Results 101 to 110 of about 28,068 (205)
Difference based Ridge and Liu type Estimators in Semiparametric Regression Models [PDF]
We consider a difference based ridge regression estimator and a Liu type estimator of the regression parameters in the partial linear semiparametric regression model, y = Xβ + f + ε.
Wolfgang Karl Härdle +2 more
core
A Class of Improved Parametrically Guided Nonparametric Regression Estimators
In this article we define a class of estimators for a nonparametric regression model with the aim of reducing bias. The estimators in the class are obtained via a simple two-stage procedure. In the first stage, a potentially misspecified parametric model
Aman Ullah +4 more
core +1 more source
Symmetrically normalized instrumental-variable estimation using panel data [PDF]
In this paper we discuss the estimation of panel data models with sequential moment restrictions using symmetrically normalized GMM estimators. These estimators are asymptotically equivalent to standard GMM but are invariant to normalization and tend to ...
Arrellano, Manuel +1 more
core
Sampling survey data can sometimes contain outlier observations. When the mean estimator becomes skewed due to the presence of extreme values in the sample, results can be biased. The tendency to remove outliers from sample data is common.
Abdulaziz S. Alghamdi, Hleil Alrweili
doaj +1 more source
Class of Unbiased Integer GPS Ambiguity Estimators.
This contribution introduces a class of integer ambiguity estimators which are unbiased. The condition for unbiasedness is formulated and it is shown that this condition is satisfied for three ambiguity estimators which are often used in GPS ambiguity ...
Teunissen, Peter
core
A Homogeneous Class of Linear Estimators and Stronger Aitken Estimator [PDF]
We define a new class of linear estimators which includes as a subset all linear unbiased estimators. Subsequently, we establish Aitken estimator, the best linear unbiased estimator, further as the best in this larger class of linear estimators.
Marcellus Snow, Eric Iksoon Im
core
Outlier values and rankings are important for emphasizing data distribution variability, which improves the accuracy and effectiveness of variance estimations.
Umer Daraz +3 more
doaj +1 more source
On a Class of Nonparametric Density and Regression Estimators
A class of maximum penalized likelihood estimators (MPLE) of the density function f is constructed, through the use of a rather general roughness- penalty functional. This class contains all the density estimates in the literature that arise as solutions to MPLE problems with penalties on \(f^{1/2}.\) In addition, the flexibility of the penalty ...
openaire +2 more sources
Econometric Computing with HC and HAC Covariance Matrix Estimators
Data described by econometric models typically contains autocorrelation and/or heteroskedasticity of unknown form and for inference in such models it is essential to use covariance matrix estimators that can consistently estimate the covariance of the ...
Achim Zeileis
core
Modified and restricted r-k class estimators
In this article, we introduce the modified r-k class estimator and the restricted r-k class estimator. We compare the performances of the new estimators to the r-k class estimator with respect to the matrix mean square error (MSE) criterion. As a special
Şiray G.U.
core +1 more source

