Results 251 to 260 of about 7,941,890 (294)

A minimum discrepancy estimator in parameter estimation

IEEE Transactions on Information Theory, 1998
Summary: In statistical estimation theory, a satisfactory estimator should be able to embody a large portion of the available information, which may be known a priori or provided by the data. Hence, the loss of information is minimum when this estimator is employed.
Shyang Chang, Yen-Ching Chang, Chen-Yu Chang   +2 more
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A-posteriori estimation of the error in the error estimate

Computer Methods in Applied Mechanics and Engineering, 1998
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Strouboulis, T., Babuška, I., Gangaraj, S. K., Copps, K., Datta, D. K.   +4 more
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Estimating robustness

Journal of Economic Theory, 2017
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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An Improved Estimator of the Variance of the Regression Estimator

Biometrical Journal, 1999
Summary: The problem of estimation of variance of the general linear regression estimator has been considered. It has been shown that the first order calibration approach is a special case of the class of estimators proposed by \textit{L.-Y. Deng} and \textit{C. F. J. Wu} [J. Am. Stat. Assoc. 82, 568-576 (1987; Zbl 0629.62016)].
Singh, Sarjinder, Horn, Stephen
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Estimands, Estimators, and Estimates

JAMA, 2021
Roderick J, Little, Roger J, Lewis
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Estimability and estimation of excess and etiologic fractions

Statistics in Medicine, 1989
AbstractThis paper describes conditions under which epidemiologic data can provide estimates of the excess fraction (proportionate increase in caseload due to an exposure) and the etiologic fraction (fraction of cases caused by exposure). The excess fraction can be estimated under essentially the same conditions often cited for general study validity ...
J M, Robins, S, Greenland
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Robust Estimators for Estimating Discontinuous Functions

Metrika, 2002
We study the asymptotic behavior of a wide class of kernel estimators for estimating an unknown regression function. In particular we derive the asymptotic behavior at discontinuity points of the regression function. It turns out that some kernel estimators based on outlier robust estimators are consistent at jumps.
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ESTIMABILITY AND ESTIMATION IN CASE-REFERENT STUDIES

American Journal of Epidemiology, 1976
The concepts that case-referent studies provide for the estimation of "relative risk" only if the illness is "rare", and that the rates and risks themselves are inestimable, are overly superficial and restrictve. The ratio of incidence densities (forces of morbidity)-and thereby the instantaneous risk-ratio-is estimable without any rarity-assumption ...
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Robust Estimation Through Estimating Equations

Biometrika, 1984
The paper deals with the choice of parameter definition. It develops the concepts of parameter defining function and effective parameter. It also provides theory and techniques for choosing from a given set of robust parameters the one that can most efficiently be estimated. This theory is applied to location parameters.
Godambe, V. P., Thompson, M. E.
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On \(L\)-estimators viewed as \(M\)-estimators

Kybernetika, 2021
Summary: Arithmetical mean and median usually serve as basic examples of \(M\)- estimators. Both of them are \(L\)-estimators. Thus there is a natural question whether there are some other \(L\)-estimators which are \(M\)- estimators as well. We shall show that, with rare exceptions, this is not the case.
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