A new kernel estimator of hazard ratio and its asymptotic mean squared error
, 2016 The hazard function is a ratio of a density and survival function, and it is a basic tool of the survival analysis. In this paper we propose a kernel estimator of the hazard ratio function, which are based on a modification of \'{C}wik and Mielniczuk's ...
Maesono, Yoshihiko, Moriyama, Taku
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Minimum mean squared error estimation
Bulletin of the Australian Mathematical Society, 1984 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Bootstrap for estimating the mean squared error of the spatial EBLUP [PDF]
This work assumes that the small area quantities of interest follow a Fay-Herriot model with spatially correlated random area effects. Under this model, parametric and nonparametric bootstrap procedures are proposed for estimating the mean squared error ...
Isabel Molina +2 more
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Optimal designs for estimation and prediction in simple random-intercept models
上海师范大学学报. 自然科学版, 2013 The paper is concerned with the optimal design problem of estimating linear combinations of the fixed and random effects，and predicting future observations of individual responses in a random intercept model．The variance components in the model are ...
YUE Rongxian, ZHOU Xiaodong
doaj
Approximation of bias and mean-squared error in two-sample Mendelian randomization analyses. [PDF]
Biometrics, 2020 Deng L, Zhang H, Song L, Yu K.
europepmc +1 more source
Kernel Methods for Small Sample and Asymptotic Tail Inference for Dependent, Heterogeneous Data [PDF]
This paper considers tail shape inference techniques robust to substantial degrees of serial dependence and heterogeneity. We detail a new kernel estimator of the asymptotic variance and the exact small sample mean-squared-error, and a simple ...
Jonathan Hill
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Modelling and forecasting volatility of East Asian Newly Industrialized Countries and Japan stock markets with non-linear models [PDF]
This paper explores the forecasting performances of several non-linear models, namely GARCH, EGARCH, APARCH used with three distributions, namely the Gaussian normal, the Student-t and Generalized Error Distribution (GED).
Guidi, Francesco
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Predictive Estimation of Finite Population Mean Using Exponential Estimators [PDF]
Statistika: Statistics and Economy Journal, 2014 This paper suggested the ratio-type and product-type exponential estimators of the population mean of a study variable through predictive approach using Bahl and Tuteja (1991) ratio-type and product-type exponential estimators as a predictor of the mean
Housila P. Singh +2 more
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Nonparametric Estimation of Quantile-Based Mean Inactivity Time Function
StatisticaIn this article, we propose non-parametric estimators for mean inactivity time function for complete and censored data. The asymptotic properties of the estimators are established using suitable regularity conditions.
Ivallappil Chenichery Aswin +2 more
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Forecasting Contemporaneous Aggregates with Stochastic Aggregation Weights [PDF]
Many contemporaneously aggregated variables have stochasticaggregation weights. We compare different forecasts for such variables including univariate forecasts of the aggregate, a multivariate forecast of the aggregate that uses information from the ...
Helmut Luetkepohl, Ralf Brueggemann
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