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empirical bayes estimators
The convergent rate of empirical bayes estimators for parameters of normal distribution family
      
The best uniform convergence rate of linear empirical bayes estimators
      
Estimation of multiple poisson means: A compromise between maximum likelihood and empirical bayes estimators
      
For estimatingp(? 2) independent Poisson means, the paper considers a compromise between maximum likelihood and empirical Bayes estimators.
      
Following the Bayesian paradigm, the Bayes and empirical Bayes estimators relative to various loss functions are obtained.
      
Finally, asymptotic normality of the empirical Bayes estimators are established.
      
UsingX, Y and the information contained in the observation-vectors obtained fromn independent past experiences of the problem, (empirical Bayes) estimators for β are exhibited.
      
Assessing the performance of empirical bayes estimators
      
Methods for deriving empirical Bayes estimators are generally available.
      
In this paper we provide a general procedure for assessing and comparing the performance of the empirical Bayes estimators and other estimators in a given data set.
      
Mean square error matrix superiority of Empirical Bayes Estimators under misspecification
      
In this paper we investigate Empirical Bayes Estimators (EBE) in a misspecified linear regression model.
      
Corrections to mean square error matrix superiority of empirical Bayes estimators under misspecification
      
A program for monotonizing two empirical bayes estimators in binomial and hypergeometric data distributions
      
The hierarchical model employs a conjugate beta prior that leads to parametric empirical Bayes estimators of the individual agreement parameters.
      
On the lower bounds for mean square error of empirical bayes estimators
      
A class of empirical Bayes estimators of a function b(θ) is proposed.
      
The lower bounds are constructed for mean square errors of the empirical Bayes estimators over the class of all empirical Bayes estimators of b(θ).
      
Empirical Bayes estimators are derived for standardM/M/1 queues,M/M/1 queues with state-dependent arrival and service rates, finite capacityM/M/1 queues with state-dependent rates and for open Jackson networks.
      
The asymptotic properties of the empirical Bayes estimators are derived both with respect to the conditional distribution of the observations given the parameters, and with respect to the joint distribution of the observations and the parameters.
      
 

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