https://elib.bsu.by:443/handle/123456789/93479 Mon, 20 Apr 2026 09:31:05 GMT 2026-04-20T09:31:05Z https://elib.bsu.by:443/handle/123456789/93488 Заглавие 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. Mon, 01 Jan 2007 00:00:00 GMT https://elib.bsu.by:443/handle/123456789/93488 2007-01-01T00:00:00Z https://elib.bsu.by:443/handle/123456789/93487 Заглавие 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. Mon, 01 Jan 2007 00:00:00 GMT https://elib.bsu.by:443/handle/123456789/93487 2007-01-01T00:00:00Z https://elib.bsu.by:443/handle/123456789/93486 Заглавие 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. Mon, 01 Jan 2007 00:00:00 GMT https://elib.bsu.by:443/handle/123456789/93486 2007-01-01T00:00:00Z https://elib.bsu.by:443/handle/123456789/93485 Заглавие 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. Mon, 01 Jan 2007 00:00:00 GMT https://elib.bsu.by:443/handle/123456789/93485 2007-01-01T00:00:00Z