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Your search keyword '"Mean squared error"' showing total 2 results
Start Over Descriptor "Mean squared error" Topic parameter estimation Journal journal of statistical planning & inference
2 results on '"Mean squared error"'

1. Estimation of small area event rates and of the associated standard errors

Author

Papageorgiou, Georgios and Ghosh, Malay

Subjects
*PARAMETER estimation, *SMALL area statistics, *MEASUREMENT errors, *DISTRIBUTION (Probability theory), *APPROXIMATION theory, *DATA analysis, *MATHEMATICAL models
Abstract

Abstract: We develop empirical best estimators for small area event rates based on the hierarchical Poisson model with log-normal mixing distribution, when the basic data consists of area level measurements. We derive an approximate expression to the mean squared error of the estimators and we provide a method for estimating this expression. [Copyright &y& Elsevier]

Published
2012
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2. A note on the equivariant estimation of an exponential scale using progressively censored data

Author

Madi, Mohamed T.

Subjects
*PARAMETER estimation, *ANALYSIS of variance, *DATA analysis, *DISTRIBUTION (Probability theory), *NUMERICAL analysis, *RISK management in business
Abstract

Abstract: We consider the problem of estimating the scale parameter of the shifted exponential distribution with unknown location based on a type II progressively censored sample. Under a large class of bowl-shaped loss functions, a smooth estimator, that dominates the minimum risk equivariant estimator of , is proposed. A numerical study is performed and shows that the improved estimator yields significant risk reduction over the MRE. [Copyright &y& Elsevier]

Published
2010
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