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An Efficient Class of Chain Estimators of Population Variance under Sub-Sampling Scheme
auxiliary variable chain estimator consistent estimator double sampling technique mean square error optimum estimator study variable
2009/3/9
For estimating the population variance S2y of study variable y, a class of chain estimators of S2y has been proposed in the presence of two auxiliary variables x and z by using known information on po...
Simple Estimators for Parametric Markovian Trend of Ergodic Processes Based on Sampled Data
discrete sampling parametric estimation stochastic differential equation trajectory-fitting
2009/3/9
Let X be a stochastic process obeying a stochastic differential equation of the form dXt = b(Xt, θ)dt + dYt, where Y is an adapted driving process possibly depending on X’s past history, and θ ∈ Θ ...
Dual of Ratio Estimators of Finite Population Mean Obtained on Using Linear Transformation to Auxiliary Variable
bias efficiency most efficient estimator preference region simple random sampling without replacement unbiased estimator variance
2009/3/6
The efficiencies of the ratio- type estimators have been increased by using linear transformation on auxiliary variable in the literature. But such type of estimators requires the additional knowledge...
Multiple Comparisons Based on R-estimators in the One-Way Layout
asymptotic property robust statistics simultaneous confidence intervals simultaneous tests single-step procedures
2009/3/5
In a one-way analysis of variance model, robust versions based on R-estimators are proposed for single-step multiple comparisons procedures discussed by Tukey (1953), Dunnett (1955), and Scheffé (1953...
Consistencies and rates of convergence of jump-penalized least squares estimators
Jump detection adaptive estimation penalized maximum likelihood approximation spaces change-point analysis multiscale resolution analysis
2010/3/18
We study the asymptotics for jump-penalized least squares regression
aiming at approximating a regression function by piecewise
constant functions. Besides conventional consistency and convergence
...
ASYMPTOTIC BEHAVIOUR OF REGULAR ESTIMATORS
Extreme values domain of attraction excesses generalized Pareto distribution maximum likelihood estimators
2009/2/26
The P.O.T. (Peaks-Over-Threshold) approach consists of using the generalized Pareto
distribution (GPD) to approximate the distribution of excesses over thresholds.
We use the maximum likelihood esti...
COMPARISON OF WEIBULL TAIL-COEFFICIENT ESTIMATORS
Weibull tail-coefficient extreme quantile extreme value theory asymptotic normality
2009/2/25
We address the problem of estimating the Weibull tail-coefficient which is the regular
variation exponent of the inverse failure rate function. We propose a family of estima-
tors of this coefficien...
LARGE DEVIATIONS AND BERRY–ESSEEN IN-EQUALITIES FOR ESTIMATORS IN NONLINEAR NONHOMOGENEOUS DIFFUSIONS
nonhomogeneous diffusion processes Itˆ o stochastic differential equation drift parameter maximum likelihood estimator Bayes estimators large deviations probability Berry–Esseen type inequality
2009/2/25
Bounds on the large deviations probability of the maximum likelihood estimator and
regular Bayes estimators, and Berry–Esseen type bound for the suitably normalized
maximum likelihood estimator of a...
Smoothing splines estimators for functional linear regression
Functional linear regression functional parameter functionalvariable smoothing splines
2010/3/18
The paper considers functional linear regression, where scalar responses
Y1, . . . ,Yn are modeled in dependence of random functions
X1, . . . ,Xn. We propose a smoothing splines estimator for the f...
An empirical evaluation of small area estimators
Regional statistics small areas root mean square error direct indirect and composite estimators
2009/2/23
This paper compares five small area estimators. We use Monte Carlo simulation in the context of
both artificial and real populations. In addition to the direct and indirect estimators, we consider th...
Local superefficiency of data-driven projection density estimators in continuous time
Density estimation data-driven superefficiency continuous time processes
2009/2/23
We construct a data-driven projection density estimator for continuous time processes. This estimator reaches superoptimal rates over a class F0 of densities that is dense in the family of all possibl...
A comparative study of small area estimators
small area estimation eblup estimators sampling designs mixed linear models
2009/2/23
It is known that direct-survey estimators of small area parameters, calculated with the data from the given small area, often present large mean squared errors because of small sample sizes in the sma...
Sampling design variance estimation of small area estimators in the Spanish Labour Force Survey
Labour Force Survey small area estimation linear models mean squared error bootstrap jackknife unemployment totals calibrated weights
2009/2/23
The main goal of this paper is to investigate how to estimate sampling design variances of modelbased and model-assisted small area estimators in a complex survey sampling setup. For this purpose the ...
Practical Robust Estimators for the Imprecise Dirichlet Model
Imprecise Dirichlet Model exact conservative approximate robust credibleinterval estimates entropy
2010/3/17
Walley’s Imprecise Dirichlet Model (IDM) for categorical i.i.d. data extends
the classical Dirichlet model to a set of priors. It overcomes several fundamental
problems which other approaches to unc...
Practical Robust Estimators for the Imprecise Dirichlet Model
Imprecise Dirichlet Model exact conservative approximate robust credibleinterval estimates entropy mutual information
2010/3/17
Walley’s Imprecise Dirichlet Model (IDM) for categorical i.i.d. data extends
the classical Dirichlet model to a set of priors. It overcomes several fundamental
problems which other approaches to unc...