Estimation of a multivariate mean under model selection uncertainty

Improved minimax estimation of a multivariate normal mean under heteroscedasticity

Consider the problem of estimating a multivariate normal mean with a known variance matrix, which is not necessarily proportional to the identity matrix. The coordinates are shrunk directly in proportion to their variances in Efron and Morris’ (J. Amer. Statist. Assoc. 68 (1973) 117–130) empirical Bayes approach, whereas inversely in proportion to their variances in Berger’s (Ann. Statist. 4 (1...

Estimation of the Multivariate Normal Mean under the Extended Reflected Normal Loss Function

An Introduction to Hybrid Model Inventory Control with a Green Supplier Selection Model under Uncertainty

In the current decade, determining the most appropriate supplier as a strategic factor in the supply chain has attracted lots of consideration. On the other hand, organizations do necessary measures to implement green supply chain management in order to improve environmental and economic performance. An important way to implement green supply chain management, could be revising the method of pu...

Ellipsoidal Estimation under Model Uncertainty

Ellipsoidal outer-bounding under model uncertainty is a natural extension of state estimation for models with unknown-but-bounded errors. The technique described in this paper applies to linear discrete-time dynamic systems. Many difficulties arise because of the non-convexity of feasible sets. Analytical optimal or suboptimal solutions are presented, which are counterparts in this context of u...

A Nadir Compromise Programming for Supplier Selection Problem under Uncertainty

Supplier selection is one of the influential decisions for effectiveness of purchasing and manufacturing policies under competitive conditions of the market. Regarding the fact that decision makers (DMs) consider conflicting criteria for selecting suppliers, multiple-criteria programming is a promising approach to solve the problem. This paper develops a nadir compromise programming (NCP) model...