Results 191 to 200 of about 6,230,983 (221)

CRISP: Cremated Remains Inference of Sex Probabilities – A Software for Bayesian Sex Estimation in Human Cremated Remains

Waltenberger L, Beitel S, Bischeri M, Rebay-Salisbury K, Sperduti A, Cavazzuti C.   +5 more
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S-estimates

Journal of Mathematical Sciences, 1994
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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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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Estimation of Variance of the Ratio Estimator

Biometrika, 1982
SUMMARY A general class of estimators of the variance of the ratio estimator is considered, which includes two standard estimators vo and v2 and approximates another estimator VH suggested by Royall & Eberhardt (1975). Asymptotic expansions for the variances and biases of the proposed estimators are obtained.
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On the Estimation of Contrasts in Linear Estimation

Calcutta Statistical Association Bulletin, 1973
This paper examines the conditions on the coefficient matrix of the linear model under which contrasts, and contrasts alone, are estimated by contrasts.
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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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Estimation of the MSE matrix of the stein estimator

Canadian Journal of Statistics, 1988
Uniformly minimum-variance unbiased (UMVU) estimators of the total risk and the mean-squared-error (MSE) matrix of the Stein estimator for the multivariate normal mean with unknown covariance matrix are proposed. The estimated MSE matrix is helpful in identifying the components which contribute most to the total risk. It also contains information about
Bilodeau, M., Srivastava, M. S.
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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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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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