Search results for "Stein's unbiased risk estimate"

showing 2 items of 2 documents

A novel Stochastic Discretized Weak Estimator operating in non-stationary environments

2012

The task of designing estimators that are able to track time-varying distributions has found promising applications in many real-life problems. A particularly interesting family of distributions are the binomial/multiomial distributions. Existing approaches resort to sliding windows that track changes by discarding old observations. In this paper, we report a novel estimator referred to as the Stochastic Discretized Weak Estimator (SDWE), that is based on the principles of Learning Automata (LA). In brief, the estimator is able to estimate the parameters of a time varying binomial distribution using finite memory. The estimator tracks changes in the distribution by operating on a controlled…

Mathematical optimizationDelta methodMinimum-variance unbiased estimatorEfficient estimatorConsistent estimatorStein's unbiased risk estimateApplied mathematicsEstimatorTrimmed estimatorInvariant estimatorMathematics2012 International Conference on Computing, Networking and Communications (ICNC)
researchProduct

Finite Sample Efficiency and Drawbacks: An Illustration

2011

Historically, finite-sample efficiency was the first notion of optimality introduced and it is still encountered in introductory statistics texts. The definition has several drawbacks however, one being that it is restricted to the class of unbiased estimators. An example is given to illustrate this.

Mathematical optimizationEfficiencyStein's unbiased risk estimateEstimatorSample (statistics)Class (philosophy)U-statisticMathematicsSSRN Electronic Journal
researchProduct