Showing 1 - 10 of 41
This paper considers Bayes and empirical Bayes estimation of the regression parameters in a system of two seemingly unrelated regression (SUR) models with Gaussian disturbances. Employing the covariance-adjusted technique, we obtain a sequence of Bayes estimators and show that this is the best...
Persistent link: https://www.econbiz.de/10010611993
In this paper a system of two seemingly unrelated semi-parametric regression models is considered, in which, following the partial residual procedure, we first show that the weighted least squares estimator (WLSE) of the regression parameter from the system can be expressed as a matrix series....
Persistent link: https://www.econbiz.de/10010587816
For the two-parameter exponential family, a linear Bayes method is proposed to simultaneously estimate the parameter vector consisting of location and scale parameters. The superiority of the proposed linear Bayes estimator (LBE) over the classical UMVUE is established in terms of the mean...
Persistent link: https://www.econbiz.de/10010719685
We consider the augmented Lagrangian method (ALM) as a solver for the fused lasso signal approximator (FLSA) problem. The ALM is a dual method in which squares of the constraint functions are added as penalties to the Lagrangian. In order to apply this method to FLSA, two types of auxiliary...
Persistent link: https://www.econbiz.de/10010698290
Generalized varying coefficient partially linear models are a flexible class of semiparametric models that deal with data with different types of responses. In this paper, we focus on polynomial spline estimator as a computationally easier alternative to the more commonly used local polynomial...
Persistent link: https://www.econbiz.de/10010896482
Persistent link: https://www.econbiz.de/10005167176
Delineating the root-water-uptake (RWU) under the salinity stress condition accurately is important for making rational saline water irrigation schedules. However, RWU is very complex and still incompletely understood, especially under the salinity stress condition. In this study, the linear...
Persistent link: https://www.econbiz.de/10011047743
This article considers the prediction problem of the life-span of a system whose components connected in series and the lifetime of the components follows the exponential distribution with probability density f(x;θ)=θ−1exp⁡(−x/θ)I(x0). Employing the Bayes method, a prior distribution...
Persistent link: https://www.econbiz.de/10011050508
This paper deals with the estimation problem in a system of two seemingly unrelated regression equations where the regression parameter is distributed according to the normal prior distribution . Resorting to the covariance adjustment technique, we obtain the best Bayes estimator of the...
Persistent link: https://www.econbiz.de/10005223130
For an integer p [greater-or-equal, slanted] 0, Singh has considered a class of kernel estimators [latin small letter f with hook]~(p) of the pth order derivative [latin small letter f with hook](p) of a density [latin small letter f with hook] and showed how specializations of some of the...
Persistent link: https://www.econbiz.de/10005254484