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Estimation of Variance of the Ratio Estimator [PDF]
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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A Time-Independent Free Energy Estimator for Metadynamics
Journal of Physical Chemistry B, 2015Pratyush Tiwary, Michele Parrinello
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Estimation of Variance of the Regression Estimator
Journal of the American Statistical Association, 1987Abstract The regression estimator and the ratio estimator are commonly used in survey practice. In the past more attention has been given to the ratio estimator because of its computational ease and applicability for general sampling designs. The ratio estimator is appropriate for populations whose regression line passes close to the origin.
Chien-Fu Wu, Lih-Yuan Deng
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On the Estimation of Contrasts in Linear Estimation
Calcutta Statistical Association Bulletin, 1973This 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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Robust Estimation Through Estimating Equations
Biometrika, 1984The 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.
M. E. Thompson, V. P. Godambe
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Journal of Mathematical Sciences, 1994
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Biometrika, 1988
A time series model of the form \[ X_ t=a\cos (wt+f)+e_ t \] where \(e_ t\) is a stationary noise sequence is considered. The paper discusses a least squares procedure for estimating a, w and f of the harmonic component. One aim of the paper is to see how reliable the asymptotic theory of the estimates of w is.
John Rice, Murray Rosenblatt
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A time series model of the form \[ X_ t=a\cos (wt+f)+e_ t \] where \(e_ t\) is a stationary noise sequence is considered. The paper discusses a least squares procedure for estimating a, w and f of the harmonic component. One aim of the paper is to see how reliable the asymptotic theory of the estimates of w is.
John Rice, Murray Rosenblatt
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Spaceborne GNSS-R Minimum Variance Wind Speed Estimator
IEEE Transactions on Geoscience and Remote Sensing, 2014Maria Paola Clarizia +1 more
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A-posteriori estimation of the error in the error estimate
Computer Methods in Applied Mechanics and Engineering, 1998zbMATH Open Web Interface contents unavailable due to conflicting licenses.
D.K. Datta +4 more
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A distributed one-step estimator
Mathematical programming, 2015Distributed statistical inference has recently attracted enormous attention. Many existing work focuses on the averaging estimator, e.g., Zhang and Duchi (J Mach Learn Res 14:3321–3363, 2013) together with many others.
Cheng Huang, X. Huo
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