Estimation of Generalized Variance Under an Asymetric Loss Function “Squared Log Error”

In this article, we consider the problem of estimating the generalized variance, when the observation follows from a non singular multivariate normal distribution with unknown mean under the squared log error loss function.     

Admissible and Minimax Estimators of θ r with Truncated Parameter Space Under Squared-Log Error Loss Function

Admissible and minimax estimation of θ ^r in a subclass of the exponential family with truncated parameter space is considered under squared-log error loss function. We give a necessary and sufficient condition for minimaxity and obtain the classes of new admissible and minimax estimators.     

Prediction with Additive Models—Simulation and Application with Real Data

Abstract

In this paper we study the predictor behaviour of the additive model. The prediction equation is introduced as well as the computational considerations to select the smoothing parameters through cross-validation. The additive predictor is compared with a partially linear predictor in a broad simulation study and an application to a real case, prediction of the atmospheric concentration of SO₂ in sample stations.