Improving Efficiency By Shrinkage
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Improving Efficiency By Shrinkage
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Author : Marvin Gruber
language : en
Publisher: Routledge
Release Date : 2017-11-01
Improving Efficiency By Shrinkage written by Marvin Gruber and has been published by Routledge this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-11-01 with Mathematics categories.
Offers a treatment of different kinds of James-Stein and ridge regression estimators from a frequentist and Bayesian point of view. The book explains and compares estimators analytically as well as numerically and includes Mathematica and Maple programs used in numerical comparison.;College or university bookshops may order five or more copies at a special student rate, available on request.
Theory Of Preliminary Test And Stein Type Estimation With Applications
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Author : A. K. Md. Ehsanes Saleh
language : en
Publisher: John Wiley & Sons
Release Date : 2006-04-28
Theory Of Preliminary Test And Stein Type Estimation With Applications written by A. K. Md. Ehsanes Saleh and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-04-28 with Mathematics categories.
Theory of Preliminary Test and Stein-Type Estimation with Applications provides a com-prehensive account of the theory and methods of estimation in a variety of standard models used in applied statistical inference. It is an in-depth introduction to the estimation theory for graduate students, practitioners, and researchers in various fields, such as statistics, engineering, social sciences, and medical sciences. Coverage of the material is designed as a first step in improving the estimates before applying full Bayesian methodology, while problems at the end of each chapter enlarge the scope of the applications. This book contains clear and detailed coverage of basic terminology related to various topics, including: * Simple linear model; ANOVA; parallelism model; multiple regression model with non-stochastic and stochastic constraints; regression with autocorrelated errors; ridge regression; and multivariate and discrete data models * Normal, non-normal, and nonparametric theory of estimation * Bayes and empirical Bayes methods * R-estimation and U-statistics * Confidence set estimation
Regression Estimators
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Author : Marvin H. J. Gruber
language : en
Publisher: JHU Press
Release Date : 2010-06-30
Regression Estimators written by Marvin H. J. Gruber and has been published by JHU Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-06-30 with Mathematics categories.
Praise for the first edition --
Predictions In Time Series Using Regression Models
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Author : Cory Terrell
language : en
Publisher: Scientific e-Resources
Release Date : 2019-09-02
Predictions In Time Series Using Regression Models written by Cory Terrell and has been published by Scientific e-Resources this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-09-02 with categories.
Regression methods have been a necessary piece of time arrangement investigation for over a century. As of late, new advancements have made real walks in such territories as non-constant information where a direct model isn't fitting. This book acquaints the peruser with fresher improvements and more assorted regression models and methods for time arrangement examination. Open to any individual who knows about the fundamental present day ideas of factual deduction, Regression Models for Time Series Analysis gives a truly necessary examination of late measurable advancements. Essential among them is the imperative class of models known as summed up straight models (GLM) which gives, under a few conditions, a bound together regression hypothesis reasonable for constant, all out, and check information. The creators stretch out GLM methodology deliberately to time arrangement where the essential and covariate information are both arbitrary and stochastically reliant. They acquaint readers with different regression models created amid the most recent thirty years or somewhere in the vicinity and condense traditional and later outcomes concerning state space models.
Handbook Of Research On Icts And Management Systems For Improving Efficiency In Healthcare And Social Care
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Author : Cruz-Cunha, Maria Manuela
language : en
Publisher: IGI Global
Release Date : 2013-04-30
Handbook Of Research On Icts And Management Systems For Improving Efficiency In Healthcare And Social Care written by Cruz-Cunha, Maria Manuela and has been published by IGI Global this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-04-30 with Medical categories.
Through the use of ICT tools, such as the internet, portals, and telecommunication devices, the quality of healthcare has improved in local and global health; aiding in the development of a sustainable economy. Handbook of Research on ICTs and Management Systems for Improving Efficiency in Healthcare and Social Care brings together a valuable research collection on ICT elements needed to improve communication and collaboration between global health institutes, public and private organizations, and foundations. Highlighting the adoption and success factors in the development of technologies for healthcare, this book is essential for IT professionals, technology solution providers, researchers, and students interested in technology and its relationship with healthcare and social services.
Handbook On Shrinking Cities
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Author : Pallagst, Karina
language : en
Publisher: Edward Elgar Publishing
Release Date : 2022-10-18
Handbook On Shrinking Cities written by Pallagst, Karina and has been published by Edward Elgar Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-10-18 with Political Science categories.
Compelling and engaging, this Handbook on Shrinking Cities addresses the fundamentals of shrinkage, exploring its causal factors, the ways in which planning strategies and policies are steered, and innovative solutions for revitalising shrinking cities. Chapters cover topics of governance, ‘greening’ and ‘right-sizing’, and regrowth, laying the relevant groundwork for the Handbook’s proposals for dealing with shrinkage in the age of COVID-19 and beyond.
Monte Carlo And Quasi Monte Carlo Methods 2000
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Author : Kai-Tai Fang
language : en
Publisher: Springer Science & Business Media
Release Date : 2011-06-28
Monte Carlo And Quasi Monte Carlo Methods 2000 written by Kai-Tai Fang and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-06-28 with Mathematics categories.
This book represents the refereed proceedings of the Fourth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing which was held at Hong Kong Baptist University in 2000. An important feature are invited surveys of the state-of-the-art in key areas such as multidimensional numerical integration, low-discrepancy point sets, random number generation, and applications of Monte Carlo and quasi-Monte Carlo methods. These proceedings include also carefully selected contributed papers on all aspects of Monte Carlo and quasi-Monte Carlo methods. The reader will be informed about current research in this very active field.
Risk Reduction And Efficiency Increase In Large Portfolios
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Author : Zhao Zhao
language : en
Publisher:
Release Date : 2019
Risk Reduction And Efficiency Increase In Large Portfolios written by Zhao Zhao and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019 with categories.
Two basic solutions have been proposed to fix the well-documented incompatibility of the sample covariance matrix with Markowitz mean-variance portfolio optimization: first, restrict leverage so much that no short sales are allowed; or, second, linearly shrink the sample covariance matrix towards a parsimonious target. Mathematically, there is a deep connection between the two approaches, and empirically they display similar performances. Recent developments have turned the choice between no-short-sales and linear shrinkage into a false "either-or" dichotomy. What if, instead of 0% leverage we considered fully-invested, long-short 130/30 portfolios, or even 150/50, given that prime brokers, fund regulators and investors have started to allow it? And instead of linearly shrinking the unconditional covariance matrix, what if we allowed for each of the eigenvalues of the sample covariance matrix to have its own shrinkage intensity, optimally determined under large-dimensional asymptotics, while also incorporating Multivariate GARCH effects? Our empirical evidence finds that, indeed, these new developments enable us to have "the best of both worlds" by combining some appropriate leverage constraint with a judiciously chosen shrinkage method. The overall winner is a 150/50 investment strategy where the covariance matrix estimator is a combination of DCC (Dynamic Conditional Correlation - a well-known Multivariate GARCH model) - with NL (Non-Linear shrinkage, a substantial upgrade upon linear shrinkage technology); although 130/30 DCC-NL comes a close second. This is true both in the "pure" case of estimating the Global Minimum Variance portfolio, and also for textbook-style construction of Markowitz mean-variance efficient portfolio.
Shrinkage Estimation Of A Linear Regression
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Author : Kazuhiro Ohtani
language : en
Publisher:
Release Date : 2000
Shrinkage Estimation Of A Linear Regression written by Kazuhiro Ohtani and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2000 with Business & Economics categories.
This book deals with shrinkage regression estimators obtained by shrinking the ordinary least squares (OLS) estimator towards the origin. The author's main concern is to compare the sampling properties of a family of Stein-rule estimators with those of a family of minimum mean squared error estimators. In this book, the author deals with shrinkage regression estimators obtained by shrinking the ordinary least squares (OLS) estimator towards the origin. In particular, he deals with a family of Stein-rule (SR) estimators and a family of minimum mean squared error (MMSE) estimators.
Oecd Rural Studies Shrinking Smartly In Estonia Preparing Regions For Demographic Change
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Author : OECD
language : en
Publisher: OECD Publishing
Release Date : 2022-02-18
Oecd Rural Studies Shrinking Smartly In Estonia Preparing Regions For Demographic Change written by OECD and has been published by OECD Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-02-18 with categories.
Many lower density regions in the OECD face shrinkage, with projections suggesting that half of Europe will need to manage decline in remote regions by 2050. Half of Estonia’s counties experienced population decline greater than 25% since 1991.