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analyse économique - iate.europa.eu

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Estimation of bounded location and scale parameters... Key words and phrases: Bayes estimator, bounded mean, decision theory, improved estimator, location family, minimaxity, monotone likelihood ratio, Pitman estimator
général - core.ac.uk - PDF: www.scipress.org
Pitman estimators: an asymptotic variance revisitedWe provide an analytic expression for the variance of ratio of integral functionals of fractional Brownian motion which arises as an asymptotic variance of Pitman estimators for a location parameter of independent identically distributed observations....
général - core.ac.uk - PDF: opus.lib.uts.edu.au
Comparisons of the performances of estimators of a bounded normal mean... Nine estimators are compared, namely the maximum likelihood estimator (mle), three dominators of the mle obtained from Moors, from Charras and from Charras and van Eeden, two minimax estimators from Casella and Strawderman, a Bayes estimator of Marchand and Perron, the Pitman estimator and Bickel’s asymptotically-minimax estimator....
général - core.ac.uk - PDF: www.ine.pt
Learning an overcomplete dictionary using a cauchy mixture model for sparse decay... Keywords—expectation-maximization, Pitman estimator, sparse decompositio
général - core.ac.uk - PDF: citeseerx.ist.psu.edu
Comparisons of the performances of estimators of a bounded normal mean under squared-error loss by... Eight estimators are compared, namely, the maximum likelihood estimators (mle), three dominators of the mle obtained from Moors (1981, 1985), Charras (1979) and Charras and van Eeden (1991), two minimax estimators from Casella and Strawderman (1981), the Pitman estimator and Bickel’s (1981) asymptotically-minimax estimator....
général - core.ac.uk - PDF: www.stat.ubc.ca

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analyse économique / sciences - iate.europa.eu
analyse économique / sciences - iate.europa.eu
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