Download or read book Admissable and Minimax Multiparameter Estimation in Exponential Families written by Ahmad Parsian and published by . This book was released on 1979 with total page 180 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book A Natural Identity for Exponential Families with Applications in Multiparameter Estimation written by H. Malcolm Hudson and published by . This book was released on 1977 with total page 46 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Gamma minimax Estimators in the Exponential Family written by L. Chen and published by . This book was released on 1991 with total page 44 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Estimation in the Multiparameter Exponential Family Admissibility and Inadmissibility Results written by University of Pittsburgh. Center for Multivariate Analysis and published by . This book was released on 1984 with total page 33 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Multivariate Exponential Families A Concise Guide to Statistical Inference written by Stefan Bedbur and published by Springer Nature. This book was released on 2021-10-07 with total page 147 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a concise introduction to exponential families. Parametric families of probability distributions and their properties are extensively studied in the literature on statistical modeling and inference. Exponential families of distributions comprise density functions of a particular form, which enables general assertions and leads to nice features. With a focus on parameter estimation and hypotheses testing, the text introduces the reader to distributional and statistical properties of multivariate and multiparameter exponential families along with a variety of detailed examples. The material is widely self-contained and written in a mathematical setting. It may serve both as a concise, mathematically rigorous course on exponential families in a systematic structure and as an introduction to Mathematical Statistics restricted to the use of exponential families.
Download or read book Journal of Statistical Planning and Inference written by North-Holland Publishing Company and published by . This book was released on 1986 with total page 894 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Fundamentals of Statistical Exponential Families written by Lawrence D. Brown and published by IMS. This book was released on 1986 with total page 302 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Shrinkage Estimation written by Dominique Fourdrinier and published by Springer. This book was released on 2018-11-27 with total page 339 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a coherent framework for understanding shrinkage estimation in statistics. The term refers to modifying a classical estimator by moving it closer to a target which could be known a priori or arise from a model. The goal is to construct estimators with improved statistical properties. The book focuses primarily on point and loss estimation of the mean vector of multivariate normal and spherically symmetric distributions. Chapter 1 reviews the statistical and decision theoretic terminology and results that will be used throughout the book. Chapter 2 is concerned with estimating the mean vector of a multivariate normal distribution under quadratic loss from a frequentist perspective. In Chapter 3 the authors take a Bayesian view of shrinkage estimation in the normal setting. Chapter 4 introduces the general classes of spherically and elliptically symmetric distributions. Point and loss estimation for these broad classes are studied in subsequent chapters. In particular, Chapter 5 extends many of the results from Chapters 2 and 3 to spherically and elliptically symmetric distributions. Chapter 6 considers the general linear model with spherically symmetric error distributions when a residual vector is available. Chapter 7 then considers the problem of estimating a location vector which is constrained to lie in a convex set. Much of the chapter is devoted to one of two types of constraint sets, balls and polyhedral cones. In Chapter 8 the authors focus on loss estimation and data-dependent evidence reports. Appendices cover a number of technical topics including weakly differentiable functions; examples where Stein’s identity doesn’t hold; Stein’s lemma and Stokes’ theorem for smooth boundaries; harmonic, superharmonic and subharmonic functions; and modified Bessel functions.
Download or read book Theory of Point Estimation written by Erich L. Lehmann and published by Springer. This book was released on 1991-06-27 with total page 536 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is concerned with point estimation in Euclidean sample spaces. The first four chapters deal with exact (small-sample) theory, and their approach and organization parallel those of the companion volume, Testing Statistical Hypotheses (TSH). Optimal estimators are derived accord ing to criteria such as unbiasedness, equivariance, and minimaxity, and the material is organized around these criteria. The principal applications are to exponential and group families, and the systematic discussion of the rich body of (relatively simple) statistical problems that fall under these headings constitutes a second major theme of the book. A theory of much wider applicability is obtained by adopting a large sample approach. The last two chapters are therefore devoted to large-sam ple theory, with Chapter 5 providing a fairly elementary introduction to asymptotic concepts and tools. Chapter 6 establishes the asymptotic ef ficiency, in sufficiently regular cases, of maximum likelihood and related estimators, and of Bayes estimators, and presents a brief introduction to the local asymptotic optimality theory of Hajek and LeCam. Even in these two chapters, however, attention is restricted to Euclidean sample spaces, so that estimation in sequential analysis, stochastic processes, and function spaces, in particular, is not covered.
Download or read book Statistical Decision Theory and Related Topics III written by Shanti Swarup Gupta and published by . This book was released on 1982 with total page 552 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Minimax Estimation of Exponential Family Means Over L subscript P Bodies written by MacGibbon, Brenda and published by Montréal : Groupe d'études et de recherche en analyse des décisions. This book was released on 1998 with total page 38 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Annual Report written by Iowa State University. Statistical Laboratory and published by . This book was released on 1969 with total page 584 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Applied Statistical Science III written by Mohammad Ahsanullah and published by . This book was released on 1998 with total page 458 pages. Available in PDF, EPUB and Kindle. Book excerpt: CONTENTS: Partially Adaptive Rank and Regression Rank Scores Tests in Linear Models; An Analysis of Nonoparametric Smoothers; Supercritical Branching Random Walk in D-Dimensional Random Environment; Lack of Fit Tests in Regression With Non-Random Design; Asymptotics of the Deepest Line; Multivariate Rank Statistics Processes and Change Point Analysis; Improved Estimation of the Parameters of an Autoagressive Gaussian Process Under Uncertain Restrictions; Testing Normality For Censored Data; Large Sample theory For Estimators of the Moments Based On Synthetic Data Under Randomly Right-Censoring; The Stein Phenomenon in Simultaneous Estimation: A Review; Two Techniques of Integration By Parts and Some Applications; Conditional Confidence Intervals of Regression Coefficients Following Rejection of Preliminary Test; Order Preserving Estimators of Eigenvalues of the Scale Matrix in the Multivariate F Distribution Under Stein's Loss Function; Sequential Estimation of the Man of An Exponential Distribution Via Partial Piece Wise Sampling; Recent Developments on Probability Matching Priors; On the Informative Presentation of Likelihood; Bahadur Risk, Exponential Families and Recursive Estimation; Some Quick Estimators Based on Sample Maxima; Inferences of Power Function Distribution Based on Ordered Random Variables; Estimation of the Location Parameter of A Cauchy Distribution Using A Ranked Set Sample; On A Delayed Service Queuing System With Random Server Capacity and Impatient Customers; Canonical Co-ordinated for Graphical Representation of Multivariate Data; Some Single Use Confidence Regions in Multivariate Calibration Problem; The Likelihood Ratio Test of Non-Nested Linear Regression Models; Exact Power of Classical Tests for Bivariate Linear Hypothesis; Characterisation of the Gamma and the Complex Case Wishart Densities; Jack-knife and Robust Estimation for the Parameters in Pharmocokinetes.
Download or read book Wissenschaftliche Sitzungen zur Stochastik written by and published by . This book was released on 1983 with total page 448 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Iowa State Journal of Research written by and published by . This book was released on 1979 with total page 958 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Dissertation Abstracts International written by and published by . This book was released on 1980 with total page 560 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Annual Report Statistical Laboratory Iowa State University written by Iowa State University. Statistical Laboratory and published by . This book was released on 1980 with total page 40 pages. Available in PDF, EPUB and Kindle. Book excerpt:
