Suchergebnisse - "Compound decision problems in statistical decision theory"

The moments and central moments of a compound distribution

Autoren: Ou Tang Robert W. Grubbström

Quelle: European Journal of Operational Research. 170:106-119

Schlagwörter: Moments, Stochastic processes, Stochastic models in economics, Compound decision problems in statistical decision theory, Inventory, Central moments, 0211 other engineering and technologies, Inventory, storage, reservoirs, 02 engineering and technology, 0101 mathematics, Compound distribution, 01 natural sciences

Dateibeschreibung: application/xml

Zugangs-URL: https://zbmath.org/2223343
https://doi.org/10.1016/j.ejor.2004.06.012

A Bayesian multiple comparison procedure for ranking the means of normally distributed data

Autoren: Tom L. Bratcher Cody Hamilton

Quelle: Journal of Statistical Planning and Inference. 133:23-32

Schlagwörter: 03 medical and health sciences, 0302 clinical medicine, Bayesian problems, characterization of Bayes procedures, Compound decision problems in statistical decision theory, False discovery error rate, simulations, 0101 mathematics, Mean comparisons, 01 natural sciences, Paired and multiple comparisons, multiple testing

Dateibeschreibung: application/xml

Zugangs-URL: https://www.sciencedirect.com/science/article/pii/S0378375804001077

Asymptotically optimal methods of change-point detection for composite hypotheses

Autoren: Boris Darkhovsky Boris Brodsky

Quelle: Journal of Statistical Planning and Inference. 133:123-138

Schlagwörter: Change-point problem, Compound decision problems in statistical decision theory, 0202 electrical engineering, electronic engineering, information engineering, Composite hypotheses, Optimal stopping in statistics, 02 engineering and technology, 0101 mathematics, 01 natural sciences

Dateibeschreibung: application/xml

Zugangs-URL: https://rmgsc.cr.usgs.gov/outgoing/threshold_articles/Brodsky_Darkhovsky2005.pdf
http://www.sciencedirect.com/science/article/pii/S0378375804001090
https://publications.hse.ru/articles/74669861
https://www.sciencedirect.com/science/article/pii/S0378375804001090

Compound estimation of a monotone sequence: Compound estimation of a monotone sequence.

Autoren: Mostafa Mashayekhi

Quelle: Statistics & Probability Letters. 60:7-15

Schlagwörter: Asymptotically optimal, 05 social sciences, Forces, 01 natural sciences, of mortality, Compound decision problems in statistical decision theory, 0502 economics and business, Censored data, Compound decision theory, 0101 mathematics, Minimum distance, Monotone estimates, Asymptotic properties of parametric estimators, Maximum likelihood

Dateibeschreibung: application/xml

Zugangs-URL: https://EconPapers.repec.org/RePEc:eee:stapro:v:60:y:2002:i:1:p:7-15
https://www.sciencedirect.com/science/article/pii/S0167715202002390
https://ideas.repec.org/a/eee/stapro/v60y2002i1p7-15.html

Insurer’s optimal reinsurance strategies: Insurer's optimal reinsurance strategies

Autoren: D. Zagrodny Lesław Gajek

Quelle: Insurance: Mathematics and Economics. 27:105-112

Schlagwörter: Applications of statistics to actuarial sciences and financial mathematics, Risk theory, insurance, Compound decision problems in statistical decision theory, principles of premium calculation, 0101 mathematics, optimal reinsurance, 01 natural sciences

Dateibeschreibung: application/xml

Zugangs-URL: https://zbmath.org/1525241
https://doi.org/10.1016/s0167-6687(99)00063-3
https://ideas.repec.org/a/eee/insuma/v27y2000i1p105-112.html
http://directory.umm.ac.id/Data%20Elmu/jurnal/I/Insurance%20Mathematics%20And%20Economics/Vol27.Issue1.2000/680.pdf
https://www.sciencedirect.com/science/article/abs/pii/S0167668799000633

Basic concepts of multiple tests — A survey: Basic concepts of multiple tests -- a survey

Autoren: Iris Pigeot

Quelle: Statistical Papers. 41:3-36

Schlagwörter: inconsistent decisions, Compound decision problems in statistical decision theory, Bayesian approach, 0502 economics and business, 05 social sciences, stepwise procedures, Foundations and philosophical topics in statistics, multiple type I error rate, 0101 mathematics, closure principle, multiple power, 01 natural sciences, simultaneous test procedures

Dateibeschreibung: application/xml

Zugangs-URL: https://link.springer.com/article/10.1007%2FBF02925674

Theory & Methods: Set Compound Estimation Under Entropy Loss: Set compound estimation under entropy loss

Autoren: Zhihui Liu

Quelle: Australian & New Zealand Journal of Statistics. 41:439-450

Schlagwörter: entropy loss, mixture density, asymptotic optimality, Compound decision problems in statistical decision theory, 0502 economics and business, 05 social sciences, Point estimation, compound estimation, 0101 mathematics, Statistical aspects of information-theoretic topics, 01 natural sciences

Dateibeschreibung: application/xml

Zugangs-URL: https://zbmath.org/1396055
https://doi.org/10.1111/1467-842x.00097
http://onlinelibrary.wiley.com/doi/10.1111/1467-842X.00097/abstract

On One Generalization of Chernov's Distance: On one generalization of Chernov's distance

Autoren: N. P. Salikhov

Quelle: Theory of Probability & Its Applications. 43:239-255

Schlagwörter: distinguishing between several simple hypotheses, Bayesian decision rule, Bayesian problems, characterization of Bayes procedures, Compound decision problems in statistical decision theory, 0103 physical sciences, 0101 mathematics, Kullback - Leibler distance, Chernov distance, estimates of probabilities of errors, 01 natural sciences, polynomial scheme of trials

Dateibeschreibung: application/xml

Zugangs-URL: https://zbmath.org/1456215
https://doi.org/10.1137/s0040585x97976854
https://epubs.siam.org/doi/abs/10.1137/S0040585X97976854

Recursive procedures for multiple decisions: finite time memory and stepwise maximum likelihood procedure: Recursive procedures for multiple decisions: Finite time memory and stepwise maximum likelihood procedure

Autoren: J. Shi A. L. Rukhin

Quelle: Statistical Papers. 36:155-162

Schlagwörter: boundedness of the likelihood ratios, Statistical decision theory, consistency, asymptotic efficiency, Point estimation, inconsistency, 01 natural sciences, previous decision, Sequential estimation, Compound decision problems in statistical decision theory, current observation, stepwise maximum likelihood procedure, 0101 mathematics, multiple decision problem, error probabilities, necessary and sufficient condition, rate of convergence

Dateibeschreibung: application/xml

Zugangs-URL: https://zbmath.org/769861
https://doi.org/10.1007/bf02926028
https://link.springer.com/content/pdf/10.1007%2FBF02926028.pdf
https://link.springer.com/article/10.1007/BF02926028

Consistency of Posterior Mixtures in the Gaussian Family on a Hilbert Space and Its Applications: Consistency of posterior mixtures in the Gaussian family on a Hilbert space and its applications

Autoren: Suman Majumdar

Quelle: Journal of Multivariate Analysis. 55:187-204

Schlagwörter: Statistics and Probability, Numerical Analysis, Bayesian problems, characterization of Bayes procedures, Compound decision problems in statistical decision theory, 0502 economics and business, 05 social sciences, Empirical decision procedures, empirical Bayes procedures, Statistics, Probability and Uncertainty, 0101 mathematics, 01 natural sciences

Dateibeschreibung: application/xml

Zugangs-URL: https://zbmath.org/844608
https://doi.org/10.1006/jmva.1995.1074
https://www.sciencedirect.com/science/article/pii/S0047259X85710743
https://econpapers.repec.org/RePEc:eee:jmvana:v:55:y:1995:i:2:p:187-204
https://core.ac.uk/display/82788898
https://ideas.repec.org/a/eee/jmvana/v55y1995i2p187-204.html

Bayes compound and empirical Bayes estimation of the mean of a Gaussian distribution on a Hilbert space

Autoren: Suman Majumdar

Quelle: Journal of Multivariate Analysis. 48:87-106

Schlagwörter: Statistics and Probability, Numerical Analysis, Gaussian distribution, mixture of i.i.d. priors, real, separable, infinite-dimensional Hilbert space, prior, estimation of the mean, sequence of Bayes compound estimators, 01 natural sciences, isonormal process, Gaussian distribution on a Hilbert space, empirical Bayes rules, asymptotic optimality, full support, Compound decision problems in statistical decision theory, Empirical decision procedures, empirical Bayes procedures, weighted squared-error-loss, Bayes compound estimators, mixing, mixing hyperprior, Statistics, Probability and Uncertainty, 0101 mathematics, Admissibility in statistical decision theory

Dateibeschreibung: application/xml

Zugangs-URL: https://EconPapers.repec.org/RePEc:eee:jmvana:v:48:y:1994:i:1:p:87-106
https://www.sciencedirect.com/science/article/pii/0047259X9480006H
https://ideas.repec.org/a/eee/jmvana/v48y1994i1p87-106.html

Bayes minimax estimators of a multivariate normal mean

Autoren: Dinesh S. Bhoj Tze Fen Li

Quelle: Statistics & Probability Letters. 11:373-377

Schlagwörter: identity covariance matrix, squared error estimation, Bayesian problems, characterization of Bayes procedures, Estimation in multivariate analysis, prior distribution, Compound decision problems in statistical decision theory, Minimax procedures in statistical decision theory, minimax Bayes estimators, multivariate normal mean, normal class of priors, admissibility

Dateibeschreibung: application/xml

Zugangs-URL: https://zbmath.org/12798
https://doi.org/10.1016/0167-7152(91)90184-s
https://www.sciencedirect.com/science/article/pii/016771529190184S
https://ideas.repec.org/a/eee/stapro/v11y1991i5p373-377.html
http://www.sciencedirect.com/science/article/pii/016771529190184S
https://EconPapers.repec.org/RePEc:eee:stapro:v:11:y:1991:i:5:p:373-377

Estimation of the efficiency of Bol'shev's decision rule in the problem of the distinguishing of two hypotheses

Autoren: M. S. Nikulin

Quelle: Journal of Soviet Mathematics. 52:2955-2964

Schlagwörter: Compound decision problems in statistical decision theory, 0101 mathematics, Nonparametric hypothesis testing, 01 natural sciences

Dateibeschreibung: application/xml

Zugangs-URL: https://link.springer.com/content/pdf/10.1007/BF01103752.pdf
https://link.springer.com/article/10.1007%2FBF01103752

Compound decision theory and empirical Bayes methods: invited paper: Compound decision theory and empirical Bayes methods

Autoren: Zhang, Cun-Hui

Quelle: Ann. Statist. 31, no. 2 (2003), 379-390

Schlagwörter: 0301 basic medicine, 62C12, bibliography, prediction, Empirical Bayes, compound decision theory, 01 natural sciences, Biographies, obituaries, personalia, bibliographies, 03 medical and health sciences, nonparametric inference, 62G08, Compound decision problems in statistical decision theory, Empirical decision procedures, empirical Bayes procedures, 62G05, Nonparametric regression and quantile regression, 0101 mathematics, Nonparametric estimation, empirical Bayes, 62C25

Dateibeschreibung: application/xml; application/pdf

Zugangs-URL: https://projecteuclid.org/journals/annals-of-statistics/volume-31/issue-2/Compound-decision-theory-and-empirical-Bayes-methods-invited-paper/10.1214/aos/1051027872.full
http://projecteuclid.org/DPubS?service=UI&version=1.0&verb=Display&handle=euclid.aos/1051027872
https://projecteuclid.org/download/pdf_1/euclid.aos/1051027872
http://projecteuclid.org/euclid.aos/1051027872

Randomized Allocation with nonparametric estimation for a multi-armed bandit problem with covariates: Randomized allocation with nonparametric estimation for a multi-armed bandit problem with covariates

Autoren: Yang, Yuhong Zhu, Dan Supply Chain Management et al.

Weitere Verfasser: Yang, Yuhong Zhu, Dan Supply Chain Management et al.

Quelle: Ann. Statist. 30, no. 1 (2002), 100-121

Schlagwörter: Statistical Models, sequential allocation, 0211 other engineering and technologies, 02 engineering and technology, randomized allocation, 01 natural sciences, Statistical Methodology, Sequential statistical design, 62L05, nonparametric regression, Compound decision problems in statistical decision theory, con-comitant variable, Nonparametric regression and quantile regression, Multi-armed bandits, 0101 mathematics, 62C25

Dateibeschreibung: application/xml; application/pdf

Zugangs-URL: https://zbmath.org/1829077
https://doi.org/10.1214/aos/1015362186
https://projecteuclid.org/journals/annals-of-statistics/volume-30/issue-1/Randomized-Allocation-with-nonparametric-estimation-for-a-multi-armed-bandit/10.1214/aos/1015362186.full
https://lib.dr.iastate.edu/scm_pubs/77/
https://webdocs.cs.ualberta.ca/~szepesva/CMPUT654/model-based-associative-bandit.pdf
https://projecteuclid.org/download/pdf_1/euclid.aos/1015362186
https://experts.umn.edu/en/publications/randomized-allocation-with-nonparametric-estimation-for-a-multi-a
https://dialnet.unirioja.es/servlet/articulo?codigo=674482
http://projecteuclid.org/euclid.aos/1015362186

Making Multiple Decisions Adaptively: Making multiple decisions adaptively

Autoren: Rukhin, Andrew

Schlagwörter: Multiple Decision Problem, Exponential Families, exponential families, multiple decisions, consistency, General considerations in statistical decision theory, Compound decision problems in statistical decision theory, Minimax procedures in statistical decision theory, adaptation

Dateibeschreibung: application/xml

Zugangs-URL: https://zbmath.org/1569643
https://hdl.handle.net/10525/2164

Bandit problems with infinitely many arms

Autoren: Berry, Donald A Chen, Robert W Zame, Alan et al.

Quelle: Ann. Statist. 25, no. 5 (1997), 2103-2116

Schlagwörter: Bandit problems, Applied Statistics, staying with a winner, dynamic allocation of Bernoulli processes, switching with a loser, 02 engineering and technology, 01 natural sciences, Sequential statistical design, 62L05, Limit theorems in probability theory, bandit problem, Compound decision problems in statistical decision theory, 0202 electrical engineering, electronic engineering, information engineering, sequential experimentation, 0101 mathematics, bandit problems, 60F99, 62C25

Dateibeschreibung: application/xml; application/pdf

Zugangs-URL: https://zbmath.org/1093138
https://doi.org/10.1214/aos/1069362389
https://miami.pure.elsevier.com/en/publications/bandit-problems-with-infinitely-many-arms
https://repository.upenn.edu/statistics_papers/310/
https://projecteuclid.org/download/pdf_1/euclid.aos/1069362389
https://repository.upenn.edu/cgi/viewcontent.cgi?article=1291&context=statistics_papers
https://projecteuclid.org/journals/annals-of-statistics/volume-25/issue-5/Bandit-problems-with-infinitely-many-arms/10.1214/aos/1069362389.full
https://core.ac.uk/display/132271722
http://projecteuclid.org/euclid.aos/1069362389

Asymptotically optimal and admissible decision rules in compound compact Gaussian shift experiments

Autoren: Majumdar, Suman

Quelle: Ann. Statist. 24, no. 1 (1996), 196-211

Schlagwörter: Hilbert-parametrized Gaussian shift experiment, consistency, admissible compound decision rules, 05 social sciences, Hilbert space, qualitative robustness, Compound Bayes rules, 01 natural sciences, component Bayes estimator, full support hyperprior, Gaussian shift experiment, asymptotic optimality, Compound decision problems in statistical decision theory, 0502 economics and business, 62E15, Robustness and adaptive procedures (parametric inference), squared error loss, admissibility, full support hyperprior mixture, 0101 mathematics, 62C15, Gaussian process, 62F35, Admissibility in statistical decision theory, 62C25

Dateibeschreibung: application/xml; application/pdf

Zugangs-URL: https://projecteuclid.org/journals/annals-of-statistics/volume-24/issue-1/Asymptotically-optimal-and-admissible-decision-rules-in-compound-compact-Gaussian/10.1214/aos/1033066206.pdf
https://zbmath.org/922137
https://doi.org/10.1214/aos/1033066206
https://projecteuclid.org/journals/annals-of-statistics/volume-24/issue-1/Asymptotically-optimal-and-admissible-decision-rules-in-compound-compact-Gaussian/10.1214/aos/1033066206.full
https://projecteuclid.org/download/pdf_1/euclid.aos/1033066206
http://projecteuclid.org/euclid.aos/euclid.aos/1033066206
http://projecteuclid.org/euclid.aos/1033066206

A Topological Criterion for Hypothesis Testing: A topological criterion for hypothesis testing

Autoren: Dembo, Amir Peres, Yuval

Quelle: Ann. Statist. 22, no. 1 (1994), 106-117

Schlagwörter: Markov chains, Markov processes: hypothesis testing, Topological spaces with richer structures, 02 engineering and technology, distinguishability, 01 natural sciences, Parametric hypothesis testing, Hypothesis testing, Asymptotic properties of nonparametric inference, Compound decision problems in statistical decision theory, 0202 electrical engineering, electronic engineering, information engineering, moment conditions, 62F03, 60F15, 0101 mathematics, mutually exclusive hypotheses, 62G10

Dateibeschreibung: application/xml; application/pdf

Zugangs-URL: https://zbmath.org/597407
https://doi.org/10.1214/aos/1176325360
https://projecteuclid.org/journals/annals-of-statistics/volume-22/issue-1/A-Topological-Criterion-for-Hypothesis-Testing/10.1214/aos/1176325360.full
https://projecteuclid.org/download/pdf_1/euclid.aos/1176325360
http://projecteuclid.org/euclid.aos/1176325360

On Equivariance and the Compound Decision Problem: On equivariance and the compound decision problem

Autoren: Mashayekhi, Mostafa

Quelle: Ann. Statist. 21, no. 2 (1993), 736-745

Schlagwörter: compound decision, symmetrization of product measures, squared error loss estimation of continuous functions, simple envelope, asymptotically optimal, delete bootstraps rules, 01 natural sciences, \(L1\)-consistency, Equivariance, exponential family, finite action space problems, Compound decision problems in statistical decision theory, Foundations and philosophical topics in statistics, uniform convergence to zero, norm compact set of mutually absolutely continuous probability measures, squared error loss, 0101 mathematics, 62C25, 62A05, continuous loss functions, consistent mixtures, restricted component risk, admissible asymptotically optimal solutions, compound estimation problem, delete bootstrap, asymptotic optimality, minimum distance, equivariance, equivariant envelope, asymptotic excess compound risk of Bayes compound rules

Dateibeschreibung: application/xml; application/pdf

Zugangs-URL: https://projecteuclid.org/download/pdf_1/euclid.aos/1176349147
https://www.jstor.org/stable/2242257
https://projecteuclid.org/journals/annals-of-statistics/volume-21/issue-2/On-Equivariance-and-the-Compound-Decision-Problem/10.1214/aos/1176349147.full
http://projecteuclid.org/euclid.aos/1176349147