Results 261 to 270 of about 415,967 (312)
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Derandomizing Variance Estimators
Operations Research, 1999One may consider a discrete-event simulation as a Markov chain evolving on a suitably rich state space. One way that regenerative cycles may be constructed for general state-space Markov chains is to generate auxiliary coin-flip random variables at each transition, with a regeneration occurring if the coin-flip results in a success.
Shane G. Henderson, Peter W. Glynn
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Asymptotic Estimation of Variance
Theory of Probability & Its Applications, 1991See the review in Zbl 0706.62025.
Joshi, S. N., Rukhin, A. L.
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Estimation of Variance of the Ratio Estimator
Biometrika, 1982SUMMARY 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.
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On estimation of variance components*
Statistica Neerlandica, 1980SummaryIn 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
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On Estimation of the Wavelet Variance
Biometrika, 1995Summary: The wavelet variance decomposes the variance of a time series into components associated with different scales. We consider two estimators of the wavelet variance: the first based upon the discrete wavelet transform, and the second, called the maximal-overlap estimator, based upon a filtering interpretation of wavelets.
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IEEE Transactions on Information Theory, 1971
This paper contains an analysis of the performance of Bayes conditional-mean parameter estimators. The main result is that on a finite parameter space such estimates exhibit a mean-square error that diminishes exponentially with the number of observations, the observations being assumed to be independent.
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This paper contains an analysis of the performance of Bayes conditional-mean parameter estimators. The main result is that on a finite parameter space such estimates exhibit a mean-square error that diminishes exponentially with the number of observations, the observations being assumed to be independent.
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The Estimation of Maternal Genetic Variances
Biometrics, 1976The estimation of maternal genetic variances by a multivariate maximum likelihood method is discussed. As an illustration the method is applied to data on Tribolium using a model based on partitioning the maternal genetic effect into additive and dominance components. An alternative model due to Falconer (1965) is also fitted.
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An Improved Estimator of the Variance of the Regression Estimator
Biometrical Journal, 1999Summary: The problem of estimation of variance of the general linear regression estimator has been considered. It has been shown that the first order calibration approach is a special case of the class of estimators proposed by \textit{L.-Y. Deng} and \textit{C. F. J. Wu} [J. Am. Stat. Assoc. 82, 568-576 (1987; Zbl 0629.62016)].
Singh, Sarjinder, Horn, Stephen
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Estimation of Variance of the Regression Estimator
Journal of the American Statistical Association, 1987Abstract The regression estimator and the ratio estimator are commonly used in survey practice. In the past more attention has been given to the ratio estimator because of its computational ease and applicability for general sampling designs. The ratio estimator is appropriate for populations whose regression line passes close to the origin.
Lih-Yuan Deng, C. F. J. Wu
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Estimating the Variance of a Kernel Density Estimation
2010This article proposes an interval-valued extension of kernel density estimation. We show that the imprecision of this interval-valued estimation is highly correlated with the variance of the density estimation induced by the statistical variations of the set of observations.
Bilal Nehme +2 more
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