نتایج جستجو برای: calibration estimators

تعداد نتایج: 76719  

2002
Mark J. van der Laan Alan E. Hubbard James M. Robins

We consider estimation of the joint distribution of multivariate survival times ~ T = (T1, . . . , Tk), which are subject to right censoring by a common censoring variable C. Two estimators are proposed: an initial inverse-probability-ofcensoring weighted (IPCW) estimator, and a 1-step estimator. Both estimators incorporate information on available time-independent and time-dependent prognostic...

Journal: :Journal of the Indian Society for Probability and Statistics 2022

In this paper, a log type calibration estimator for estimating the population mean in stratified random sampling has been proposed utilizing available auxiliary information. This also extended case of double when information is not known. The simulation study carried out using R software on real as well artificial datasets. empirical bootstrap estimates percentage relative root squared error (%...

A. Habibi Rad, M. Izanlo,

The unified hybrid censoring is a mixture of generalized Type-I and Type-II hybrid censoring schemes. This article presents the statistical inferences on Generalized Exponential Distribution parameters when the data are obtained from the unified hybrid censoring scheme. It is observed that the maximum likelihood estimators can not be derived in closed form. The EM algorithm for computing the ma...

Gupta and Shabbir (2008) have suggested an alternative form of ratio-type estimator for estimating the population mean. In this paper, we introduced new estimators by mixing two, stratified and cluster sampling method. Then we improved these estimators by using auxiliary variables and introducing new estimators. For sampling in infinite populations with a high geographic dispersion, the populat...

Journal: :J. Multivariate Analysis 2014
Zhiqiang Tan

Consider three different but related problems with auxiliary information: infinite population sampling or Monte Carlo with control variates, missing response with explanatory variables, and Poisson and rejective sampling with auxiliary variables. We demonstrate unified regression and likelihood estimators and study their second-order properties. The likelihood estimators are second-order unbias...

2014
Shenglei Chen Ana M. Martínez Geoffrey I. Webb

Averaged One-Dependence Estimators (AODE) is a popular and effective approach to Bayesian learning. In this paper, a new attribute selection approach is proposed for AODE. It can search in a large model space, while it requires only a single extra pass through the training data, resulting in a computationally efficient two-pass learning algorithm. The experimental results indicate that the new ...

2010
Geoffrey I. Webb Janice R. Boughton Fei Zheng Kai Ming Ting Houssam Salem

Averaged n-Dependence Estimators (AnDE) is an approach to probabilistic classification learning that learns without search. It utilizes a single parameter that transforms the approach between a low-variance high-bias learner (Naive Bayes) and a high-variance low-bias learner with Bayes optimal asymptotic error. It extends the underlying strategy of Averaged One-Dependence Estimators (AODE), whi...

2007
Fei Zheng Geoffrey I. Webb

Averaged One-Dependence Estimators (AODE) classifies by uniformly aggregating all qualified one-dependence estimators (ODEs). Its capacity to significantly improve naive Bayes’ accuracy without undue time complexity has attracted substantial interest. Forward Sequential Selection and Backwards Sequential Elimination are effective wrapper techniques to identify and repair harmful interdependenci...

Journal: :J. Optimization Theory and Applications 2015
Li Chen Jianhui Huang

The main contributions of this paper are three old. First, our primary concern is to investigate a class of stochastic recursive delayed control problems that naturally arise with strong backgrounds but have not been well studied yet. For illustration, some concrete examples are provided here. Second, it is interesting that a new class of time-advanced stochastic differential equations (ASDEs) ...

Journal: :journal of optimization in industrial engineering 2015
mohammad saber fallah nezhad batul rasti

in this paper, a bayesian approach is proposed for shift point detection in an inverse gaussian distribution. in this study, the mean parameter of inverse gaussian distribution is assumed to be constant and shift points in shape parameter is considered. first the posterior distribution of shape parameter is obtained. then the bayes estimators are derived under a class of priors and using variou...

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