Improved Estimation Under Squared Error Loss Function
Improved estimation for linear models under different loss functions
... 1.1 Improved Estimation Under Squared Error Loss Function 3 ...1.1 Improved Estimation Under Squared Error Loss Function ...
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Minimax Estimation of the Scale Parameter of Laplace Distribution under Squared-Log Error Loss Function
... More information about the firm can be found on the homepage: http://www.iiste.org CALL FOR JOURNAL PAPERS There are more than 30 peer-reviewed academic journals hosted under the hosting platform. Prospective ...
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Estimating a Bounded Normal Mean Relative to Squared Error Loss Function
... Received: 22 December 2010 / Revised: 23 July 2011 / Accepted: 9 October 2011 Abstract Let X 1 ,..., X n be a random sample from a normal distribution with unknown mean and known variance 2 . The usual estimator of ...
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Minimax Estimator of a Lower Bounded Parameter of a Discrete Distribution under a Squared Log Error Loss Function
... Received: 18 October 2010 / Revised: 1 August 2011 / Accepted: 27 January 2012 Abstract The problem of estimating the parameter θ, when it is restricted to an interval of the form [ ,1] m , in a class of discrete ...
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Minimax Estimation of the Scale Parameter in a Family of Transformed Chi-Square Distributions under Asymmetric Squared Log Error and MLINEX Loss Functions
... distributions, under asymmetric squared log error (SLE) and modified linear exponential (MLINEX) loss functions, using the Lehmann Theorem ...
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Estimation of Scale Parameter Under a Bounded Loss Function
... this loss with its infinite maximum value, is not appropriate in describing , for example, the loss associated with a ...bounded loss functions are more appropriate than the unbounded one [10] and ...
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Improved estimation for linear models under different loss functions
... investigates improved estimators of the parameters of the linear regression models with normal errors, under sample and non-sample prior in- formation about the value of the ...bias, squared ...
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Bayesian estimation of the Rayleigh distribution under different loss function
... the estimation of the pa- rameter and some reliability characteristics, as the reliability and the failure rate ...approach under different loss function (squared loss and Linex ...
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Parameter Estimation Error in Tests of Predictive Performance under Discrete Loss Functions
... test under a discrete loss function is subject to the following problem: since M 1 and M 2 make similar forecasts then, for small values of P we sometimes have realizations for which the P ...
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Bayesian Estimation for the Pareto Income Distribution under Asymmetric LINEX Loss Function
... the loss function may be ...the loss un- der consideration was Squared Error loss ...SEL function is inappropri- ate in many ...financial loss. In some ...
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Shrinkage estimation with a matrix loss function
... matrix loss function focuses on the error for each linear combination of the elements of θ ; the scalar loss function pools the errors across the elements of θ ...that under the ...
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The Effectiveness of the Squared Error and Higgins Tsokos Loss Functions on the Bayesian Reliability Analysis of Software Failure Times under the Power Law Process
... time-varying function by using its intensity ...a loss function is an im- portant entity of the Bayesian ...Process under the squared error and Higgins-Tsokos loss ...
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Estimation under a Finite Mixture of Exponentiated Exponential Components Model and Balanced Square Error Loss
... square error loss function and objective prior, are used to obtain estimators based on balanced square error loss function for the parameters, survival and hazard rate functions ...
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Bayes Estimation of Parameter of Laplace Distribution Under a New LINEX-Based Loss Function
... Loss function plays important role in Bayesian statistical inference. Squared error loss function is the most often used function in Bayesian ...situations, squared ...
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ESTIMATION OF PARAMETERS AND RELIABILITY FUNCTION OF EXPONENTIATED EXPONENTIAL DISTRIBUTION: BAYESIAN APPROACH UNDER GENERAL ENTROPY LOSS FUNCTION
... estimate under the weighted squared-error loss ...Reliability function will not be ...estimators under both the loss ...
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Minimax Estimation of the Mean Matrix of the Matrix Variate Normal Distribution under the Divergence Loss Function
... The biases versus n are drawn in Figure 1. The mean squared errors versus n are drawn in Figure 2. We see that the estimator in Theorem 8 has consistently smaller bias and consistently smaller mean squared ...
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Bayesian Estimation of Reliability Function for A Changing Exponential Family Model under Different Loss Functions
... the loss criterion is specified in order to obtain best ...of loss function is squared error loss function (SELF) which assigns equal magnitudes to both positive and ...
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Bayes Estimation of Traffic Intensity in M/M/1 Queue under a Precautionary Loss Function
... Abstract Bayesian estimators of the traffic intensity in an M/M/1 queue are derived under a new weighted square error loss function. These Bayes estimators are obtained based on two different ...
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The minimum omega squared-method of estimation
... the loss function has a unique minimum when ever a minimum exists, otherwise they are ...the loss function is strictly convex at its minimum. Under this assumption3 all the results of ...
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Bayes Estimators for the Shape Parameter of Pareto Type I Distribution under Generalized Square Error Loss Function
... involving estimation of parameter of Pareto type I distribution under different loss functions using exponential prior distribution with small value of ג(ג = ...
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