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  • Search: subject:"Risk function"
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Year of publication
Subject
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risk function 15 Risk function 11 Shrinkage estimation 4 Elliptically contoured distribution 3 linear programming 3 Asset allocation 2 Bayes estimation 2 Bayes estimator 2 Bayes-Stein estimator 2 CAPM estimator 2 Dominance 2 James-Stein estimator 2 L1 risk function 2 Liu estimator 2 Minimum-variance estimator 2 Naive diversification 2 Out-ofsample performance 2 Risiko 2 Risk 2 Theorie 2 Theory 2 loss function 2 portfolio optimization 2 preliminary testing 2 second order admissibility 2 62F30 secondary 1 62J99 Asymptotic distributional quadratic bias Asymptotic distributional quadratic risk Attenuation-correction estimator James-Stein-type estimator Positive rule Stein type estimator Preliminary test estimator Risk function 1 Admissibility 1 Assets and liabilities 1 Bandwidth selection 1 Bayes-Statistik 1 Bayesian criterion 1 Bayesian inference 1 Best lower-triangular equivariant minimax estimator 1 Bias 1 Bias function 1 Branch-and-Fix Coordination 1 Business network 1 Characteristic roots 1 Cox regression 1
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Online availability
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Undetermined 24 Free 8
Type of publication
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Article 29 Book / Working Paper 4
Type of publication (narrower categories)
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Article in journal 3 Aufsatz in Zeitschrift 3 Working Paper 1
Language
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Undetermined 23 English 9 Polish 1
Author
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Arashi, M. 2 Crnjac, Dominika 2 Frahm, Gabriel 2 Giles, David E. A. 2 Kibria, B. 2 Lim, Wooi 2 Pal, Nabendu 2 Ahmed, S. 1 Akdeniz, Fikri 1 Arnade, Carlos Anthony 1 Chen, Fuqi 1 Cooper, Joseph C. 1 Ergen, Pelin 1 Escudero, Laureano 1 Feinstein, Charles D. 1 Fujikoshi, Yasunori 1 Garín, Araceli 1 Hafner, Robert 1 Hanley, James 1 Hosoya, Yuzo 1 Joarder, Anwarul 1 Jokiel-Rokita, Alicja 1 Kan, Tamio 1 Kibria, B.M. Golam 1 Klodzinska, Aneta 1 Koldanov, Alexander P. 1 Koldanov, Petr 1 Konno, Hiroshi 1 Köksoy, Onur 1 Landsman, Zinoviy 1 Langbord, Limor 1 León, Teresa 1 Liang, Hua 1 Liern, Vicente 1 Léger, Christian 1 Makov, Udi E. 1 Marco, Paulina 1 Martinovic, Goran 1 Merino, María 1 Miettinen, Olli 1
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Institution
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Department of Economics, University of Victoria 2 Seminar für Wirtschafts- und Sozialstatistik, Wirtschafts- und Sozialwissenschaftliche Fakultät 1
Published in...
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Annals of the Institute of Statistical Mathematics 5 Journal of Multivariate Analysis 3 Metrika 3 Econometrics Working Papers 2 Interdisciplinary Management Research 2 Management Science 2 Statistical Papers / Springer 2 Computational Management Science 1 Computational Statistics 1 Discussion Papers in Econometrics and Statistics 1 Discussion Papers in Statistics and Econometrics 1 European journal of industrial engineering : EJIE 1 Fuzzy Economic Review 1 IMA journal of management mathematics 1 International Journal of Biostatistics 1 Journal of Agricultural and Resource Economics 1 Journal of Applied Statistics 1 Operations Research and Decisions 1 Scandinavian actuarial journal 1 Statistical Methods and Applications 1 TEST: An Official Journal of the Spanish Society of Statistics and Operations Research 1
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Source
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RePEc 29 ECONIS (ZBW) 3 EconStor 1
Showing 11 - 20 of 33
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Improved ridge regression estimators for the logistic regression model
Saleh, A.; Kibria, B. - In: Computational Statistics 28 (2013) 6, pp. 2519-2558
The estimation of the regression parameters for the ill-conditioned logistic regression model is considered in this paper. We proposed five ridge regression (RR) estimators, namely, unrestricted RR, restricted ridge regression, preliminary test RR, shrinkage ridge regression and positive rule RR...
Persistent link: https://www.econbiz.de/10010998499
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On extension of some identities for the bias and risk functions in elliptically contoured distributions
Nkurunziza, Sévérien; Chen, Fuqi - In: Journal of Multivariate Analysis 122 (2013) C, pp. 190-201
In this paper, we are interested in an estimation problem concerning the mean parameter of a random matrix whose distribution is elliptically contoured. We derive two general formulas for the bias and risk functions of a class of multidimensional shrinkage-type estimators. As a by product, we...
Persistent link: https://www.econbiz.de/10010702806
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The multivariate models of the reserves control and their applications
Wojna, Aleksandra; Klodzinska, Aneta - In: Operations Research and Decisions 2 (2005), pp. 83-90
introduce a definition of risk function of the type of downside risk measures and find the explicit formulas for its …
Persistent link: https://www.econbiz.de/10008777225
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Prediction error criterion for selecting variables in a linear regression model
Fujikoshi, Yasunori; Kan, Tamio; Takahashi, Shin; … - In: Annals of the Institute of Statistical Mathematics 63 (2011) 2, pp. 387-403
Persistent link: https://www.econbiz.de/10008925542
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Bayesian estimation of parameters of mixed geometric failure models from Type I group censored sample
Shah, J. B.; Patel, M. N. - In: Journal of Applied Statistics 36 (2009) 5, pp. 495-506
The estimation problem of the parameters of a mixed geometric lifetime model, using Bayesian approach and Type I group censored sample, will be investigated in the case of two subpopulations. The Bayes estimates are derived for squared error, minimum expected, general entropy and linex loss...
Persistent link: https://www.econbiz.de/10004966819
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Improved estimation in multiple linear regression models with measurement error and general constraint
Liang, Hua; Song, Weixing - In: Journal of Multivariate Analysis 100 (2009) 4, pp. 726-741
In this paper, we define two restricted estimators for the regression parameters in a multiple linear regression model with measurement errors when prior information for the parameters is available. We then construct two sets of improved estimators which include the preliminary test estimator,...
Persistent link: https://www.econbiz.de/10005106965
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On multistage Stochastic Integer Programming for incorporating logical constraints in asset and liability management under uncertainty
Escudero, Laureano; Garín, Araceli; Merino, María; … - In: Computational Management Science 6 (2009) 3, pp. 307-327
Persistent link: https://www.econbiz.de/10005061248
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Fitting Smooth-in-Time Prognostic Risk Functions via Logistic Regression
Hanley, James; Miettinen, Olli - In: International Journal of Biostatistics 5 (2009) 1, pp. 1125-1125
When considering treatment options, a physician ideally has access to prognoses for various spans of prospective time, meaning known risks specific for these and also for both treatment and the profile of the patient. Accordingly, investigators ideally would report estimates of such risks from...
Persistent link: https://www.econbiz.de/10005585158
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Sequential estimation of a location parameter from delayed observations
Jokiel-Rokita, Alicja; Stępień, Agnieszka - In: Statistical Papers 50 (2009) 2, pp. 363-372
Persistent link: https://www.econbiz.de/10005167164
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A Saddlepoint Approximation to the Distribution Function of the Anderson-Darling Test Statistic
Giles, David E. A. - Department of Economics, University of Victoria - 2000
The Anderson-Darling goodness-of-fit test has a highly skewed and non-standard limit distribution. Various attempts have been made to tabulate the associated critical points, using both theoretical approximations and simulation methods. We show that a standard saddlepoint approximation performs...
Persistent link: https://www.econbiz.de/10005839156
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