Robustness of the best linear unbiased estimator and predictor in linear regression models [PDF]
summary:If is shown that in linear regression models we do not make a great mistake if we substitute some sufficiently precise approximations for the unknown covariance matrix and covariance vector in the expressions for computation of the best linear ...
Štulajter, František
core +2 more sources
Asymptotic Analysis of Multilevel Best Linear Unbiased Estimators [PDF]
We study the computational complexity and variance of multilevel best linear unbiased estimators introduced in [D. Schaden and E. Ullmann, SIAM/ASA J. Uncert. Quantif., (2020)]. We specialize the results in this work to PDE-based models that are parameterized by a discretization quantity, e.g., the finite element mesh size.
Daniel Schaden, Elisabeth Ullmann
openaire +3 more sources
Muth Distribution and Estimation of a Parameter Using Order Statistics
In this work, we have considered a lifetime distribution namely Muth distribution and pointed out instances where it appears as a good model to study the stochastic nature of the variable under consideration.
Muhammed Rasheed Irshad +2 more
doaj +1 more source
Interval-Valued Linear Model [PDF]
This paper introduces a new type of statistical model: the interval-valued linear model, which describes the linear relationship between an interval-valued output random variable and real-valued input variables.
Xun Wang, Shoumei Li, Thierry Denœux
doaj +1 more source
Best Linear Unbiased Estimation of the nuclear masses [PDF]
This paper presents methods to provide an optimal evaluation of the nuclear masses. The techniques used for this purpose come from data assimilation that allows combining, in an optimal and consistent way, information coming from experiment and from numerical model.
Bouriquet, Bertrand +1 more
openaire +2 more sources
Efficiency of Kimball's Linearized Maximum Likelihood Estimators for the Two Parameter Weibull and Extreme Value Distributions [PDF]
Asymptotic efficiencies, of Kimball's linearized maximum likelihood estimator β ̂ for the scale parameter of the Type I extreme value distribution are evaluated for Type II censored samples.
M. Habib, A. Bargal
doaj +1 more source
Statistical modelling of rate gyros based on fully overlapping Allan variance
Angular random walk and rate random walk are two dominant random noise components which are inherent in almost gyroscopes. Therefore, modelling these noise components accurately is very important. Here, a modified algorithm is proposed for estimating the
Yong Gil Ri +2 more
doaj +1 more source
Henderson's method approach to Kernel prediction in partially linear mixed models
In this article, we propose Kernel prediction in partially linear mixed models by using Henderson's method approach. We derive the Kernel estimator and the Kernel predictor via the mixed model equations (MMEs) of Henderson's that they give the best ...
Seçil Yalaz, Özge Kuran
doaj +1 more source
PENDUGAAN PARAMETER REGRESI ROBUST METODE MINIMUM COVARIANCE DETERMINANT DAN METODE TELBS
The parameter estimator on the regression model can be obtained through the ordinary least square (OLS). When there are outliers in the data, OLS cannot be applied because it will produce an unbiased estimator that is not the best linear estimator ...
NI KETUT ZELINA YERISKA +2 more
doaj +1 more source
Ancestral Spectrum Analysis With Population-Specific Variants
With the advance of sequencing technology, an increasing number of populations have been sequenced to study the histories of worldwide populations, including their divergence, admixtures, migration, and effective sizes.
Gang Shi, Qingmin Kuang
doaj +1 more source

