Results 301 to 310 of about 1,618,729 (319)

The Nonlinear Two-Stage Least-Squares Estimator

Journal of Econometrics, 1974
In this paper we consider estimation of the parameters of a single equation of a simultaneous equations model which is nonlinear both in variables and paarmeters. Such a model has never been analyzed in the literature to the best of our knowledge. Models in which the nonlinearity appears only in variables or only in parameters have been previously ...
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On the efficiency of prediction estimators in two-stage sampling

Journal of Statistical Planning and Inference, 1986
A random permutation model appropriate to two-stage cluster sampling is presented and the optimal model-unbiased (prediction) estimator of a finite population mean is obtained. The prediction estimator is compared, in an empirical study with a variety of real populations, to the classical estimator used in PPS (probability proportional to size ...
David R. Bellhouse, J. N. K. Rao
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Two Stage Least Absolute Deviations Estimators

Econometrica, 1982
In this paper the method of least absolute deviations is applied to the estimation of the parameters of a structural equation in the simultaneous equations model. A class of estimators called two stage least absolute deviations estimators is defined, their asymptotic properties are derived, and the problem of finding the optimal member of the class is ...
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A note on two-stage point estimation in bernoulitrials

Sequential Analysis, 2000
The estimation problem for success probability p, in a sequence of Bernoulli trials, is considered. The loss function is the sum of a multiple of the symmetrized relative squared estimation error appropriate for p close to 0 or 1, and the aggregate cost of observations.
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Generalized two-stage Kalman estimator

Proceedings of the 36th IEEE Conference on Decision and Control, 2002
This paper presents an optimal two-stage estimator for discrete-time stochastic systems subject to disturbances evolving in accordance with a dynamic state equation. The proposed two-stage estimator gives an optimum state estimate expressed as x/sub k/k//sup 1/=x/sub k/k//sup 1/+/spl beta//sub k/k/ x/sub k/k//sup 2/, where x/sub k/k//sup 1/ and x/sub k/
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Estimation of an Empirical Fishery Model: A Two-Stage Approach [PDF]

SSRN Electronic Journal, 2009
Abstract U.S. federal law calls for an end to overfishing, but measuring overfishing requires knowledge of bioeconomic parameters. Using microlevel economic data from the commercial fishery, this paper proposes a two-stage approach to estimate these parameters for a generalized fishery model.
Junjie Zhang, Martin D. Smith
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Estimation of Synchrophasor with Two-Stage ADALINE

2012 International Symposium on Computer, Consumer and Control, 2012
The estimation of synchrophasor is of great concern for power quality and protection in power system. Once the power frequency deviation is present, the phasor would undergo a rotation in the complex plane. This phenomenon will introduce difficulty for the interconnection of power grids and distributed generation systems. In this paper, a synchrophasor
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Recursions for the two-stage least-squares estimators

Journal of Econometrics, 1977
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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On two-stage parameter estimation in static system

IEEE Transactions on Systems, Man, and Cybernetics, 1983
The general two-stage estimation idea is described. Maximum likelihood and maximum a posteriori probability methods for two-stage estimation are presented. The estimation algorithms for simple cases are given. The comparison of the direct and two-stage estimation is discussed.
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Estimating the Mean by Two-Stage Sampling with Replacement

Calcutta Statistical Association Bulletin, 1963
Summary In two-stage sampling when sampling is done with replacement at each stage, a better estimate of the population mean can be obtained by considering the distinct units only at each stage. The mean of the distinct uniss is chosen as the desired estimate and an exact expression for the variance is obtained.
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