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Improved estimation of a covariance matrix under quadratic lossKUBOKAWA, T.Statistics & probability letters. 1989, Vol 8, Num 1, pp 69-71, issn 0167-7152, 3 p.Article

Limiting admissible estimators for variance componentsZONTEK, S; KLONECKI, W.Communications in statistics. Theory and methods. 1990, Vol 19, Num 7, pp 2485-2507, issn 0361-0926, 23 p.Article

An information inequality for the Bayes riskSATO, M; AKAHIRA, M.Annals of statistics. 1996, Vol 24, Num 5, pp 2288-2295, issn 0090-5364Article

Choice of regressors in nonparametric estimationVIEU, P.Computational statistics & data analysis. 1994, Vol 17, Num 5, pp 575-594, issn 0167-9473Article

Some modifications of improved estimators of a normal varianceSHINOZAKI, N.Annals of the Institute of Statistical Mathematics. 1995, Vol 47, Num 2, pp 273-286, issn 0020-3157Article

Generalized Bayes estimators of a normal discriminant functionRUKHIN, A. L.Journal of multivariate analysis. 1992, Vol 41, Num 1, pp 154-162, issn 0047-259XArticle

Pooling multivariate dataAHMED, S. E; SALEH, A. K. M. E.Journal of statistical computation and simulation (Print). 1989, Vol 31, Num 3, pp 143-167, issn 0094-9655, 25 p.Article

Estimating the exponential reliability function for a system in series with type II censored dataANANDA, M. M. A.Communications in statistics. Theory and methods. 1992, Vol 21, Num 11, pp 3219-3227, issn 0361-0926Article

Estimation of location parameters for spherically symmetric distributionsXU, Jian-Lun; IZMIRLIAN, Grant.Journal of multivariate analysis. 2006, Vol 97, Num 2, pp 514-525, issn 0047-259X, 12 p.Article

Combining estimators to improve structural model estimation and inference under quadratic lossMITTELHAMMER, Ron C; JUDGE, George G.Journal of econometrics. 2005, Vol 128, Num 1, pp 1-29, issn 0304-4076, 29 p.Article

A note on classical Stein-type estimators in elliptically contoured modelsARASHI, M; TABATABAEY, S. M. M.Journal of statistical planning and inference. 2010, Vol 140, Num 5, pp 1206-1213, issn 0378-3758, 8 p.Article

Distribution of eigenvalues and eigenvectors of Wishart matrix when the population eigenvalues are infinitely dispersed and its application to minimax estimation of covariance matrixTAKEMURA, Akimichi; SHEENA, Yo.Journal of multivariate analysis. 2005, Vol 94, Num 2, pp 271-299, issn 0047-259X, 29 p.Article

Effect of Misspecifying the Disturbance Covariance Matrix on a Family of Shrinkage EstimatorsCHATURVEDI, Anoop; KESARWANI, Suchita.Communications in statistics. Theory and methods. 2011, Vol 40, Num 1-3, pp 53-67, issn 0361-0926, 15 p.Article

Sensitivity Analysis of Classical and Conditional Bayesian Problems of Many Hypotheses TestingKACHIASHVILI, K. J; HASHMI, M. A; MUEED, A et al.Communications in statistics. Theory and methods. 2012, Vol 41, Num 4-6, pp 591-605, issn 0361-0926, 15 p.Article

A unified approach to non-minimaxity of sets of linear combinations of restricted location estimatorsKUBOKAWA, Tatsuya; STRAWDERMAN, William E.Journal of multivariate analysis. 2011, Vol 102, Num 10, pp 1429-1444, issn 0047-259X, 16 p.Article

Estimation du coût quadratique quand certaines composantes du paramètre de position sont positives = Quadratic loss estimation of a location parameter when a subset of its components is unknownOUASSOU, Idir; RACHDI, Mustapha.Comptes rendus. Mathématique. 2011, Vol 349, Num 17-18, pp 995-998, issn 1631-073X, 4 p.Article

Minimum Risk Invariant Estimators of a Continuous Cumulative Distribution FunctionJOKIEL-ROKITA, Alicja; MAGIERA, Ryszard.Communications in statistics. Theory and methods. 2010, Vol 39, Num 18-20, pp 3332-3342, issn 0361-0926, 11 p.Article

Proper Bayes minimax estimators of the normal mean matrix with common unknown variancesTSUKUMA, Hisayuki.Journal of statistical planning and inference. 2010, Vol 140, Num 9, pp 2596-2606, issn 0378-3758, 11 p.Article

An extended class of minimax generalized Bayes estimators of regression coefficientsMARUYAMA, Yuzo; STRAWDERMAN, William E.Journal of multivariate analysis. 2009, Vol 100, Num 10, pp 2155-2166, issn 0047-259X, 12 p.Article

Stein-type improvement under stochastic constraints : Use of multivariate Student-t model in regressionARASHI, M; TABATABAEY, S. M. M.Statistics & probability letters. 2008, Vol 78, Num 14, pp 2142-2153, issn 0167-7152, 12 p.Article

UTILISATION D'UNE FONCTION DE PERTE QUADRATIQUE PONDÉRÉE DANS LES APPROCHES BAYÉSIENNES : APPLICATION À LA CARTOGRAPHIE D'INDICATEUR DE SANTÉFORTUNATO, L; LIVERNEAUX, A; HEMON, D et al.Journal de la société française de statistique & revue de statistique appliquée. 2007, Vol 148, Num 3, pp 71-86, 16 p.Article

Preliminary Phi-divergence test estimator for multinomial probabilitiesGUPTA, A. K; NGUYEN, T; PANDO, L et al.Computational statistics & data analysis. 2006, Vol 50, Num 7, pp 1749-1773, issn 0167-9473, 25 p.Article

VAR forecasting under misspecificationSCHORFHEIDE, Frank.Journal of econometrics. 2005, Vol 128, Num 1, pp 99-136, issn 0304-4076, 38 p.Article

Minimizing a general loss function in off-line quality controlMAK, T. K; NEBEBE, F.Applied stochastic models in business and industry (Print). 2002, Vol 18, Num 1, pp 75-85, issn 1524-1904Article

Estimating Quantiles of Normal Populations with a Common MeanKUMAR, Somesh; MANAS RANJAN TRIPATHY.Communications in statistics. Theory and methods. 2011, Vol 40, Num 13-15, pp 2719-2736, issn 0361-0926, 18 p.Article

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