Results 61 to 70 of about 28,068 (205)

Characterization of the asymptotic distribution of semiparametric M-estimators [PDF]

This paper develops a concrete formula for the asymptotic distribution of two-step, possibly non-smooth semiparametric M-estimators under general misspecification.
Sokbae 'Simon' Lee, Hidehiko Ichimura
core   +2 more sources

Dual Transformation of Auxiliary Variables by Using Outliers in Stratified Random Sampling

Mathematics
To estimate the finite population variance of the study variable, this paper proposes an improved class of efficient estimators using different transformations. When both the minimum and maximum values of the auxiliary variable are known and the ranks of
Mohammed Ahmed Alomair, Umer Daraz
doaj   +1 more source

Estimating class probabilities in random forests

Sixth International Conference on Machine Learning and Applications (ICMLA 2007), 2007
For both single probability estimation trees (PETs) and ensembles of such trees, commonly employed class probability estimates correct the observed relative class frequencies in each leaf to avoid anomalies caused by small sample sizes. The effect of such corrections in random forests of PETs is investigated, and the use of the relative class frequency
openaire   +3 more sources

A New Class of Unbiased Linear Estimators in Systematic Sampling

, 2017
Use of auxiliary variables is very common in estimating various population parameters. In this study, we suggest a class of unbiased linear estimators for estimating the population mean of the study variate y using information on the auxiliary variate x ...
Kocyigit, Eda Gizem, Cingi, Hulya, Çıngı, Hülya   +2 more
core   +1 more source

Asymptotic Expansions for Some Semiparametric Program Evaluation Estimators [PDF]

We investigate the performance of a class of semiparametric estimators of the treatment effect via asymptotic expansions. We derive approximations to the first two moments of the estimator that are valid to 'second order'.
Oliver Linton, Hidehiko Ichimura
core  

Hybrid class of robust type estimators for variance estimation using mean and variance of auxiliary variable

Heliyon
This study is completed for the estimation of unknown population variance for the variable of mean and variance of interest. To accomplish this task, a new generalized class of robust kind of variance estimators proposed utilizing known descriptives of ...
Mohammed Ahmed Alomair, Syed Aflake Hussain Shah Gardazi   +1 more
doaj   +1 more source

Inference Using Instrumental Variable Estimators [PDF]

This paper studies inference performance of Instrumental Variables Estimators in situations where error terms are heteroskedastic and there are many instruments.
Rodrigo Alfaro
core  

A Class of Exponential Ratio Estimators of Finite Population Mean Using Two Auxiliary Variables

, 2015
This paper proposes a class of estimators based on information of two auxiliary variables. The expressions of mean square errors of the proposed class of estimators are derived in a general form.
Sharma, Prayas, Singh, Rajesh
core   +1 more source

Simulation-based estimation of dynamic models with continuous equilibrium solutions [PDF]

, 2003
This paper presents several results on consistency properties of simulation-based estimators for a general class of dynamic models with continuous laws of motion.
Manuel S. Santos, Santos, Manuel S., Santos, Manuel S   +2 more
core   +1 more source

Improved Jive Estimators for Overidentified Linear Models with and without Heteroskedasticity [PDF]

We introduce two simple new variants of the Jackknife Instrumental Variables (JIVE) estimator for overidentified linear models and show that they are superior to the existing JIVE estimator, signifi- cantly improving on its small sample bias properties ...
Daniel A. Ackerberg, Paul J. Devereux
core