preliminary test and shrinkage estimators

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Estimation of the slope parameter for linear regression model with uncertain prior information

Estimation of the slope parameter for linear regression model with uncertain prior information

There has been many studies in the area of the ‘improved’ estimation follow- ing the seminal work of Bancroft (1944) and later Han and Bancroft (1968). They developed the preliminary test estimator that uses uncertain non-sample prior in- formation (not in term of prior distribution), in addition to the sample information. Stein (1956) introduced the Stein-rule (shrinkage) estimator for multivariate nor- mal population that dominates the usual maximum likelihood estimator under the squared error loss criterion. In a series of papers Saleh and Sen (1978, 1985) ex- plored the preliminary test approach to Stein-rule estimation. Many authors have contributed to this area, notably Sclove et al. (1972), Judge and Bock (1978), Stein (1981), Maatta and Casella (1990), and Khan (1998), to mention a few. Ahmed and Saleh (1989) provided comparison of several improved estimators for two mul- tivariate normal populations with a common covariance matrix. Later Khan and Saleh (1995, 1997) investigated the problem for a family of Student-t populations. However, the relative performance of the preliminary test and shrinkage estimators of the slope parameter of linear regression equation has not been investigated.

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On the comparison of the pre-test and shrinkage estimators for the univariate normal mean

On the comparison of the pre-test and shrinkage estimators for the univariate normal mean

There has been many studies in the area of the ‘improved’ estimation follow- ing the seminal work of Bancroft (1944) and later Han and Bancroft (1968). They developed the preliminary test estimator that uses uncertain non-sample prior in- formation (not in the form of prior distributions), in addition to the sample infor- mation. Stein (1956) introduced the Stein-rule (shinkage) estimator for multivariate normal population that dominates the usual maximum likelihood estimators under the square error loss function. In a series of papers Saleh and Sen (1978, 1985) explored the preliminary test approach to Stein-rule estimation. Many authors have contributed to this area, notably Sclove et al. (1972), Judge and Bock (1978), Stein (1981), Maatta and Casella (1990), and Khan (1998), to mention a few. Ahmed and Saleh (1989) provided comparison of several improved estimators for two mul- tivariate normal populations with a common covariance matrix. Later Khan and Saleh (1995, 1997) investigated the problem for a family of Student-t populations. However, the relative performance of the preliminary test and shrinkage estimators of the univariate normal mean has not been investigated.

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Estimation of the intercept parameter for linear regression model with uncertain non-sample prior information

Estimation of the intercept parameter for linear regression model with uncertain non-sample prior information

This paper considers alternative estimators of the intercept parameter of the linear regression model with normal error when uncertain non-sample prior in- formation about the value of the slope parameter is available. The maximum likelihood, restricted, preliminary test and shrinkage estimators are consid- ered. Based on their quadratic biases and mean square errors the relative performances of the estimators are investigated. Both analytical and graph- ical methods are explored. None of the estimators is found to be uniformly dominating the others. However, if the non-sample prior information regard- ing the value of the slope is not too far from its true value, the shrinkage estimator of the intercept parameter dominates the rest of the estimators.

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Estimate the Shape Parameter of Generalize Rayleigh Distribution Using Bayesian – Shrinkage Technique

Estimate the Shape Parameter of Generalize Rayleigh Distribution Using Bayesian – Shrinkage Technique

very close to the true value of the parameter α (i.e.; 𝜁 is approximate close to one), the proposed estimators perform better than the Bayes estimator. If one has no confidence in the guessed value then proposed preliminary test shrunken estimators can be suggested. We can safely use the proposed estimators for small sample size at usual level of significance Δ and moderate value of shrunken weight factor Ψ(. ) .

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Shrinkage estimation of the slope parameters of two parallel regression lines under uncertain prior information

Shrinkage estimation of the slope parameters of two parallel regression lines under uncertain prior information

for the inclusion of non-sample information in conjunction with the sample information is to improve the statistical properties of the estimators. Recently, Khan and Saleh (2001) have used the coefficient of distrust 0 ≤ d ≤ 1, a measure of degree of lack of trust on the null hypothesis, in the estimation of parameters. This coefficient of distrust reflects on the reliability of the prior information. In particular, d = 0 implies no distrust on the null hypothesis, d = 0.5 implies equal distrust and trust in the null hypothesis, and d = 1 implies total distrust in the null hypothesis. The selection of an appropriate value of d is subjective, and individual researcher would determine a specific value of d based on expert knowledge and, or, practical experiences. Combining the sample and non-sample information as well as the coefficient of distrust we propose the shrinkage restricted esti- mator (SRE) and shrinkage preliminary test estimator (SPTE), as a generalization of the restricted and preliminary test estimators, for the slope parameters of two suspected parallel linear regression models. Khan (2003) discussed different estimators of the slope under the suspected parallelism problem. However, it does not deal with the shrinkage preliminary test estimator.

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A study of the conditions and variables that affect the printing  of shrink films on waterbased flexography

A study of the conditions and variables that affect the printing of shrink films on waterbased flexography

The most important challenge of using these inks is that they must be flexible enough to withstand the shrinkage process. If not, the ink could crack or break when the substrate shrinks (Genuario, 2004). In addition to flexibility, inks need to dry quickly under low heat from the dryers, have improved adhesion, and be heat resistant. Because heat is involved in the process, these inks need to be formulated with pigments that won't change color or fade when heat is applied (Sharon, 2004). The printer also has to consider other important factors such as the container material, bottle-blocking resistance, scuff resistance and a high level of opacity of the white ink (George, 2004).

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PRELIMINARY PHYTOCHEMICAL AND PHARMACOGNOSTIC INVESTIGATION OF EULOPHIA OCHREATA LINDL  TUBERS (ORCHIDACEAE)

PRELIMINARY PHYTOCHEMICAL AND PHARMACOGNOSTIC INVESTIGATION OF EULOPHIA OCHREATA LINDL TUBERS (ORCHIDACEAE)

Objective: Eulophia ochreata Lindl (Orchidaceae) is an important traditional medicinal plant,but unknown to most of the people and widely used in treatment of variety of disease by tribes of taluka maval. Plant is unexplored scientifically yet for their identification and use. Therefore, the current study was carried out to perform detailed pharmacognostical and phytochemical analysis of E.ochreata Lindl Method: Systematic pharmacognostic evaluation of tubers of E.ochreata Lindl has been carried out with respect to macroscopy, microscopy, and followed by preliminary phytochemical investigation and estimation of various chemical standards.Result: Tubers are fibrous, woody and perennial with numerous rootlets. Microscopic study shows the presence of cork layer with alternate lignified cells pink in colour, cortex, layer circular, parenchymatus ground tissue, fibro vascular bundles, muciligenous cells and crystals. Qualitative phytochemical test revealed the presence of most important that is alkaloids then saponin glycosides, mucilage, tannins, flavonoids, steroids and triterpenoid. Conclusions: Morphological, and phyto-chemical parameters studied in this paper may be proposed to establish the authenticity of plant Eulophia ochreata, and most important differentiating characteristic is yellow flowers which can probably, helps to differentiate the crude drug from its other species with respect to quality, purity and identification and revealing its important constituents present in plant.

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Optimal forecasting with heterogeneous panels: A Monte Carlo study

Optimal forecasting with heterogeneous panels: A Monte Carlo study

Recently, in several seminal empirical papers Professor Badi Baltagi and associates have focused on investigating which estimator is the “best” when the specified model has to be used for forecast purposes. Baltagi and Grif- fin (1997), Baltagi, Griffin and Xiong (2000), Baltagi, Bresson, Griffin and Pirotte (2003) and Baltagi, Bresson and Pirotte (2002) apply dynamic panel specifications to industrial level data and find that the predictive ability of homogeneous estimators outperforms the predictive ability of heterogeneous and Bayesian estimators over any forecast horizon. Amongst the homoge- neous estimators, GLS and within-2SLS emerge as the best estimators for forecasting purposes, especially when we forecast over a long time span. The superiority of the homogeneous estimators can sound quite reasonable when the panel is short, and when the degree of heterogeneity across units is lim- ited, but it is rather puzzling when the time length T of the panel is large or when the degree of heterogeneity is high. This genuine empirical finding is particularly interesting because the model where we impose homogene- ity is in general rejected by the data. A first interpretation of this apparent counter-intuitive empirical regularity is that a model that is “simple and par- simonious” offers a better forecasting performance. However, using a different dataset, Baltagi, Bresson and Pirotte (2004) find that Bayesian estimators provide the best forecasting performance.

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Shrinkage and Penalty Estimation Strategies in Some Spatial Models

Shrinkage and Penalty Estimation Strategies in Some Spatial Models

The SAR model was first introduced by Whittle (1954) who showed that the least squares estimator of β is inconsistent while Ord (1975) showed that the MLEs for such parameters are consistent estimators. Statistical inference of the SAR model appears mostly in economics literature. For example, Bell and Bockstael (2000) used the generalized-moments estimation technique for the SAR model in the context of micro level spatially correlated data. Lee and Yu (2010) established the asymptotic properties of the quasi-maximum likelihood estimator in economic panel data with fixed effects and SAR errors. Su (2012) proposed generalized method of moments (GMM) estimators for a semiparametric SAR model and derived their limiting distri- butions. Su and Jin (2010) proposed a profile quasi-maximum likelihood estimation of a partially linear SAR model and showed that such estimators are consistent at the usual √ n rate of convergence. An overview of the statistical inference for the SAR model and its variants can be found in Anselin (1988), Cressie (1993), Wall (2004) and Kazar and Celik (2012)

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Shrinkage estimation of non negative mean vector with unknown covariance under balance loss

Shrinkage estimation of non negative mean vector with unknown covariance under balance loss

The paper is outlined as follows: In Sect. 2, some preliminary results are addressed. Section 3 includes the main result, where we give the conditions under which the proposed class of shrinkage estimators dominates the natural estimator under balance loss function, while the numerical performance analysis is investigated by a simulation study in Sect. 4. In Sect. 5, we use the air pollution dataset of USA cities to further demonstrate the superior performance of the shrinkage estimation. The paper is concluded in Sect. 6.

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Adolescence is associated with genomically patterned consolidation of the hubs of the human brain connectome

Adolescence is associated with genomically patterned consolidation of the hubs of the human brain connectome

function, and enriched for risk of schizophrenia, a neuro- developmental disorder with its highest incidence in young adults. We used quantitative multiparameter mapping (MPM) (31) to test these hypotheses on MRI data acquired from a sample of 297 healthy young people sampled from primary healthcare registers, stratified by age, and balanced for sex in the adolescent age range 14–24 y old, with ∼60 participants in each of five age- defined strata: 14–15 y old inclusive, 16–17 y old, 18–19 y old, 20–21 y old, and 22–24 y old (Methods and SI Appendix, Table S1). From the MRI data, we measured CT (millimeters) and MT [percentage units (PU)] at each of 308 cortical regions for all participants. We used linear models to estimate baseline CT and MT at 14 y old and age-related rates of change in the period from 14 to 24 y old (ΔCT and ΔMT) from data on participants of all ages at each regional node. We explored the relationships between these local cortical MRI markers and a few key metrics of complex network topology that have been widely used in prior neuroimaging and other neuroscience studies (review in ref. 32). We focused on the degree and closeness of each node—as measures of nodal “hubness”—and the community structure of the network—defined as a set of sparsely interconnected mod- ules; details of topological connectome analysis are in Methods and SI Appendix. We investigated the relationships between gene transcriptional profiles and colocalized MRI (CT and MT) and network topological phenotypes by multivariate analysis of MRI data on 297 adolescents and whole-genome gene expression maps of six adult human brains (postmortem) provided by the Allen Institute for Brain Science (AIBS) (33); details are in Methods and SI Appendix.

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													Investigation of asset allocation performance using shrinkage estimators for higher moments

1. Investigation of asset allocation performance using shrinkage estimators for higher moments

A major problem implementing portfolio optimization using sample estimations for 2 nd , 3 rd and 4 th co-moments is that of estimation error. Due to the curse of high dimensionality, the estimation error problem becomes far worse for the 3 rd and 4 th co-moments. Ledoit and Wolf appropriately related the use of the sample covariance matrix to be like “error maximization” because of the high estimation error compounded by the tendency of optimizers to hone in on stocks with the highest estimation errors in practice [13]. They suggest a shrinkage estimator for the covariance matrix using a constant correlation utility function (CRRA) approach and they demonstrate how their shrinkage estimator reduces tracking error in real data. Martellini and Ziemann extended Ledoit and Wolf’s methodology to the 3 rd and 4 th co-moments using the constant correlation utility function with a single statistical factor model approach [13, 14, 16]. They demonstrate that the portfolio optimization with improved estimators outperforms portfolios that use sample estimators for optimization. They also show that the single- factor approach out-performs the constant correlation without a statistical factor model in their sample data [16]. Boudt, Lu, and Peeters investigated a multifactor approach to the 3 rd and 4 th co-moments in portfolio optimization [4]. They revealed that portfolio optimization using higher co-moments with a multifactor approach outperformed their benchmark portfolio and

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The Distribution of Model Averaging Estimators and an Impossibility Result Regarding Its Estimation

The Distribution of Model Averaging Estimators and an Impossibility Result Regarding Its Estimation

Model averaging or model mixing estimators have received increased interest in recent years; see, e.g., Yang (2000, 2003, 2004), Magnus (2002), Leung and Barron (2006), and the references therein. [For a discussion of model averaging from a Bayesian perspective see Hoeting et al. (1999).] The main idea behind this class of estimators is that averaging estimators obtained from di¤erent models should have the potential to achieve better overall risk performance when compared to a strategy that only uses the estimator obtained from one model. As a consequence, the above mentioned literature concentrates on studying the risk properties of model averaging estimators and on associated oracle inequalities. In this paper we derive the …nite-sample as well as the asymptotic distribution (under …xed as well as under moving parameters) of the model averaging estimator studied in Leung and Barron (2006); for the sake of simplicity we concentrate on the special case when only two candidate models are considered. Not too surprisingly, it turns out that the …nite- sample distribution (after centering and scaling) depends on unknown parameters, and thus cannot be directly used for inferential purposes. As a consequence, one may be interested in estimators of this distribution, e.g., for purposes of conducting inference. We establish an impossibility result by showing that any estimator of the …nite-sample distribution of the model averaging estimator is necessarily “bad” in a sense made precise in Section 4. While we concentrate on Leung and Barron’s (2006) estimator (in the context of only two candidate models) as a prototypical example of a model averaging estimator in this paper, similar results will typically hold for other model averaging estimators (and more than two candidate models) as well.

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Primary contraction of skin grafts: a porcine preliminary study

Primary contraction of skin grafts: a porcine preliminary study

Skin grafts are widely used and any information regarding their characteristics is valuable. Our preliminary report reveals an expected increased shrinkage of FTSGs compared to STSGs and in a limited number of specimens, the shape of the skin graft seems to affect primary contraction of the STSGs. Although it is difficult to dramatically change the shape of skin grafts, if this feature is ultimately found to alter primary contraction, the results could possibly be applied in clinical practice.

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Influence of Specimen Thicknesson Cracking Behaviorin Restrained Shrinkage Ring Test

Influence of Specimen Thicknesson Cracking Behaviorin Restrained Shrinkage Ring Test

In line with this, a numerical approach is developed in this study to simulate the shrinkage behavior of different thicknesses concrete in restrained ring specimens drying from the outer circumference. A fictitious temperature field was applied on concrete ring specimens in numerical analyses to simulate the mechanical effect of concrete shrinkage on rings under restrained condition. The fictitious temperature field is derived based on free shrinkage test of concrete prisms by considering that the free shrinkage strain of the prisms is caused by the fictitious temperature field applied on them which leads to the same value of contraction as shrinkage does. The stress developmentis analyzed to predict cracking age and position in both thin and thick concrete ring specimens subject to restrained shrinkage. It is expected that the experimental and numerical investigations presented here will help to better understand how the ring test works, stress development and crack initiation/propagation in restrained concrete rings under outer circumferential drying.

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An Investigation Into The Use Of Lime-Stabilized Clay As Subgrade Material

An Investigation Into The Use Of Lime-Stabilized Clay As Subgrade Material

3.1 Mechanical sieve analysis and hydrometer test The sieve analysis and hydrometer test were conducted on the clay soil sample and the results are shown in Figure 1. Figure 1 shows that the soil is fine-grained as more than 30% of the soil fraction passes sieve No 200 (0.0075mm). The high value of the fine content indicates the soil might be clay or silt. Adopting AASHTO classification system, the soil falls within the range of A4 to A7 soils. Further classification reveals that it is an A-7–5 soil as the liquid limit and plasticity index are greater than 41 and 11, respectively. The soils in this group are classified as clay and with group index of zero and they are rated as poor subgrade material.

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Interactive teaching materials based on scientific approach: triangles and quadrilaterals

Interactive teaching materials based on scientific approach: triangles and quadrilaterals

Interactive teaching materials that have been developed further validated by experts and tested in limited scale to a number of seventh grade junior high school students in Serang City. Based on the validation results, it is known that the ITMSA obtained a percentage of total score 85,30% from mathematics experts, 87,80% from educational experts, and 83,60% from multimedia experts. The results of limited trials to 30 junior high school students are obtained a percentage of total score 89,40%. The results of validity test and limited test can be seen more clearly in Figure 3 below.

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A class of shrinkage estimators for the shape parameter of the Weibull lifetime model

A class of shrinkage estimators for the shape parameter of the Weibull lifetime model

The shrinkage estimator of the shape parameter  has been considered by several authors (Singh and Bhatkulikar 1977, Pandey 1983, Pandey, et. al. 1989, Pandey and Singh 1993, and Singh and Shukla 2000). Estimator (5) is also studied for the shape parameter  but in different contexts (Singh et. al. 2002). It may be noted here that other authors (e.g., Kambo et. al. 1990, 1992, Parkash et. al. 2008, and Al-Hemyari et. al. 2009, 2011) have tried to develop new shrinkage estimators of the form (5) for special populations by choosing different weight functions.

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Preliminary Test Estimators and Phi-divergence Measures in Pooling Binomial Data

Preliminary Test Estimators and Phi-divergence Measures in Pooling Binomial Data

It is advantageous to utilize a linear combination of the two sample means ponderated by the sample size of them if E X   coincides with E Y   , i.e., to use the restricted estimator. In many situations it is not clear if E X   = E Y   . In order to tackle this uncertainty we can perform a preliminary test and then choose between a restricted and an unrestricted estimator. This line of thought was first proposed by Bancroft (1944). For a wide study of preliminary test estimators in different statistical problems see Saleh (2006) and references therein.

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Bayesian Shrinkage estimators of the multivariate normal distribution

Bayesian Shrinkage estimators of the multivariate normal distribution

Shrinkage estimation is a method to improve a raw estimator in some sense, by combining it with other information. Although the shrinkage estimator is biased, it is well known that it has minimum quadratic risk compared to natural estimators (mostly the maximum likelihood estimator) ( Karamikabir, Afshari and Arashi, 2018). The shrinkage estimator, have evolved

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