Results 21 to 30 of about 28,068 (205)
Peaks Over Random Threshold Methodology for Tail Index and High Quantile Estimation
Revstat Statistical Journal, 2006 In this paper we present a class of semi-parametric high quantile estimators which enjoy a desirable property in the presence of linear transformations of the data.
Paulo Araújo Santos +2 more
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Rate of convergence for a class of RCA estimators [PDF]
, 2006 summary:This work deals with Random Coefficient Autoregressive models where the error process is a martingale difference sequence. A class of estimators of unknown parameter is employed.
Vaněček, Pavel
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An "Optimal" Subclass of Linear Unbiased Estimators [PDF]
The Egyptian Statistical Journal, 1989 Azzam, Birkes and Seely (1988) studied the problem of characterizing an "optimal' class of linear unbiased estimators. This "optimal" class is the class of all admissible linear unbiased estimators (ALUE's) of an estimable parametric function in linear ...
Abdul-Mordy Azzam
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Coefficient estimates for the class $\Sigma$ [PDF]
Kodai Mathematical Journal, 1986 Let \(\Sigma\) be the class of functions \(f(z)=z+\sum^{\infty}_{n=0}b_nz^{-n}\) that are analytic and univalent for \(| z| >1\). For each \(n\geq 2\), \textit{Y. J. Leung} and the reviewer [Proc. Am. Math. Soc. 94, 659--664 (1985; Zbl 0584.30013)] proved that there is a finite value \(t\), depending on \(n\), such that the inequality \(\Re\{tb_1+b_n\}\
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Journal of Advanced Research in Natural and Applied Sciences, 2020 The determination of leverage observations have been frequently investigated through ordinary least squares and some biased estimators proposed under the multicollinearity problem in the linear regression models.
Tuğba Söküt
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A Class of Shrinkage Estimators
Journal of the Royal Statistical Society Series B: Statistical Methodology, 1978 Summary In this paper we define a class of shrinkage estimators, all of whose members have a mean square error matrix which is less than that of the ordinary least squares estimator by a positive semidefinite matrix if (β-b *)T X T X (β-b *) ≤ σ2.
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Asymptotic optimality of the quasi-score estimator in a class of linear score estimators [PDF]
, 2006 We prove that the quasi-score estimator in a mean-variance model is optimal in the class of (unbiased) linear score estimators, in the sense that the difference of the asymptotic covariance matrices of the linear score and quasi-score estimator is ...
Kukush, Alexander, Schneeweiß, Hans
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An improved class of estimators for mean estimation of finite population in simple random sampling
Alexandria Engineering JournalThis paper proposes an improved class of estimators for finite population mean under simple random sampling without replacement using an auxiliary variable to enhance efficiency.
Jiawei Yao, Jinping Ma
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On the Admissibility of Estimators of Two Ordered Gamma Scale Parameters under Entropy Loss Function
Revstat Statistical Journal, 2011 Suppose that a random sample of size ni is drawn from a gamma distribution with known shape parameter νi > 0 and unknown scale parameter βi > 0, i = 1, 2, satisfying 0 < β1 ≤ β2.
N. Nematollahi , Z. Meghnatisi
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On a Class of Minimum Contrast Estimators for Fractional Stochastic Processes and Fields
, 2004 This paper presents the results on consistency and asymptotic normality of a class of minimum contrast estimators for fractional Riesz–Bessel motion based on continuous-time observation.
Anh, Vo +5 more
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