Search Results - subject:"minimum mean squared error"

MSE Performance of the Weighted Average Estimators Consisting of Shrinkage Estimators

Namba, Akio; Ohtani, Kazuhiro - Faculty of Economics, Kobe University - 2015

among three estimators; the Stein-rule (SR), minimum mean squared error (MMSE) and the adjusted minimum mean squared error …

Persistent link: https://www.econbiz.de/10011198429

A general optimal approach to Bühlmann credibility theory

Yan, Yujie; Song, Kai-Sheng - In: Insurance / Mathematics & economics 104 (2022), pp. 262-282

Persistent link: https://www.econbiz.de/10013264957

When bullwhip increases in the lead time : an eigenvalue analysis of ARMA demand

Gaalman, Gerard J. C.; Disney, Stephen M.; Wang, Xun - In: International journal of production economics 250 (2022), pp. 1-16

Persistent link: https://www.econbiz.de/10013535783

The bullwhip effect under different information-sharing settings : a perspective on price-sensitive demand that incorporates price dynamics

Ma, Yungao; Wang, Nengmin; Che, Ada; Huang, Fay; Xu, Jinpeng - In: International journal of production research 51 (2013) 10, pp. 3085-3116

Persistent link: https://www.econbiz.de/10009736207

An improved estimation of parameters of Morgenstern type bivariate logistic distribution using ranked set sampling

Singh, Housila P.; Mehta, Vishal - In: Statistica 73 (2013) 4, pp. 437-461

In this paper we have suggested some improved estimator of parameters of Morgenstern type bivariate logistic distribution (MTBLD) using ranked set sampling. We have shown the superiority of the proposed estimators over Chacko and Thomas (2009) estimators.

Persistent link: https://www.econbiz.de/10011124498

Estimation of the variance when kurtosis is known

Wencheko, Eshetu; Chipoyera, Honest - In: Statistical Papers 50 (2009) 3, pp. 455-464

Persistent link: https://www.econbiz.de/10004966061

Operational Variants of the Minimum Mean Squared Error Estimator in Linear Regression Models with Non-Spherical Disturbances

Wan, Alan; Chaturvedi, Anoop - In: Annals of the Institute of Statistical Mathematics 52 (2000) 2, pp. 332-342

Persistent link: https://www.econbiz.de/10005616176

An MSE comparison of the restricted Stein-rule and minimum mean squared error estimators in regression

Ohtani, Kazuhiro - In: TEST: An Official Journal of the Spanish Society of … 7 (1998) 2, pp. 361-376

Persistent link: https://www.econbiz.de/10005759581

Admissibility of estimators of the probability of unobserved outcomes

Cohen, Arthur; Sackrowitz, Harold - In: Annals of the Institute of Statistical Mathematics 42 (1990) 4, pp. 623-636

Persistent link: https://www.econbiz.de/10005616398