mean squared error estimators
Estimating a Bounded Normal Mean Relative to Squared Error Loss Function
... mean X , is the maximum likelihood estimator which under squared error loss function is minimax and admissible estimator. In many practical situations, is known in advance to lie in an interval, ...
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Forecasting Spare Parts Demand Using Statistical Analysis
... least error value were ...the mean error (ME), the mean squared error (MSE) and mean absolute deviation ...are estimators of the ...root mean squared ...
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L Quadratic Distribution
... The estimators and the corresponding summary statistics are obtained by the proposed model using MathCAD ...likelihood estimators (MLEs), the mean squared error (MSE), relative absolute ...
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Kernel Mean Shrinkage Estimators
... kernel mean shrinkage estimators and show that these esti- mators can theoretically improve upon the standard empirical estimator, ˆ µ P in terms of the mean squared error (see Theorem ...
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Wavelet Based Density Estimation in Presence of Additive Noise under Various Dependence Structures
... wavelet estimators and analyze their asymptotic mean integrated squared error for additive noise models under certain dependent conditions, the strong mixing case, the β-mixing case and the ...
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A NEW MODIFIED RATIO ESTIMATOR FOR ESTIMATION OF POPULATION MEAN WHEN MEDIAN OF THE AUXILIARY VARIABLE IS KNOWN
... population mean of the study variable when the population median of the auxiliary variable is ...and mean squared error of the proposed estimator are derived and are compared with that of ...
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An empirical Bayes derivation of best linear unbiased predictors
... minimum mean squared error within the class of lin- ear unbiased estimators (see Henderson [9] and Harville [5, 6]); in the Bayesian frame- work, BLUPs have been derived as the posterior ...
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Vol 5, No 7 (2014)
... Bayes estimators for the shape parameter and the reliability function of the Pareto type I distribution under Squared-Log error loss ...these estimators is compared depending on the ...
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Improved generalized family of estimators of population mean using information on transformed auxiliary variables
... population mean Y of the study variable y using information on transformed auxiliary ...of estimators. We have derived the bias and mean squared error (MSE) of the suggested classes of ...
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A comparison of robust estimators in simple linear regression
... The bias and mean squared error (MSE) of the various estimators of slope, intercept, and mean response were estimated and compared in a simulation study.. All computing was done in Fortr[r] ...
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Convex vs Non-Convex Estimators for Regression and Sparse Estimation: the Mean Squared Error Properties of ARD and GLasso
... estimation error is measured in terms of the Mean Squared Error, in the vein of Stein-estimators (James and Stein, 1961; Efron and Morris, 1973; Stein, ...Bayes estimators, which ...
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Bayesian Estimation for Nadarajah-Haghighi Distribution Based on Upper Record Values
... Bayes estimators based on generated record values are ...good estimators under different loss ...the estimators of BSEL function are improved when the value of ...Bayes estimators under SEL ...
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Bayesian Estimation Of Shift Point In Poisson Model Under Asymmetric Loss Functions
... Norstrom(1996) introduced an alternative asymmetric loss function and also presented a general class of precautionary loss function with quadratic loss function as a special case. These loss functions approach infinitely ...
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Reproducing Kernel Hilbert space regression with notes on the Wasserstein Distance
... One of the key problems to overcome in nonparametric regression is overfitting, due to estimators coming from large hypothesis classes. To avoid this phenomenon, it is common to ensure that both the empirical risk ...
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“MODELING AND FORECASTING OF THE STOCK MARKET VOLATILITY OF S&P CNX NIFTY 50 INDEX OF INDIA USING GARCH FAMILY MODELS”
... GARCH model can be prolonged to consist of many number of lags on the squared error term and conditional variance term. The GARCH (a, b) model has „a‟ lags on the conditional variance term and „b‟ on the ...
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Bayesian Analysis of the Mixture of Frechet Distribution under Different Loss Functions
... A comprehensive simulation study was conducted in order to explore the performance of the Bayes estimators, impact of sample size and censoring rate to be appropriate for the model. Samples of sizes n=25, 40, 55 ...
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A Study on The Mixture of Exponentiated-Weibull Distribution
... Bayes estimators for the distribution parameters, reliability function and hazard function with type II censored sample under squared error loss function as well as under LINEX loss ...Bayes ...
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Performance and Analysis of Channel Estimation Techniques for LTE Downlink System under Fading with Mobility
... channel estimators for LTE Downlink systems, the Least Square Error (LSE) and the Linear Minimum Mean Square Error (LMMSE) using QPSK and 16 QAM modulation techniques are studied and also ...
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Bayesian Inference and Prediction for Normal Distribution Based on Records
... To see how the Bayes predictors based on priors 1 and 2 compare to each other, we also carried out a Monte Carlo simulation. We simulated a sample of ten upper record values from the standard normal distribution and used ...
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Analysis of the mean squared derivative cost function
... In this paper, we investigate the mean squared derivative cost functions that arise in various applications such as in motor control, biometrics and optimal transport theory. We provide qualitative ...
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