Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 10 of 10 for “"Squared error loss"”.
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Improved Estimators Under Squared Error Loss (Stein Estimator, Decision Theory, Empirical Bayes, Quadratic, Robust Estimation)
… (1964) estimator or an improved estimator under squared error loss has been done with the assumption of independently identically distributed normal errors.
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Comparison of Bayes' and minimum variance unbiased estimators of reliability in the extreme value life testing model
… is shown that the Bayes' estimator has smaller squared error loss in each case. The problem of obtaining estimators with respect to an exponential type loss function is also considered. The difficulties in such an approach are demonstrated.
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Investigation of the rate of convergence in the two sample nonparametric empirical Bayes approach to an estimation problem
… we are asked to estimate the value of θ with a squared error loss function. After we have made our decision we are given the value, y, of a detailed random variable Y, which has an unknown distribution conditional on θ. The random variable X and Y are assumed independent given a particular θ. …
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Inference for the ratio of two exponential parameters using a Bayesian approach
… better in terms of average interval lengths. Loss functions will also be used to derive Bayes estimates. The squared error loss and all-or-nothing loss functions will be compared with each other through a simulation study. The performance of each loss function will be compared by looking at …
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Estimation Of The Scale Matrix Of A Multivariate T-model
… multivariate t-model have been obtained under a squared error loss function. Similar improved estimators for the characteristic roots of the scale matrix, trace of the scale matrix and also for the inverse of the scale matrix have been obtained. Some Improved estimators of the scale matrix of …
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Modern k-Nearest Neighbour Methods in Entropy Estimation, Independence Testing and Classification
… asymptotic minimax lower bound with respect to squared error loss. To this end, we study weighted averages of the estimators originally proposed by Kozachenko and Leonenko (1987), based on the k-nearest neighbour distances of a sample. A careful choice of weights enables us to obtain an …
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Essays in capital markets
… programming to the minimization of a mean-squared- error loss function under Markov state-dynamics, we derive recursive expressions for the optimal-replication strategy that are readily implemented in practice. The approximation error or ... of the optimal-replication strategy is also given …
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Empirical Bayes estimators for the cross-product ratio of 2x2 contingency tables
… for the cross-product ratio is presented. If the squared error loss function is used, this empirical Bayes estimator, ᾶ, has asymptotic risk only ε > 0 larger than the true Bayes risk. For the Product Binomial and Multinomial situations, several empirical Bayes estimators for α are proposed. …
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Pitman estimation for ensembles and mixtures
… admissibility of the sample average X̅ under squared error loss. For dispersion matrices Σ in each class 𝓝<sub>𝑪</sub> the estimator is obtained as a correction of X̅ taking the form δ<sub>Σ</sub>(𝐗) = X̅ -γ'𝑪⁻¹<sub>𝓒(n)</sub>𝐗, with γ as in the expansion for Σ. This simplifies when Σ∈Γ(n) to …
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Some parametric empirical Bayes techniques
… G(λ). For any action a from a class A there is a loss, L(a,λ) ≥ 0, which we incur when we take action a and the true parameter is λ. There exists an observable random vector X̰=(X₁,...X<sub>k</sub>), k ≥ 1, which admits of a sufficient statistic T=T(X̰) for λ. The conditional density function …