Regular and Modified Kernel-Based Estimators of Integrated Variance: The Case with Independent Noise [PDF]
We consider kernel-based estimators of integrated variances in the presence of independent market microstructure effects. We derive the bias and variance properties for all regular kernel-based estimators and derive a lower bound for their asymptotic ...
Neil Shephard +3 more
core
Effects of Class Size on Achievement of College Students
In this paper we investigate the effects of class size on the achievements of a sample of college students enrolled at a middle-sized Italian public university.
Scoppa, Vincenzo, De Paola, Maria
core
Derivation of a Broad Class of Consistent Estimates
The Annals of Mathematical Statistics, 1950 Given a chance vector $\mathbf{X}$ with distribution function $F(\mathbf{X}, \theta_T)$, where $\mathbf{theta}_T$ denotes the true unknown parameter vector, a broad class of estimates of $\mathbf{theta}_T$ is derived which is shown to be identical with the class of all consistent estimates of $\mathbf{\theta}_T$.
openaire +2 more sources
New Liu Estimators for the Poisson Regression Model: Method and Application
A new shrinkage estimator for the Poisson model is introduced in this paper. This method is a generalization of the Liu (1993) estimator originally developed for the linear regression model and will be generalised here to be used instead of the classical
Shukur, Ghazi +3 more
core
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
Memory type general class of estimators for population variance under simple random sampling. [PDF]
HeliyonKumar A, Anshika, Emam W, Tashkandy Y.
europepmc +1 more source
An improved class of estimators for estimation of population distribution functions under stratified random sampling. [PDF]
HeliyonAhmad S +6 more
europepmc +1 more source
A Novel Robust Class of Estimators for Estimation of Finite Population Mean: A Simulation Study
In the existing survey sampling literature, the ratio-type estimators are an obvious choice to estimate the finite population mean when auxiliary information related to the study variable is readily available.
Nawaz, Tahir +3 more
core +1 more source
A class of asymptotically efficient estimators based on sample spacings
, 2019 We consider a general class of estimators based on higher-order sample spacings, called Minimum Power Divergence Estimators (MPDEs). Such estimators are obtained by minimizing approximations of so-called power divergences between distributions in the ...
Ekström, Magnus, +2 more
core
Transformation-based median estimation under skewed-symmetric distributions with long-memory data applications. [PDF]
Sci RepDaraz U, Aljohani HM, Alshanbari HM.
europepmc +1 more source