Results 281 to 290 of about 1,058,580 (309)

Precise asymptotics for the first moment of the error variance estimator in linear models

Applied Mathematics Letters, 2008
Li-Xin Zhang, Keang Fu, Weidong Liu
exaly  

A moment estimator for the conditional extreme-value index

Electronic Journal of Statistics, 2013
Gilles Stupfler
exaly  

Evaluating Estimators without Moments

The Review of Economics and Statistics, 1985
openaire   +1 more source

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.
openaire   +1 more source

An error estimator for the moment method in electromagnetic scattering

Microwave and Optical Technology Letters, 2005
Matthys Botha, Jian-Ming Jin
exaly  

Extreme value index estimator using maximum likelihood and moment estimation

Communications in Statistics - Theory and Methods, 2016
Juerg Huesler, Mathias Raschke, Deyuan Li   +2 more
exaly  

A moment closed form estimator for the autoregressive conditional duration model

Statistical Papers, 2014
Wanbo Lu, Rui Ke
exaly  

A closed-form moment estimator for the vector multiplicative error model and its application

Quality Technology and Quantitative Management, 2019
Wanbo Lu, Rui Ke
exaly  

Score Moment Estimators

2010
Thanks to the application of newly introduced concept of the scalar score, the score moments are introduced and used for parametric estimation. In cases of heavy-tailed distributions, the variances of score moment estimates are slightly higher than variances of the maximum likelihood estimates, but the estimates of all parameters are robust.
openaire   +1 more source

The harmonic moment tail index estimator: asymptotic distribution and robustness

Annals of the Institute of Statistical Mathematics, 2013
Milan Stehlik, Jan Beran, Dieter Schell   +2 more
exaly