Minimum Variance Estimator - Articles - Scientific Research Publishing

A Geometric Approach to Conditioning and the Search for Minimum Variance Unbiased Estimators (Articles)

James E. Marengo, David L. Farnsworth

Open Journal of Statistics Vol.11 No.3, June 25, 2021

DOI: 10.4236/ojs.2021.113027 400 Downloads 2,152 Views Citations
Bayes Shrinkage Minimax Estimation in Inverse Gaussian Distribution (Articles)

Gyan Prakash

Applied Mathematics Vol.2 No.7, July 12, 2011

DOI: 10.4236/am.2011.27111 14,549 Downloads 38,070 Views Citations
Influence Functions for Risk and Performance Estimators (Articles)

Shengyu Zhang, R. Douglas Martin, Anthony A. Christidis

Journal of Mathematical Finance Vol.11 No.1, February 4, 2021

DOI: 10.4236/jmf.2021.111002 987 Downloads 3,553 Views Citations
This article belongs to the Special Issue on Portfolio Theory and Risk Management
A Comparison of Minimum Risk Portfolios under the Credit Crunch Crisis (Articles)

Theodoros Mavralexakis, Konstantinos Kiriakopoulos, George Kaimakamis, Alexandros Koulis

Journal of Mathematical Finance Vol.1 No.2, August 25, 2011

DOI: 10.4236/jmf.2011.12005 5,833 Downloads 13,455 Views Citations
Minimum MSE Weighted Estimator to Make Inferences for a Common Risk Ratio across Sparse Meta-Analysis Data (Articles)

Chukiat Viwatwongkasem, Sutthisak Srisawad, Pichitpong Soontornpipit, Jutatip Sillabutra, Pratana Satitvipawee, Prasong Kitidamrongsuk, Hathaikan Chootrakool

Open Journal of Statistics Vol.12 No.1, February 14, 2022

DOI: 10.4236/ojs.2022.121004 264 Downloads 1,302 Views Citations
High Dimensionality Effects on the Efficient Frontier: A Tri-Nation Study (Articles)

Rituparna Sen, Pulkit Gupta, Debanjana Dey

Journal of Data Analysis and Information Processing Vol.4 No.1, February 15, 2016

DOI: 10.4236/jdaip.2016.41002 4,085 Downloads 6,003 Views Citations
Determining Optimal Portfolio in a Three-Asset Portfolio Mix in Nigeria (Articles)

Amenawo I. Offiong, Hodo B. Riman, Eyoanwan E. Eyo

Journal of Mathematical Finance Vol.6 No.4, October 11, 2016

DOI: 10.4236/jmf.2016.64041 11,084 Downloads 25,173 Views Citations
This article belongs to the Special Issue on Portfolio Theory and Risk Management
Block Iterative STMV Algorithm and Its Application in Multi-Targets Detection (Articles)

Daizhu Zhu, Haoquan Guo, Yuanao Wei, Kaiju Wang

Journal of Applied Mathematics and Physics Vol.8 No.7, July 24, 2020

DOI: 10.4236/jamp.2020.87103 480 Downloads 1,236 Views Citations
Modeling and Adaptive Self-Tuning MVC Control of PAM Manipulator Using Online Observer Optimized with Modified Genetic Algorithm (Articles)

Ho Pham Huy Anh, Nguyen Thanh Nam

Engineering Vol.3 No.2, March 18, 2011

DOI: 10.4236/eng.2011.32016 6,178 Downloads 10,908 Views Citations
Minimum MSE Weights of Adjusted Summary Estimator of Risk Difference in Multi-Center Studies (Articles)

Chukiat Viwatwongkasem, Jirawan Jitthavech, Dankmar Bohning, Vichit Lorchirachoonkul

Open Journal of Statistics Vol.2 No.1, January 6, 2012

DOI: 10.4236/ojs.2012.21006 4,897 Downloads 8,966 Views Citations
The Usage of the Digital Controller in Regulating Boost Converter (Articles)

Muhanad D. Almawlawe, Darko Mitic, Marko Milojevic

Circuits and Systems Vol.6 No.12, December 9, 2015

DOI: 10.4236/cs.2015.612027 4,727 Downloads 6,145 Views Citations
Estimation of Population Variance Using the Coefficient of Kurtosis and Median of an Auxiliary Variable under Simple Random Sampling (Articles)

Tonui Kiplangat Milton, Romanus Otieno Odhiambo, George Otieno Orwa

Open Journal of Statistics Vol.7 No.6, December 4, 2017

DOI: 10.4236/ojs.2017.76066 1,328 Downloads 3,472 Views Citations
Multiobjective Stochastic Linear Programming: An Overview (Articles)

A. Segun Adeyefa, Monga K. Luhandjula

American Journal of Operations Research Vol.1 No.4, December 5, 2011

DOI: 10.4236/ajor.2011.14023 6,875 Downloads 16,230 Views Citations
Likelihood and Quadratic Distance Methods for the Generalized Asymmetric Laplace Distribution for Financial Data (Articles)

Andrew Luong

Open Journal of Statistics Vol.7 No.2, April 30, 2017

DOI: 10.4236/ojs.2017.72025 1,648 Downloads 3,451 Views Citations
A Hausman Type Test for Differences between Least Squares and Robust Time Series Factor Model Betas (Articles)

Tatiana A. Maravina, R. Douglas Martin

Journal of Mathematical Finance Vol.12 No.2, May 30, 2022

DOI: 10.4236/jmf.2022.122023 378 Downloads 1,892 Views Citations
Outlier Detection Based on Robust Mahalanobis Distance and Its Application (Articles)

Xu Li, Songren Deng, Lifang Li, Yunchuan Jiang

Open Journal of Statistics Vol.9 No.1, January 24, 2019

DOI: 10.4236/ojs.2019.91002 2,462 Downloads 11,728 Views Citations
Portfolio Optimization of Some Stocks on the Ghana Stock Exchange Using the Markowitz Mean-Variance Approach (Articles)

Anuwoje Ida Logubayom, Togborlo Annani Victor

Journal of Financial Risk Management Vol.8 No.1, March 22, 2019

DOI: 10.4236/jfrm.2019.81003 1,738 Downloads 4,497 Views Citations
Mean-Variance Portfolio Choice with Uncertain Variance-Covariance Matrix (Articles)

Wei Guo, Yichao Wang, Danping Qiu

Journal of Financial Risk Management Vol.9 No.2, April 23, 2020

DOI: 10.4236/jfrm.2020.92004 1,219 Downloads 3,432 Views Citations
Minimizing the Variance of a Weighted Average (Articles)

Doron J. Shahar

Open Journal of Statistics Vol.7 No.2, April 24, 2017

DOI: 10.4236/ojs.2017.72017 6,134 Downloads 13,673 Views Citations
The Informational Content in Lepto-Variance and Its Relation to Higher Moments^* (Articles)

Vassilis Polimenis

iBusiness Vol.17 No.3, September 25, 2025

DOI: 10.4236/ib.2025.173013 132 Downloads 482 Views Citations

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