Results 11 to 20 of about 29,745 (305)
On Asymptotic Efficiency of the M2M4 Signal-to-Noise Estimator for Deterministic Complex Sinusoids [PDF]
Sensors, 2021 The moment-based M2M4 signal-to-noise (SNR) estimator was proposed for a complex sinusoidal signal with a deterministic but unknown phase corrupted by additive Gaussian noise by Sekhar and Sreenivas.
Gianmarco Romano
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Asymptotic Pitman's Relative Efficiency
Statistica, 2017 Pitman efficiency is the oldest known efficiency. Most of the known results for computing the Pitman efficiency take the form of bounds. Based on some recent developments due to the authors and some calculus of variations, we develop tools for ...
Christopher S. Withers +1 more
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Asymptotic Efficiency of Point Estimators in Bayesian Predictive Inference
Mathematics, 2022 The point estimation problems that emerge in Bayesian predictive inference are concerned with random quantities which depend on both observable and non-observable variables.
Emanuele Dolera
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ON THE ASYMPTOTIC EFFICIENCY OF GMM [PDF]
Econometric Theory, 2013 The efficiency of the generalized method of moment (GMM) estimator is addressed by using a characterization of its variance as an inner product in a reproducing kernel Hilbert space. We show that the GMM estimator is asymptotically as efficient as the maximum likelihood estimator if and only if the true score belongs to the closure of the linear space ...
Carrasco, Marine, Florens, Jean-Pierre
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Robust variance estimation and inference for causal effect estimation
Journal of Causal Inference, 2023 We present two novel approaches to variance estimation of semi-parametric efficient point estimators of the treatment-specific mean: (i) a robust approach that directly targets the variance of the influence function (IF) as a counterfactual mean outcome ...
Tran Linh +3 more
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Frontiers in Physics, 2020 This paper sheds light on the performance of the three-stage sequential estimation of the population inverse coefficient of variation of the normal distribution under a moderate sample size.
Ali Yousef
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Asymptotic Relative Efficiency of Parametric and Nonparametric Survival Estimators
Stats, 2023 The dominance of non- and semi-parametric methods in survival analysis is not without criticism. Several studies have highlighted the decrease in efficiency compared to parametric methods. We revisit the problem of Asymptotic Relative Efficiency (ARE) of
Szilárd Nemes
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A Testing for New Renewal Better than Used Class of Survival Functions [PDF]
The Egyptian Statistical Journal, 2000 A U-statistic is derived for testing exponentiality against new renewal better (worse) than used. For this class of life distributions, a nonparametric procedure (U-statistic) is presented in this investigation. Selected critical values are tabulated for
M. Hendi
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Communications, 2018 In this paper, we consider the robust adaptive non parametric estimation problem for the periodic function observed with the Levy noises in continuous time.
Evgeny Pchelintsev +2 more
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Fast, Asymptotically Efficient, Recursive Estimation in a Riemannian Manifold
Entropy, 2019 Stochastic optimisation in Riemannian manifolds, especially the Riemannian stochastic gradient method, has attracted much recent attention. The present work applies stochastic optimisation to the task of recursive estimation of a statistical parameter ...
Jialun Zhou, Salem Said
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