Search Results

The heterogeneity of carbon Kuznets curves for advanced countries: comparing homegeneous, heterogeneous and shrinkage / Bayesian estimators,
Antonio Musolesi and Massimiliano Mazzanti, from HAL (2013)
Keywords: ENVIRONMENTAL KUZNETS CURVES ADVANCED COUNTRIES HETEROGENEOUS PANEL ESTIMATORS BAYESIAN ESTIMATORS CO2 PARAMETER HETEROGENEITY

On Quantile Estimator in Volatility Model with Non-negative Error Density and Bayesian Perspective,
Debajit Dutta, Subhra Sankar Dhar and Amit Mitra, from Emerald Group Publishing Limited (2019)
Keywords: Optimization equation, L-estimator, Bayesian analysis, martingale central limit theorem, non-Gaussian error distribution, Asymmetric Laplace distribution

An application of a minimax Bayes rule and shrinkage estimators to the portofolio selection problem under the Bayesian approach,
Hiroyuki Kashima, in Statistical Papers (2005)
Keywords: portfolio selection problem, maximization of expected utility, Bayesian approach, minimax Bayes rule, shrinkage estimator,

Simulation comparisons between Bayesian and de-biased estimators in low-rank matrix completion,
The Tien Mai, in METRON (2023)
Keywords: Matrix completion, Bayesian method, De-biased estimator, Uncertainty quantification, Confidence interval

Improved estimators for simultaneous estimation of variance components,
Witold Klonecki and Stefan Zontek, in Statistics & Probability Letters (1996)
Keywords: Variance components Quadratic risk function Improved estimators Bayesian estimators

Pointwise optimality of Bayesian wavelet estimators,
Felix Abramovich, Claudia Angelini and Daniela Canditiis, in Annals of the Institute of Statistical Mathematics (2007)
Keywords: Bayes Factor, Bayes model, Bayesian paradox, Besov spaces, Minimax rates, Nonparametric regression, Point estimation, Posterior mean, Posterior median, Wavelets,

A Comparative Study of Different Shrinkage Estimators for Panel Data Models,
G. S. Maddala, Hongyi Li and V. K. Srivastava, in Annals of Economics and Finance (2001)
Keywords: Bayesian shrinkage estimator, Parameter heterogeneity, Stein-rule estimator

The Bayesian Posterior Estimators under Six Loss Functions for Unrestricted and Restricted Parameter Spaces,
Ying-Ying Zhang, from IntechOpen
Keywords: Bayesian estimators, power-log loss function, power-power loss function, restricted parameter spaces, Stein's loss function, Zhang's loss function

A Bayesian Spatial Propensity Score Matching Evaluation of the Regional Impact of Micro-finance,
Rolando Gonzales Martínez, Patricia Aranda and Joel Mendizabal, in Review of Economic Analysis (2017)
Keywords: "Bayesian methods, microfinance, spatial statistics, matching estimators"

Estimating country-specific environmental Kuznets curves from panel data: a Bayesian shrinkage approach,
Thomas Jobert, Fatih Karanfil and Anna Tykhonenko, from HAL (2014)
Keywords: heterogeneity,environmental Kuznets curve,Bayesian shrinkage estimator

On Consistency of the Bayes Estimator of the Density,
Agustín G. Nogales, in Mathematics (2022)
Keywords: Bayesian density estimation; Bayesian estimation of the sampling distribution; posterior predictive distribution; consistency of the Bayes estimator

On the asymptotic efficiency of approximate Bayesian computation estimators,
Wentao Li and Paul Fearnhead, in Biometrika (2018)
Keywords: Approximate Bayesian computation, Dimension reduction, Importance sampling, Partial information, Proposal distribution

On geometry of the set of admissible invariant quadratic estimators in balanced two variance components model,
Konrad Neumann and Stefan Zontek, in Statistical Papers (2004)
Keywords: linear estimator, quadratic estimator, Bayesian quadratic estimator, quadratic loss function, admissibility, quadratic subspace, 62F10, 62J10,

Asymptotic Efficiency of Point Estimators in Bayesian Predictive Inference,
Emanuele Dolera, in Mathematics (2022)
Keywords: asymptotic efficiency; bayesian predictive inference; compatibility equations; decision theory; de Finetti’s representation theorem; exchangeability; Wasserstein distance

Asymptotics for a Bayesian nonparametric estimator of species richness,
Stefano Favaro, Antonio Lijoi and Igor Prunster, from University of Pavia, Department of Economics and Quantitative Methods (2011)
Keywords: Bayesian Nonparametrics; Species sampling models; Asymptotics; s–diversity; Polynomially and exponentially tilted random variables; Completely random measures; Normalized generalized gamma process; Two parameter Poisson–Dirichlet process.

Bayesian estimation of probabilities of default for low default portfolios,
Dirk Tasche, in Journal of Risk Management in Financial Institutions (2013)
Keywords: low default portfolio, probability of default, upper confidence bound, Bayesian estimator

Heteroskedasticity and Clustered Covariances from a Bayesian Perspective,
Gabriel Lewis, from University Library of Munich, Germany (2022)
Keywords: Bayesian; Heteroskedastic; Clustered Covariance; Robust Covariance; Sandwich Estimator

New multivariate kernel density estimator for uncertain data classification,
Byunghoon Kim, Young-Seon Jeong and Myong K. Jeong, in Annals of Operations Research (2021)
Keywords: Uncertain classification, Kernel density estimator, Bayesian classifier, Semiconductor DRAM

Bayesian Inference and Prediction for Normal Distribution Based on Records,
Akbar Asgharzadeh, Reza Valiollahi, Adeleh Fallah and Saralees Nadarajah, in Statistica (2018)
Keywords: Bayesian prediction; Best linear unbiased estimators; Maximum likelihood estimators; Record data

The usefulness of the median CPI in Bayesian VARs used for macroeconomic forecasting and policy,
Brent Meyer and Saeed Zaman, in Empirical Economics (2019)
Keywords: Inflation forecasting, Trimmed-mean estimators, Bayesian Vector Autoregression, Conditional forecasting

On the Bayesian analysis of the earthquake hazard in the North-East Indian peninsula,
Imtiyaz A. Parvez, in Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards (2007)
Keywords: Earthquake occurrences, Bayesian estimators, Extreme values, North-East Indian Peninsula,

The Usefulness of the Median CPI in Bayesian VARs Used for Macroeconomic Forecasting and Policy,
Brent Meyer and Saeed Zaman, from Federal Reserve Bank of Atlanta (2016)
Keywords: inflation forecasting; trimmed-mean estimators; Bayesian vector autoregressions; conditional forecasting

A Bayesian analysis for estimating the number of species in a population using nonhomogeneous Poisson process,
José G. Leite, Josemar Rodrigues and Luis A. Milan, in Statistics & Probability Letters (2000)
Keywords: [pi]-mixture Bayesian estimator Empirical Bayes estimator Exponential model Prior and posterior distributions Metropolis-within-Gibbs

Stability of the Bayesian estimator of the Poisson mean under the inexactly specified gamma prior,
Marek Meczarski and Ryszard Zielinski, in Statistics & Probability Letters (1991)
Keywords: Bayesian estimation model violation robust estimation stable estimation

Double-Robust Estimators: Slightly More Bayesian than Meets the Eye?,
Gustafson Paul, in The International Journal of Biostatistics (2012)
Keywords: Bayesian model averaging, causal inference, double-robust, observational data

A Bayesian approach for correcting bias of data envelopment analysis estimators,
Panagiotis Zervopoulos, Ali Emrouznejad and Sokratis Sklavos, from University Library of Munich, Germany (2019)
Keywords: Data envelopment analysis Super-efficiency Bayesian methods Statistical inference Banking

A Bayesian Spatial Interaction Model Variant of the Poisson Pseudo-Maximum Likelihood Estimator,
James LeSage and Esra Satici, from Springer (2016)
Keywords: Bayesian, Gravity, Poisson pseudo-maximum likelihood, Spatial interaction

On limit distributions of estimators in irregular statistical models and a new representation of fractional Brownian motion,
Nino E. Kordzakhia, Yury A. Kutoyants, Alexander A. Novikov and Lin-Yee Hin, in Statistics & Probability Letters (2018)
Keywords: Bayesian estimators; Maximum likelihood estimators; Location parameter; Irregular statistical experiments; Fractional Brownian motion;

Change point estimation of service rate in M/M/1/m queues: A Bayesian approach,
Saroja Kumar Singh, Gabriel M.B. Cruz and Frederico R.B. Cruz, in Applied Mathematics and Computation (2024)
Keywords: Change point detection; Bayesian estimators; Gauss hypergeometric; Loss functions;

Bayesian penalized Buckley-James method for high dimensional bivariate censored regression models,
Wenjing Yin, Sihai Dave Zhao and Feng Liang, in Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data (2022)
Keywords: Buckley-James estimator, Bayesian penalization, Multivariate survival data, Variable selection

Small sample properties of Bayesian estimators of labor income processes,
Taisuke Nakata and Christopher Tonetti, in Journal of Applied Economics (2015)
Keywords: labor income process, small sample properties, GMM, Bayesian estimation, error component models

Small Sample Properties of Bayesian Estimators of Labor Income Processes,
Taisuke Nakata and Christopher Tonetti, from Board of Governors of the Federal Reserve System (U.S.) (2014)
Keywords: Labor income process; small sample properties; GMM; bayesian estimation; error component models

Bayesian nonparametric estimators derived from conditional Gibbs structures,
Antonio Lijoi, Igor Pruenster and Stephen G. Walker, from ICER - International Centre for Economic Research (2008)
Keywords: Bayesian nonparametric inference; Exchangeable random partitions; Generalized factorial coeffcients; Generalized gamma process; Poisson-Dirichlet process; Population genetics.

Stability of Bayesian inference in exponential families,
Agata Boratynska, in Statistics & Probability Letters (1997)
Keywords: Bayes estimators Classes of priors Robust Bayesian estimation One-parameter exponential family

A Bayesian Approach to Ranking and Rater Evaluation,
Jing Cao, S. Lynne Stokes and Song Zhang, in Journal of Educational and Behavioral Statistics (2010)
Keywords: Bayesian hierarchical model; multirater ordinal data; ranking estimator; rater performance; number of raters

Bayesian analysis in random coefficient m-group regression,
William G. Fortney and Robert B. Miller, in Statistics & Probability Letters (1987)
Keywords: Bayesian random coefficients m-group regression multivariate matricvariate t joint modal estimator marginal modal estimator O'Hagan estimator Monte Carlo study

A note on Bayesian estimation of process capability indices,
Jyh-Jen Horng Shiau, Hui-Nien Hung and Chun-Ta Chiang, in Statistics & Probability Letters (1999)
Keywords: Process capability indices Bayesian approach Bayes estimators Non-informative prior Conjugate prior

A conditional Lindley paradox in Bayesian linear models,
Agniva Som, Christopher M Hans and Steven N MacEachern, in Biometrika (2016)
Keywords: Bayesian linear model, Information paradox, Lindley’s paradox, Mixture of normal distributions, Model selection, Shrinkage estimator

Smoothness in Bayesian Non-parametric Regression with Wavelets,
Marco Di Zio and Arnoldo Frigessi, in Methodology and Computing in Applied Probability (1999)
Keywords: Besov space, loss function, mixture prior, optimal Bayesian estimator, simulated annealing

Generative models and Bayesian inversion using Laplace approximation,
Manuel Marschall, Gerd Wübbeler, Franko Schmähling and Clemens Elster, in Computational Statistics (2024)
Keywords: Bayesian inference, Asymptotic properties of parametric estimators, Generative models, Machine learning, Laplace approximation

Simultaneous probability statements for Bayesian P-splines,
Andreas Brezger and Stefan Lang, from Faculty of Economics and Statistics, Universität Innsbruck (2007)
Keywords: Bayesian p-values, contour probabilities, generalized additive models, Rao-Blackwell estimator

A Discrete Exponential Generalized-G Family of Distributions: Properties with Bayesian and Non-Bayesian Estimators to Model Medical, Engineering and Agriculture Data,
Mohamed S. Eliwa, Mahmoud El-Morshedy and Haitham M. Yousof, in Mathematics (2022)
Keywords: survival discretization; Gibbs sampler; Metropolis–Hastings technique; L-moment structure; bootstrapping approach; Kolmogorov method; Bayesian analysis; Markov chain Monte Carlo; extreme and zero-inflated count data

Bayesian ridge estimators based on copula-based joint prior distributions for regression coefficients,
Hirofumi Michimae and Takeshi Emura, in Computational Statistics (2022)
Keywords: Bayesian regression, Copula, Ridge regression, Vine copula

Bayesian identification of bolted-joint parameters using measured power spectral density,
Yong Zhang, Yan Zhao, Yunyun Lu and Huajiang Ouyang, in Journal of Risk and Reliability (2020)
Keywords: Bolted joint; uncertainty; power spectrum; Bayesian inference; optimal estimator; aero-engine casing

Bayesian inference from type II doubly censored Rayleigh data,
Arturo J. Fernández, in Statistics & Probability Letters (2000)
Keywords: Bayesian estimation and prediction HPD estimator and interval Type II double censoring Rayleigh distribution Reliability function Order statistics

Application of the full Bayesian significance test to model selection under informative sampling,
A. Sikov and J. M. Stern, in Statistical Papers (2019)
Keywords: Informative sampling, Design variables, Inclusion probability, Bayesian significance measures, Horvitz–Thompson estimator, Population distribution, Sample distribution

On the Bayesianity of maximum likelihood estimators of restricted location parameters under absolute value error loss,
Kucerovsky Dan, Marchand Eric, Amir Payandeh and Strawderman William E., in Statistics & Risk Modeling (2009)
Keywords: absolute value error loss, admissibility, Bayes estimators, Fourier transform, Fredholm integral equations

The nonorthogonal estimator,
Matthew Haner, in Statistics & Probability Letters (2005)
Keywords: Fractional replications Unbiased estimators Randomized estimators

Evolving extreme events caused by climate change: A tail based Bayesian approach for extreme event risk analysis,
Mohammad Arif, Faisal Khan, Salim Ahmed and Syed Imtiaz, in Journal of Risk and Reliability (2021)
Keywords: Climate change; rare event; iceberg risk; heavy tail; Bayesian inference; hill; SmooHill estimator

Bayesian expectation maximization algorithm by using B-splines functions: Application in image segmentation,
Atizez Hadrich, Mourad Zribi and Afif Masmoudi, in Mathematics and Computers in Simulation (MATCOM) (2016)
Keywords: Mixture density; B-splines functions; Expectation maximization algorithm; Bayesian estimator; Image segmentation;

Bayesian approach for parameter estimation of continuous-time stochastic volatility models using Fourier transform methods,
Milan Merkle, Yuri F. Saporito and Rodrigo Targino, in Statistics & Probability Letters (2020)
Keywords: Parameter estimation; Stochastic volatility model; Fourier methods; Cuchiero–Teichmann estimator; Heston model; Bayesian estimation;

A Bayesian hierarchical model for identifying significant polygenic effects while controlling for confounding and repeated measures,
McMahan Christopher, Baurley James, Bridges William, Joyner Chase, Kacamarga Muhamad Fitra, Lund Robert, Pardamean Carissa and Pardamean Bens, in Statistical Applications in Genetics and Molecular Biology (2017)
Keywords: Bayesian hierarchical models, EM algorithm, genomic studies, MAP estimator, rice science, shrinkage prior

A comparative study on state-of-charge estimation for lithium-rich manganese-based battery based on Bayesian filtering and machine learning methods,
Chengzhong Zhang, Hongyu Zhao, Liye Wang, Chenglin Liao and Lifang Wang, in Energy (2024)
Keywords: Lithium-rich manganese-based battery; State-of-charge; Bayesian filtering algorithms; Neural network; Joint state estimator;

A generalization of asymptotically linear estimators,
W. Wefelmeyer, in Statistics & Probability Letters (1991)
Keywords: Asymptotically linear estimator regular estimator

Technical note on \"assessing Bayesian model comparison in small samples\",
Enrique Martínez García and Mark Wynne, from Federal Reserve Bank of Dallas (2014)
Keywords: Bayesian

Full-information Bayesian Estimation of Cross-sectional Sample Selection Models,
Sophia Ding and Peter Egger, from Emerald Group Publishing Limited (2020)
Keywords: Sample selection models, spatial econometrics, network econometrics, Bayesian econometrics, cross-section models, full information estimators, C11, C31, C34

Bayesian and Robust Bayesian analysis under a general class of balanced loss functions,
Mohammad Jafari Jozani, Éric Marchand and Ahmad Parsian, in Statistical Papers (2012)
Keywords: Balanced loss function, Bayes estimator, Robust Bayesian analysis, Posterior risk, Posterior regret gamma-minimax, Conditional gamma-minimax, Most stable estimation, 62C05, 62C10, 62C15, 62C20, 62F10, 62F15, 62F30,

A bayesian approach to nonparametric test problems,
Yosiyuki Sakamoto and Makio Ishiguro, in Annals of the Institute of Statistical Mathematics (1988)
Keywords: Goodness of fit test, two-sample nonparametric test, Bayesian model, smoothing prior, nonparametric density estimator, model selection, ABIC, AIC, multinomial logistic transformation, B-spline,

On minimum Kantorovich distance estimators,
Federico Bassetti, Antonella Bodini and Eugenio Regazzini, in Statistics & Probability Letters (2006)
Keywords: Consistency of point estimators Minimum dissimilarity estimators Minimum Kantorovich distance estimators

Averaged Instrumental Variables Estimators,
Yoonseok Lee and Yu Zhou, from Center for Policy Research, Maxwell School, Syracuse University (2015)
Keywords: Averaged estimator, many weak instruments, class estimator

Notes on Use of the Composite Estimator: an Improvement of the Ratio Estimator,
Lui Kung-Jong, in Journal of Official Statistics (2020)
Keywords: Composite estimator, ratio estimator, simple expansion estimator, odds ratio, phi correlation, regression estimator

Performance of the Bootstrap for DEA Estimators and Iterating the Principle,
Leopold Simar and Paul Wilson, from Catholique de Louvain - Institut de statistique (2000)
Keywords: ECONOMETRICS ; ESTIMATOR

Performance of the Bootstrap for DEA Estimators and Iterating the Principle,
Leopold Simar and Paul Wilson, from Catholique de Louvain - Institut de statistique (1999)
Keywords: ECONOMETRICS ; ESTIMATOR

A remark on approximate M-estimators,
Miguel A. Arcones, in Statistics & Probability Letters (1998)
Keywords: M-estimators LAD regression

On universal unbiasedness of delta estimators,
Jose Vidal-Sanz, from Universidad Carlos III de Madrid. Departamento de Estadística (1999)
Keywords: Bias of delta estimators

The Bias of the 2SLS Variance Estimator,
Jan Kiviet and Garry Phillips, from University of Exeter, Department of Economics (1999)
Keywords: ESTIMATOR ; REGRESSION ANALYSIS ; ECONOMETRICS

Improving the James-Stein estimator using the Stein variance estimator,
J. Calvin Berry, in Statistics & Probability Letters (1994)
Keywords: Shrinkage estimator James-Stein estimator Stein variance estimator

Estimator Comparison for the Prediction of Election Results,
Miltiadis S. Chalikias, Georgios X. Papageorgiou and Dimitrios P. Zarogiannis, in Stats (2024)
Keywords: cluster sampling; ratio estimator; Horvitz–Thompson estimator; linear regression estimator

Bayesian estimation for the exponentiated Weibull model under Type II progressive censoring,
Chansoo Kim, Jinhyouk Jung and Younshik Chung, in Statistical Papers (2011)
Keywords: Bayesian estimation, Exponentiated Weibull distribution, Linex loss function, Lindley approximation, Maximum likelihood estimator, Progressive Type II censoring, Squared error loss function,

Influence Function and Efficiency of the Minimum Covariance Determinant Scatter MAtrix Estimator,
C. Croux and G. Haesbroeck, from UNIVERSITE DE LIEGE, Faculte d'economie, de gestion et de sciences sociales, Groupe d'Etude des Mathematiques du Management et de l'Economie (1998)
Keywords: ESTIMATOR ; EFFICIENCY

THE LIMITING DISTRIBUTION OF THE LEAST SQUARES ESTIMATOR IN NEARLY INTEGRATED SEASONAL MODELS,
Pierre Perron, from Princeton, Department of Economics - Econometric Research Program (1990)
Keywords: econometrics ; estimator

Stability under contamination of robust regression estimators based on differences of residuals,
José Ramón Berrendero Díaz, from Universidad Carlos III de Madrid. Departamento de Estadística (1996)
Keywords: S-estimators

The asymptotic equivalence between the iterated improved 2sls estimator and the 3sls estimator,
Hailong Qian and Peter Schmidt, in Econometric Reviews (1997)
Keywords: 2SLS(IV) estimators, Improved 2SLS(IV) estimators, Iterated improved 2SLS(IV) estimators, 3SLS estimators,

Convergence of the optimal M-estimator over a parametric family of M-estimators,
Miguel Arcones, in TEST: An Official Journal of the Spanish Society of Statistics and Operations Research (2005)
Keywords: M-estimators, 62E20,

Combining the Liu-type estimator and the principal component regression estimator,
Deniz Inan, in Statistical Papers (2015)
Keywords: Liu-type estimator, r–k class estimators, Principal component regression estimator, Ridge estimator, Multicollinearity, 62J07,

Moderate deviations for M-estimators,
Miguel Arcones, in TEST: An Official Journal of the Spanish Society of Statistics and Operations Research (2002)
Keywords: M-estimators, moderate deviations, maximum likelihood estimators, 60F10, 62E20,

Averaging estimators for kernel regressions,
Chu-An Liu, in Economics Letters (2018)
Keywords: Cross-validation; Local constant estimator; Local linear estimator; Model averaging;

Bootstrap Confidence Bands for Shrinkage Estimators,
C. Kazimi and David Brownstone, from California Irvine - School of Social Sciences (1994)
Keywords: estimator ; economic models

A matching estimator of household equivalence scales,
Adam Szulc, in Economics Letters (2009)
Keywords: Equivalence scale Matching estimator

On homogeneous James–Stein type estimators,
Djamila Boukehil, Dominique Fourdrinier, Fatiha Mezoued and William E. Strawderman, in Statistics & Probability Letters (2022)
Keywords: James–Stein estimator; Minimaxity;

WHEN ARE TWO STEP ESTIMATORS EFFICIENT?,
M. McLeer and Colin McKenzie, from Australian National University - Department of Economics (1989)
Keywords: regression analysis ; estimator ; econometrics

Minimaxity of Pitman estimators,
Hartmut Milbrodt, in Journal of Multivariate Analysis (1987)
Keywords: Pitman estimators invariant experiments minimaxity

The Hausman pretest estimator,
Viera Chmelarova and Carter Hill, in Economics Letters (2010)
Keywords: Pretest estimator Hausman test Endogeneity

Moments of IV and JIVE estimators,
Russell Davidson and James MacKinnon, from HAL (2009)
Keywords: instrumental variables,JIVE,moments of estimators

Bayesian signaling,
Jonas Hedlund, from University of Heidelberg, Department of Economics (2014)
Keywords: Bayesian Persuasion; Signaling.

The Bayesian Score Statistic,
Frank Kleibergen, Richard Kleijn and Richard Paap, from Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2000)
Keywords: bayesian statistics

Bayesian Approach and Identification,
Andrzej Kocięcki, from University Library of Munich, Germany (2013)
Keywords: Bayesian, Identification

A simple and competitive estimator of location,
Y. M. Chan and Xuming He, in Statistics & Probability Letters (1994)
Keywords: Breakdown point robust estimator Hodges-Lehmann estimator Huber's M-estimator location mean median efficiency

Estimators of the Parameters of Beta Distribution,
Kartlos Joseph Kachiashvili and David I. Melikdzhanjan, in Sankhya B: The Indian Journal of Statistics (2019)
Keywords: Beta distribution, Maximum likelihood estimator, Biased estimator, Unbiased estimator, Iteration algorithm, Optimization algorithm

Evaluation and Comparison of Estimators in the Gompertz Distribution,
Sanku Dey, Tanmay Kayal and Yogesh Mani Tripathi, in Annals of Data Science (2018)
Keywords: Gompertz distribution, Maximum likelihood estimator, Uniformly minimum variance unbiased estimator, Least square estimator, Percentile estimator, Cramér–von-Mises estimator