Results 51 to 60 of about 28,068 (205)

On the robustness of a class of naive estimators

, 1979
A class of naive estimators of correlation was tested for robustness, accuracy, and efficiency against Pearson’s r. Tukey’s r., and Spearman’s ro. It was found that this class of estimators seems in some respects to be superior being less affected by
Thissen, David, Wainer, Howard
core   +1 more source

The Beurling Estimate for a Class of Random Walks

Electronic Journal of Probability, 2004
17 ...
Lawler, Gregory, Limic, Vlada
openaire   +4 more sources

Stein-Rule Estimation under an Extended Balanced Loss Function [PDF]

, 2007
This paper extends the balanced loss function to a more general set up. The ordinary least squares and Stein-rule estimators are exposed to this general loss function with quadratic loss structure in a linear regression model.
Toutenburg, Helge, ---, Shalabh, Heumann, Christian   +2 more
core   +1 more source

A Generalized Class of Log-Type Estimators of Finite Population Mean Based on Correlation Coefficient

, 2023
In sampling theory, it is a popular trend to use auxiliary information to obtain more efficient estimators for the population parameters to increase the precision of the estimator.
Isah, Aminu Bashir, Babayemi, Wasiu, Onwuka, Gerald Ike   +2 more
core   +1 more source

Improved ratio type generalized class of estimators in two phase adaptive cluster sampling [PDF]

Big Data and Computing Visions
In this paper, an improved ratio type class of estimators in the two phase Adaptive Cluster Sampling (ACS) design under the transformed population approach has been proposed.
Rohan Mishra, Rajesh Singh
doaj   +1 more source

Moments of IV and JIVE Estimators [PDF]

We develop a new method, based on the use of polar coordinates, to investigate the existence of moments for instrumental variables and related estimators in the linear regression model. For generalized IV estimators, we obtain familiar results. For JIVE,
Russell Davidson, James G. MacKinnon
core  

A class of asymptotically efficient estimators based on sample spacings [PDF]

, 2020
In this paper, we consider general classes of estimators based on higher-order sample spacings, called the Generalized Spacings Estimators. Such classes of estimators are obtained by minimizing the Csiszár divergence between the empirical and true ...
Ekström, M, Ekström, Magnus,, Jammalamadaka, S. Rao, Ekström, Magnus, Rao Jammalamadaka, S., Mirakhmedov, S. M., Mirakhmedov, SM, Jammalamadaka, S Rao   +7 more
core   +1 more source

A family of estimators for variance estimation

Research in Statistics
The potential of this study for estimating the finite population variance of the study variable of a class of estimators by utilizing an auxiliary variable in simple random sampling is enormous.
Housila P. Singh, Sanam Preet Kour, Sunil Kumar, Rakesh Chib   +3 more
doaj   +1 more source

Minimax Estimation of the Mean Matrix of the Matrix Variate Normal Distribution under the Divergence Loss Function

Statistica, 2018
The problem of estimating the mean matrix of a matrix-variate normal distribution with a covariance matrix is considered under two loss functions. We construct a class of empirical Bayes estimators which are better than the maximum likelihood estimator ...
Shokofeh Zinodiny, Sadegh Rezaei, Saralees Nadarajah   +2 more
doaj   +1 more source

Asymptotic Estimates for a Class of Summatory Functions

Journal of Number Theory, 1998
The authors prove asymptotic formulae with [rather] sharp remainder terms for arithmetical functions \( n \mapsto a(n) \), representable as a Dirichlet convolution \( a = 1 \ast v \). Under suitable assumptions there is an asymptotic formula \[ \sum_{n \leq x} a(n) = L \cdot x + x^{1 - \gamma \over r} \cdot \sum^R_0 {\mathcal B}_m \cdot (\log x ...
Balakrishnan, Ukath-Varyat, Pétermann, Yves-François   +1 more
openaire   +1 more source