Closed forms for asymptotic bias and variance in autoregressive models with unit roots
Journal of Computational and Applied Mathematics, 1995 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Shenton, L.R., Vinod, H.D.
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Improving Second Order Reduced Bias Extreme Value Index Estimation
Revstat Statistical Journal, 2007 Classical extreme value index estimators are known to be quite sensitive to the number k of top order statistics used in the estimation. The recently developed second order reduced-bias estimators show much less sensitivity to changes in k. Here, we are
M. Ivette Gomes +2 more
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INVESTIGATING THE IMPACT OF MULTICOLLINEARITY ON LINEAR REGRESSION ESTIMATES [PDF]
Malaysian Journal of Computing, 2021 The study was to investigate the impact of multicollinearity on linear regression estimates. The study was guided by the following specific objectives, (i) to examine the asymptotic properties of estimators and (ii) to compare lasso, ridge, elastic ...
Adewoye Kunle Bayo +3 more
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Asymptotic bias and variance for a general class of varying bandwidth density estimators [PDF]
Probability Theory and Related Fields, 1996 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Asymptotics for penalized additive B-spline regression [PDF]
, 2011 This paper is concerned with asymptotic theory for penalized spline estimator in bivariate additive model. The focus of this paper is put upon the penalized spline estimator obtained by the backfitting algorithm.
Naito, K., Yoshida, T.
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Using Shrinkage Estimators to Reduce Bias and MSE in Estimation of Heavy Tails
Revstat Statistical Journal, 2019 Bias reduction in tail estimation has received considerable interest in extreme value analysis. Estimation methods that minimize the bias while keeping the mean squared error (MSE) under control, are especially useful when applying classical methods ...
Jan Beirlant +2 more
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ASYMPTOTIC APPROXIMATIONS TO THE BIAS AND VARIANCE OF A KERNEL-TYPE ESTIMATOR OF THE INTENSITY OF THE CYCLIC POISSON PROCESS WITH THE LINEAR TREND [PDF]
Journal of the Indonesian Mathematical Society, 2011 From the previous research, a kernel-type estimator of the intensity ofthe cyclic Poisson process with the linear trend has been constructed using a singlerealization of the Poisson process observed in a bounded interval. This proposedestimator has been proved to be consistent as the size of the observation intervaltends to innity.
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A fundamental measure of treatment effect heterogeneity
Journal of Causal Inference, 2021 The stratum-specific treatment effect function is a random variable giving the average treatment effect (ATE) for a randomly drawn stratum of potential confounders a clinician may use to assign treatment.
Levy Jonathan +3 more
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A New Estimator for Standard Errors with Few Unbalanced Clusters
Econometrics, 2022 In linear regression analysis, the estimator of the variance of the estimator of the regression coefficients should take into account the clustered nature of the data, if present, since using the standard textbook formula will in that case lead to a ...
Gianmaria Niccodemi, Tom Wansbeek
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A symptotic Bias for GMM and GEL Estimators with Estimated Nuisance Parameter [PDF]
, 2003 This papers studies and compares the asymptotic bias of GMM and generalized empirical likelihood (GEL) estimators in the presence of estimated nuisance parameters.
Newey, Whitney K. +2 more
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