Showing 1 - 10 of 20
Persistent link: https://www.econbiz.de/10005375729
Ebrahimi and Pellerey (1995) and Ebrahimi (1996) proposed the Shannon residual entropy function as a useful dynamic measure of uncertainty. They studied the characterization problem from the residual entropy. They also used this function to define a stochastic order and two classes of...
Persistent link: https://www.econbiz.de/10005375744
Persistent link: https://www.econbiz.de/10005375925
Persistent link: https://www.econbiz.de/10005156009
Persistent link: https://www.econbiz.de/10008673982
This article presents the empirical Bayes method for estimation of the transition probabilities of a generalized finite stationary Markov chain whose ith state is a multi-way contingency table. We use a log-linear model to describe the relationship between factors in each state. The prior...
Persistent link: https://www.econbiz.de/10005375730
Persistent link: https://www.econbiz.de/10005375774
Let <InlineEquation ID="IEq3"> <EquationSource Format="TEX">$$\mathcal{M }_{\underline{i}}$$</EquationSource> </InlineEquation> be an exponential family of densities on <InlineEquation ID="IEq4"> <EquationSource Format="TEX">$$[0,1]$$</EquationSource> </InlineEquation> pertaining to a vector of orthonormal functions <InlineEquation ID="IEq5"> <EquationSource Format="TEX">$$b_{\underline{i}}=(b_{i_1}(x),\ldots ,b_{i_p}(x))^\mathbf{T}$$</EquationSource> </InlineEquation> and consider a problem of estimating a density <InlineEquation ID="IEq6"> <EquationSource Format="TEX">$$f$$</EquationSource> </InlineEquation> belonging to such family for...</equationsource></inlineequation></equationsource></inlineequation></equationsource></inlineequation></equationsource></inlineequation>
Persistent link: https://www.econbiz.de/10010995084
In this paper, a focused vector information criterion for model selection and model averaging is considered for the linear model with missing response. Based on the focused information criterion of Hjort and Claeskens (J Am Stat Assoc 98:879–945, <CitationRef CitationID="CR12">2003</CitationRef>) and imputation idea, a frequentist model...</citationref>
Persistent link: https://www.econbiz.de/10010995127
In this paper we study the relationship between regression analysis and a multivariate dependency measure. If the general regression model Y=f([InlineMediaObject not available: see fulltext.]) holds for some function f, where 1≤i <Subscript>1</Subscript> i <Subscript>2</Subscript>···i <Subscript> m </Subscript> ≤k, and X <Subscript>1</Subscript>,...,X <Subscript> k </Subscript> is a set of possible...</subscript></subscript></subscript></subscript></subscript>
Persistent link: https://www.econbiz.de/10005602816