Results 241 to 250 of about 1,457,940 (269)

Variance function estimation for immunoassays

Computer Programs in Biomedicine, 1980
A computer program is described which implements a recently described [1], modified likelihood method of determining an appropriate weighting function to use when fitting immunoassay dose-response curves. The relationship between the variance of the response and its mean value is assumed to have an exponential form, and the best fit to this model is ...
G M, Raab, R, Thompson, I, McKenzie
openaire   +2 more sources

Zero-intelligence realized variance estimation

Finance and Stochastics, 2010
This paper compares a comprehensive set of ``second generation'' realized variance measures using a simulated ``zero-intelligence'' order book market. The emphasis of this investigation lies on statistical efficiency, implementation, and robustness. An important aspect of the analysis is the focus on data sampling.
Gatheral, J., Oomen, R.C.A.
openaire   +4 more sources

VARIANCE ESTIMATION FOR QUADRATIC STATISTICS

Journal of Time Series Analysis, 1993
Abstract. A frequency domain smoothing procedure is presented which provides variance estimates for linear functions of the periodogram. The method provides consistent estimates of the true asymptotic variance, has good small‐sample efficiency properties in the Gaussian case and reflects non‐Gaussian structure.
Smith, B., Field, C.
openaire   +2 more sources

M-estimation of wavelet variance

Annals of the Institute of Statistical Mathematics, 2010
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Mondal, Debashis, Percival, Donald B.
openaire   +2 more sources

Estimation of Variance of the Ratio Estimator

Biometrika, 1982
SUMMARY A general class of estimators of the variance of the ratio estimator is considered, which includes two standard estimators vo and v2 and approximates another estimator VH suggested by Royall & Eberhardt (1975). Asymptotic expansions for the variances and biases of the proposed estimators are obtained.
openaire   +1 more source

On estimation of variance components*

Statistica Neerlandica, 1980
SummaryIn this survey paper the estimation of variance components is given. The least squares approach in variance component estimation is a unifying principle which includes the analysis of variance estimators and the MINQUE. When normality is assumed the maximum likelihood estimators can be used. Many variance component estimators are not permissible
openaire   +3 more sources

Variance Estimation with Matched Pairs

Biometrika, 1980
SUMMARY We wish to estimate the variance cr2 from n pairs (Xi, Yi) which are independent normal random variables with unknown mean ui and variance a2. According to a marginal or conditional sufficiency argument, all useful informatiQn about U2 iS contained in the differences Xi- Yi. This paper shows that under fairly weak assumptions about the means, a
openaire   +2 more sources

Variance Estimation

2021
openaire   +1 more source

Variance Estimation

2020
openaire   +1 more source

Variance Estimation

2013
Richard Valliant, Jill A. Dever, Frauke Kreuter   +2 more
openaire   +1 more source