منابع مشابه
James-Stein Shrinkage and Second Order Efficiency in Semiparametrics
Abstract: The problem of estimating the centre of symmetry of an unknown periodic function observed in Gaussian white noise is considered. Using the penalized blockwise James-Stein method, a smoothing filter allowing to define the penalized profile likelihood is proposed. The estimator of the centre of symmetry is then the maximizer of this penalized profile likelihood. This estimator is shown ...
متن کاملThe efficiency of second order orientation coherence detection
Neurons in early visual cortex respond to both luminance- (1st order) and contrast-modulated (2nd order) local features in the visual field. In later extra-striate areas neurons with larger receptive fields integrate information across the visual field. For example, local luminance-defined features can be integrated into contours and shapes. Evidence for the global integration of features defin...
متن کاملA second-order stochastic dominance portfolio efficiency measure
In this paper, we introduce a new linear programming second-order stochastic dominance (SSD) portfolio efficiency test for portfolios with scenario approach for distribution of outcomes and a new SSD portfolio inefficiency measure. The test utilizes the relationship between CVaR and dual second-order stochastic dominance, and contrary to tests in Post [14] and Kuosmanen [7], our test detects a ...
متن کاملMeasuring of second-order stochastic dominance portfolio efficiency
In this paper, we deal with second-order stochastic dominance (SSD) portfolio efficiency with respect to all portfolios that can be created from a considered set of assets. Assuming scenario approach for distribution of returns several SSD portfolio efficiency tests were proposed. We introduce a δ-SSD portfolio efficiency approach and we analyze the stability of SSD portfolio efficiency and δ-S...
متن کاملStein Shrinkage with Penalization and Second Order Efficiency in Semiparametrics
Abstract: The problem of estimating the centre of symmetry of an unknown periodic function observed in Gaussian white noise is considered. Using the penalized blockwise Stein method, a smoothing filter allowing to define the penalized profile likelihood is proposed. The estimator of the centre of symmetry is then the maximizer of this penalized profile likelihood. This estimator is shown to be ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Scholarpedia
سال: 2009
ISSN: 1941-6016
DOI: 10.4249/scholarpedia.7084