Results 231 to 240 of about 11,729 (266)

A generalized Catoni’s M-estimator under finite α-th moment assumption with α∈(1,2)

Electronic Journal of Statistics, 2021
Lihu Xu
exaly  

Extremum Estimators and Method-of-Moments Estimators

1996
LSE and IVE are rare cases where the estimators are written in closed forms. Often estimators are defined implicitly by $$ {b_N} \equiv \arg {\max _{b \in B}}{Q_N}\left( b \right), $$ (1.1) where B is a parameter space and $$ {Q_N}\left( b \right) \equiv \left( {1/N} \right)\sum\limits_i {q\left( {{x_i},{y_i},b} \right) = \left( {1/N ...
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THE DISTRIBUTION OF MOMENT ESTIMATORS

Biometrika, 1959
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On the Existence of the Moments of 3SLS Estimators

Econometrica, 1978
openaire   +1 more source

Influence functions for the moment estimators

2010
Influence functions give a measure of robustness of the statistics estimated from a sample against the sample data. In this study, first, the concept of influence functions is examined, and then the influence functions for mean and variance are given. The influence functions for skewness and kurtosis are examined for both asymmetrical and symmetrical ...
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Unbiased Estimation of Moment Polynomials

Theory of Probability & Its Applications, 1976
Kordonskij, Kh. B., Rozenblit, P. Ya.
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A moment estimate for a Lévy process

Russian Mathematical Surveys, 2002
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Evaluating Estimators without Moments

The Review of Economics and Statistics, 1985
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Estimation of Functions Moments

2016
Digitalizacja i udostępnienie w Cyfrowym Repozytorium Uniwersytetu Łódzkiego kolekcji czasopism naukowych wydawanych przez Uniwersytet Łódzki nr 885/P-DUN/2014 zostało dofinansowane ze środków MNiSW w ramach działalności upowszechniającej naukę.
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A moment closed form estimator for the autoregressive conditional duration model

Statistical Papers, 2014
Wanbo Lu, Rui Ke
exaly