论文检索

This paper discusses the simultaneous inference of mean parameters in a family of distributions with quadratic variance function. We first introduce a class of semi-parametric/parametric shrinkage estimators and establish their asymptotic optimality properties. Two specific cases, the location-scale family and the natural exponential family with quadratic variance function, are then studied in detail. We conduct a comprehensive simulation study to compare the performance of…

异方差层级模型中的 SURE 估计AI 解读

Hierarchical models are extensively studied and widely used in statistics and many other scientific areas. They provide an effective tool for combining information from similar resources and achieving partial pooling of inference. Since the seminal work by James and Stein (1961 James, W. and Stein, C. M. 1961. “Estimation With Quadratic Loss,”. Proceedings of the 4th Berkeley Symposium on Probability and Statistics, I: 367–379. [Google Scholar]) and Stein (1962 Stein, C. M.…

分布依赖的可折叠性AI 解读

Summary Cox and Wermuth proposed that the partial derivative of the conditional distribution function of a random variable Y given another X is used for measuring association between two variables with arbitrary distributions. The paper presents a necessary and sufficient condition for uniform collapsibility of this association measure over a third variable W.