James-Steinův odhad
| Thesis title in Czech: | James-Steinův odhad |
|---|---|
| Thesis title in English: | James-Stein Estimator |
| Key words: | Empirické Bayesovské postupy|James-Steinův odhad|odhad|přípustnost |
| English key words: | Empirical Bayes|James-Stein estimator|estimate|admissibility |
| Academic year of topic announcement: | 2021/2022 |
| Thesis type: | Bachelor's thesis |
| Thesis language: | čeština |
| Department: | Department of Probability and Mathematical Statistics (32-KPMS) |
| Supervisor: | doc. RNDr. Matúš Maciak, Ph.D. |
| Author: | hidden - assigned and confirmed by the Study Dept. |
| Date of registration: | 25.10.2021 |
| Date of assignment: | 25.10.2021 |
| Confirmed by Study dept. on: | 18.11.2021 |
| Date and time of defence: | 07.09.2023 09:00 |
| Date of electronic submission: | 20.07.2023 |
| Date of submission of printed version: | 24.07.2023 |
| Date of proceeded defence: | 07.09.2023 |
| Opponents: | doc. Mgr. Stanislav Nagy, Ph.D. |
| Guidelines |
| Študent sa stručne oboznámi s empirickými Baysovskými metódami a James-Steinovým odhadom.
Teoretický postup aplikuje na reálnom príklade a pomocou simulácii porovná kvalitu James-Steinového odhadu s inými klasickými metódami. |
| References |
| [1] Efron, B. and Morris, C. (1973). Stein's Estimation Rule and Its Competitors—An Empirical Bayes Approach. Journal of the American Statistical Association, 68(341), 117–130.
[2] James, W. and Stein, C. (1961). Estimation with quadratic loss, Proceedings of Berkeley Symposium on Mathematical Statistics and Probability, Vol. 4(1), 361-379. [3] Stein, C. (1981). Estimation of the Mean of a Multivariate Normal Distribution, The Annals of Statistics, Vol.9(6), 1135-1151. [4] Brown, L. D. (1966). On the admissibility of invariant estimators of one or more location parameters. Annals of Mathematical Statistics, 37(5), 1087–1136. |