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Page 1240 of Mathematical Reviews Vol. , Issue 2003B [page]

2003 Mathematical Reviews  
Bayes estimation for the parameter of two-dimensional one-side truncated distribution families with Linex loss.  ...  Summary: “In this paper, we construct the EB estimation for the parameter of the two-dimensional one-side truncated distribution families using Linex loss.  ... 

Page 6752 of Mathematical Reviews Vol. , Issue 91M [page]

1991 Mathematical Reviews  
Yukio Suzuki (Tokyo) 91m:62011 62C12 62F11 Wei, Lai Sheng (PRC-HEF) The convergence rates of empirical Bayes estimation for parameters of two-sided truncation distribution families. Acta Math. Sci.  ...  Thus, the asymptotic optimality and the rate of convergence of {d*} are obtained.  ... 

Page 8576 of Mathematical Reviews Vol. , Issue 2003k [page]

2003 Mathematical Reviews  
Under a new loss function which is a monotone function of the LINEX loss in a certain case, the best invariant estimator is obtained.  ...  Under mild assumptions, its asymptotic optimality is derived. The new procedure is shown to be an improvement over the test by Balakrishnan and Ma in terms of rate of convergence.  ... 

Page 9113 of Mathematical Reviews Vol. , Issue 2004k [page]

2004 Mathematical Reviews  
Empirical Bayes estimation under Linex loss is developed for the parameter of the two-sided exponential distribution, using negatively associated data.  ...  For the problem of estimation of the parameter @ for the normal (0, cO?)  ... 

Page 4566 of Mathematical Reviews Vol. , Issue 2003f [page]

2003 Mathematical Reviews  
Summary: “We investigate the asymptotic optimality and con- vergence rate of the EB test for the parameter of the one-sided truncated distribution families under linex loss.  ...  parameter of one-side truncated distribution families with Linex loss.  ... 

A New Extended Cosine—G Distributions for Lifetime Studies

Mustapha Muhammad, Rashad A. R. Bantan, Lixia Liu, Christophe Chesneau, Muhammad H. Tahir, Farrukh Jamal, Mohammed Elgarhy
2021 Mathematics  
In particular, the stress–strength reliability parameter is estimated via a Bayes method using gamma prior under the square error loss, absolute error loss, maximum a posteriori, general entropy loss,  ...  Maximum likelihood, least-square, percentile, and Bayes methods are considered for parameter estimation. Simulation studies are used to assess these methods and show their satisfactory performance.  ...  Acknowledgments: The authors express their gratitude to the referees for their insightful comments. Conflicts of Interest: The authors declare that they have no conflict of interest.  ... 
doi:10.3390/math9212758 fatcat:77bapgk7bzeadgr5frvlilkiqq

Guaranteed Local Maximum Likelihood Detection of a Change Point in Nonparametric Logistic Regression

A. Vexler, G. Gurevich
2006 Communications in Statistics - Theory and Methods  
Monte Carlo experiments show that the rate of convergence of our asymptotics is fast.  ...  Assuming conjugate priors, we derive closed-form recursive Bayes estimates of the regression parameters and error variances.  ...  ; Loss function; LINEX loss Holmes, C.  ... 
doi:10.1080/03610920500498923 fatcat:jxva2knaxvbpbfmovc7yfwwlhu

Efficient shrinkage in parametric models

Bruce E. Hansen
2016 Journal of Econometrics  
We show that if the shrinkage dimension exceeds two, the asymptotic risk of the shrinkage estimator is strictly less than that of the maximum likelihood estimator (MLE).  ...  This reduction holds globally in the parameter space. We show that the reduction in asymptotic risk is substantial, even for moderately large values of the parameters.  ...  By standard calculations, eh 1 =  1 +  Z 1 and e h 2 =  1 +  Z 2  Also, let Π * 2 (h 2 ) be the prior Π 2 (h 2 ) = E (h 2 | Z)be the Bayes estimator of h 2 under this truncated prior.  ... 
doi:10.1016/j.jeconom.2015.09.003 fatcat:bf4besbj2zcyldd64lohyczirm

Page 1675 of Mathematical Reviews Vol. , Issue Subject Index [page]

Mathematical Reviews  
Kang, Hui Guang (with Zhao, Xiao Shan; Shi, Yi Min) Empirical Bayes estimation for the parameter of one-side truncated families with Linex loss. (Chinese.  ...  An empirical Bayes inference for the von Mises distribution. (English summary) 20011:62003 Shi, Yi Min An empirical Bayes estimation for the parameter of two-sided truncated distribution families.  ... 

Page 1889 of Mathematical Reviews Vol. , Issue Index [page]

Mathematical Reviews  
English and Chinese summaries) Ling, Neng-xiang Convergence rate of E - B estimation for location parameter function of one-side truncated family under NA samples.  ...  Liang, TaChen Optimal convergence rate of empirical Bayes tests for uniform distributions. (English summary) 2004h:62014 — An improved empirical Bayes test for positive exponential families.  ... 

Page 1224 of Mathematical Reviews Vol. , Issue Index [page]

Mathematical Reviews  
Optimal rates of convergence of empirical Bayes tests for the continuous one-parameter exponential family.  ...  English and Chinese summaries) Tong, Hengqing Convergence rates for empirical Bayes estimators of parameters in linear regression models.  ... 

Page 1699 of Mathematical Reviews Vol. , Issue Index [page]

Mathematical Reviews  
(English and Italian summaries) Kang, Hui Guang (with Shi, Yi Min; Zhao, Xiao-shan) Empirical Bayes estimation for the parameter of two-dimensional one-side truncated distribution families with Linex loss  ...  (English summary) 2003b:62016 — Rates of convergence of empirical Bayes tests for a normal mean.  ... 

PAPERS FROM ACTUARIAL JOURNALS WORLDWIDE

2012 Annals of Actuarial Science  
Single copies of all the papers listed here can be obtained, subject to charge and copyright regulations, from the Actuarial Profession's libraries. Issues may be borrowed by members.  ...  Namely, (i) it employs the maximum-entropy method to approximate an appropriate Bayes' estimator (with respect to either the square-error or the Linex loss functions and general increasing and bounded  ...  In pricing excess of loss reinsurance, the traditional method for applying credibility is as a weighted average of two estimates of expected loss: one from experience rating and a second from exposure  ... 
doi:10.1017/s1748499512000103 fatcat:q6oov4w3a5e3dochnvpezxcooe

Page 1094 of Mathematical Reviews Vol. 25, Issue Index [page]

Mathematical Reviews  
(English summary) 93k:62013 Hesselager, Ole Rates of risk convergence of empirical linear Bayes estimators.  ...  (English summary) (see 93g:62002) He, Kun Parametric empirical Bayes confidence intervals based on James-Stein estimator. 93d:62014 He, Zhong Luo Empirical Bayes estimation for parameters of one-dimensional  ... 

Vol. 11, No. 1 (Full Issue)

2012 Journal of Modern Applied Statistical Methods  
Rebecca West at TAMUK for editing the original version of the manuscript. Acknowledgments The authors are thankful to the referees and editor for their valuable comments.  ...  The author wishes to thank and gratefully acknowledge the Biomedical Science Division of ANL for permission granted to work on the female radium dial painter data, T. J.  ...  of θ Parameter The Bayesian estimator of θ is obtained based on record values under the two following loss functions: .  ... 
doi:10.22237/jmasm/1335846480 fatcat:sytwlnlxnjdvhmhdabn4kntbfe
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