Results 301 to 310 of about 74,320 (358)

The Minimum Proportional-Variance Unbiased Linear Estimator of β and Simultaneous Confidence Intervals

, 1976
Pr [tfi E ,i 4i ta/k(n-k)avii fori = 1, 2, ... k] > 1-a (6) since tjk (n k) < I kFa (k, n k) . The set of t-intervals (6) constitute a confidence cuboid for g at an unknown significance level.
R. Farebrother
semanticscholar   +1 more source

Minimum-variance unbiased quadratic estimation of covariances of regionalized variables [PDF]

Journal of the International Association for Mathematical Geology, 1985
The parameters of covariance functions (or variograms) of regionalized variables must be determined before linear unbiased estimation can be applied. This work examines the problem of minimum-variance unbiased quadratic estimation of the parameters of ordinary or generalized covariance functions of regionalized variables.
openaire   +1 more source

Unbiased minimum variance estimator design for scalar quadratic maps

Proceedings of the 2005, American Control Conference, 2005., 2005
In this paper, we consider the state estimation problem for scalar discrete-time nonlinear systems with second degree polynomial nonlinearities. This research is a follow up to our previous work on suboptimal minimum variance estimator design for quadratic maps.
Huawei Ruan, Tongyan Zhai, Engin Yaz
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Minimum Variance Unbiased Estimation of P[Y < X] in the Normal Case

, 1977
A new expression is obtained for the minimum variance unbiased estimator of P[Y < X] under the assumption that X and Y are independent normal random variables.
W. Woodward, G. D. Kelley
semanticscholar   +1 more source

Minimum Variance Unbiased Estimation in the Gamma Distribution

Communications in Statistics - Simulation and Computation, 1975
In this paper a new infinite series UMVU etimator far general functions of the scale parameter in the gamma distribution wita shape parameter known is presented. The formula gives is easy to employ,and also leads to simple approximations to the UMVU. These approximations are shown to perform well is the examples considered.
H. L. Gray, W. A. Woodward
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A Connection between Minimum Variance Unbiased Estimation and Maximum Likelihood

The American Statistician, 1989
Abstract C. R. Rao (1973, problem 5.11) constructed an example where a minimum variance unbiased estimator exists for the parameter function (1 – α)2 but no uniformly minimum variance unbiased estimator exists for α itself. The example was further discussed by Romano and Siegel (1986, example 9.6) who exhibited the family of unbiased estimators for α ...
W. N. Venables, K. W. Morris
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Minimum variance unbiased estimation for the lagrange power series distributions

Statistics, 1989
It is shown that the modified power series distribution (MPSD) [GUPTA, 1974] the Lagrange probability distribution (LPD) [CONSUL SHENTON, 1972, the LAGBANGE power series distribution (LPSD) [JAIN, 1975] and the discrete exponential family (DEE) distribution [JANARDAN, 1982) represent the same probability model.
P.C. Consul, Famoye Felix
openaire   +2 more sources

Uncertainty quantification: a minimum variance unbiased (joint) estimator of the non-normalized Sobol’ indices

Statistical Papers, 2018
M. Lamboni
semanticscholar   +1 more source

Debiased inverse-variance weighted estimator in two-sample summary-data Mendelian randomization

Annals of Statistics, 2021
Ting Ye, Jun Shao, Hyunseung Kang
exaly  

A new adjusted Liu estimator for the Poisson regression model

Concurrency Computation Practice and Experience, 2021
Muhammad Amin, Muhammad Nauman Akram, B M Golam Kibria   +2 more
exaly