ЭБ Коллекция:https://elib.bsu.by:443/handle/123456789/934792026-04-21T05:01:55Z2026-04-21T05:01:55ZEstimation of the Shape Parameter of the Gamma DistributionZaihraiev, O.Podraza-Karakulska, A.https://elib.bsu.by:443/handle/123456789/934882023-09-21T13:40:45Z2007-01-01T00:00:00ZЗаглавие документа: Estimation of the Shape Parameter of the Gamma Distribution
Авторы: Zaihraiev, O.; Podraza-Karakulska, A.
Аннотация: The problem of estimation of an unknown shape parameter under the sample
drawn from the gamma distribution, where the scale parameter is also unknown,
is considered. A new estimator, called the maximum likelihood scale invariant
estimator, is proposed. It is established that the mean square error of this estimator
is less than that of the usual maximum likelihood estimator. The asymptotics
of the mean square error of the new estimator is also obtained.2007-01-01T00:00:00ZRobust 2LS-Estimator for Nonlinear SEM-ModelStaleuskaya, S.https://elib.bsu.by:443/handle/123456789/934872023-09-21T13:40:45Z2007-01-01T00:00:00ZЗаглавие документа: Robust 2LS-Estimator for Nonlinear SEM-Model
Авторы: Staleuskaya, S.
Аннотация: Traditional estimators of parameters of simultaneous equations models are based on
the least squares method. This estimators have good statistical properties under hypothetical
assumptions. Unfortunately, in practice the hypothetical assumptions are
often broken. Following [3, 4], distortions can be classified into two main categories,
namely gross errors and distortions due to the model failure.2007-01-01T00:00:00ZRobust Bayesian Multivariate Forecasting under Distortions of Prior Densities in the Chi-Square MetricShlyk, P. A.Kharin, A. Yu.https://elib.bsu.by:443/handle/123456789/934862023-09-21T13:40:45Z2007-01-01T00:00:00ZЗаглавие документа: Robust Bayesian Multivariate Forecasting under Distortions of Prior Densities in the Chi-Square Metric
Авторы: Shlyk, P. A.; Kharin, A. Yu.
Аннотация: This paper investigates robustness of the multivariate Bayesian forecasting
model under the chi-square metric distortions of priors. The explicit form for
the guaranteed upper risk is obtained and an integral equation for the robust
prediction statistics is given.2007-01-01T00:00:00ZClassification of Autoregressive Time Series under “Outliers”Pirshtuk, I. K.https://elib.bsu.by:443/handle/123456789/934852023-09-21T13:40:45Z2007-01-01T00:00:00ZЗаглавие документа: Classification of Autoregressive Time Series under “Outliers”
Авторы: Pirshtuk, I. K.
Аннотация: The problem of robust classification of autoregressive time series under “outliers”
considered and the asymptotic expansion of the risk of classification is
constructed in the paper.2007-01-01T00:00:00Z