)admissibility and minimaxity problems for such parameter spaces. The coverage starts in the early 1950s when the subject of inference for - stricted parameter spaces began to be studied and ends around the middle of 2004. It presents known, and also some new, results on (in)admissibility and minimaxity for nonsequential point estimation problems in restricted ?ni- dimensional parameter spaces. Relationships between various results are d- cussed and open problems are pointed out. Few complete proofs are given, but outlines of proofs are often supplied. The reader is always referred to the published papers and often results are clari?ed by presenting examples of the kind of problems an author solves, or of problems that cannot be solved by a particular result. The monograph does not touch on the subject of testing hypotheses in - stricted parameter spaces. The latest books on that subject are by Robertson, Wright and Dykstra (1988) and Akkerboom (1990), but many new results in that area have been obtained since. The monograph does have a chapter in which questions about the existence of maximum likelihood estimators are discussed. Some of their properties are also given there as well as some algorithms for computing them. Most of these results cannot be found in the Robertson, Wright, Dykstra book.

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

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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).

Applications of Linear and Nonlinear Models

Applications of Linear and Nonlinear Models PDF Author: Erik Grafarend
Publisher: Springer Science & Business Media
ISBN: 3642222412
Category : Science
Languages : en
Pages : 1026

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Book Description
Here we present a nearly complete treatment of the Grand Universe of linear and weakly nonlinear regression models within the first 8 chapters. Our point of view is both an algebraic view as well as a stochastic one. For example, there is an equivalent lemma between a best, linear uniformly unbiased estimation (BLUUE) in a Gauss-Markov model and a least squares solution (LESS) in a system of linear equations. While BLUUE is a stochastic regression model, LESS is an algebraic solution. In the first six chapters we concentrate on underdetermined and overdeterimined linear systems as well as systems with a datum defect. We review estimators/algebraic solutions of type MINOLESS, BLIMBE, BLUMBE, BLUUE, BIQUE, BLE, BIQUE and Total Least Squares. The highlight is the simultaneous determination of the first moment and the second central moment of a probability distribution in an inhomogeneous multilinear estimation by the so called E-D correspondence as well as its Bayes design. In addition, we discuss continuous networks versus discrete networks, use of Grassmann-Pluecker coordinates, criterion matrices of type Taylor-Karman as well as FUZZY sets. Chapter seven is a speciality in the treatment of an overdetermined system of nonlinear equations on curved manifolds. The von Mises-Fisher distribution is characteristic for circular or (hyper) spherical data. Our last chapter eight is devoted to probabilistic regression, the special Gauss-Markov model with random effects leading to estimators of type BLIP and VIP including Bayesian estimation. A great part of the work is presented in four Appendices. Appendix A is a treatment, of tensor algebra, namely linear algebra, matrix algebra and multilinear algebra. Appendix B is devoted to sampling distributions and their use in terms of confidence intervals and confidence regions. Appendix C reviews the elementary notions of statistics, namely random events and stochastic processes. Appendix D introduces the basics of Groebner basis algebra, its careful definition, the Buchberger Algorithm, especially the C. F. Gauss combinatorial algorithm.

Recent Advances in Linear Models and Related Areas

Recent Advances in Linear Models and Related Areas PDF Author: Shalabh
Publisher: Springer Science & Business Media
ISBN: 3790820644
Category : Mathematics
Languages : en
Pages : 448

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Book Description
This collection contains invited papers by distinguished statisticians to honour and acknowledge the contributions of Professor Dr. Dr. Helge Toutenburg to Statistics on the occasion of his sixty-?fth birthday. These papers present the most recent developments in the area of the linear model and its related topics. Helge Toutenburg is an established statistician and currently a Professor in the Department of Statistics at the University of Munich (Germany) and Guest Professor at the University of Basel (Switzerland). He studied Mathematics in his early years at Berlin and specialized in Statistics. Later he completed his dissertation (Dr. rer. nat. ) in 1969 on optimal prediction procedures at the University of Berlin and completed the post-doctoral thesis in 1989 at the University of Dortmund on the topic of mean squared error superiority. He taught at the Universities of Berlin, Dortmund and Regensburg before joining the University of Munich in 1991. He has various areas of interest in which he has authored and co-authored over 130 research articles and 17 books. He has made pioneering contributions in several areas of statistics, including linear inference, linear models, regression analysis, quality engineering, Taguchi methods, analysis of variance, design of experiments, and statistics in medicine and dentistry.

Economics Letters Volume 45,No.1 May 1994 ISSN:0165-1765

Economics Letters Volume 45,No.1  May 1994  ISSN:0165-1765 PDF Author: Eric Maskin,Editor
Publisher:
ISBN:
Category :
Languages : en
Pages : 978

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Journal of Statistical Planning and Inference

Journal of Statistical Planning and Inference PDF Author:
Publisher:
ISBN:
Category : Mathematical statistics
Languages : en
Pages : 420

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Journal of Statistical Research

Journal of Statistical Research PDF Author:
Publisher:
ISBN:
Category : Mathematical statistics
Languages : en
Pages : 748

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The Exact Density and Distribution Functions of the Inequality Constrained and Pre-test Estimators

The Exact Density and Distribution Functions of the Inequality Constrained and Pre-test Estimators PDF Author: Alan T. K. Wan
Publisher:
ISBN:
Category : Econometric models
Languages : en
Pages : 40

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JOPURNAL OF Econometrics

JOPURNAL OF Econometrics PDF Author:
Publisher:
ISBN:
Category :
Languages : en
Pages : 900

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