Sequential Simultaneous Estimation of the Mean and Variance: The Rate of Convergence.
Sequential statistical structures
Serveis estadístics. Preparant-se per al futur.
El objetivo de este análisis es mirar hacia adelante: cuáles son los retos a los que se enfrentan las agencias de estadística y cómo han de encararlos. Se analiza el contexto dentro del cual han de evolucionar los institutos de estadística: las principales fuerzas que modifican la economía y la sociedad, las medidas políticas nuevas que aparentemente requieren información estadística nueva o adicional y los cambios en la naturaleza de los gobiernos que tienen repercusiones significativas para los...
Sesgo de no respuesta reiterada en la estimación de la varianza poblacional.
Obtenemos la expresión del sesgo de respuesta en el n-ésimo intento, dentro de la subpoblación que no respondería en 1, 2, ... y n - 1 intentos sucesivos, en estudios por muestreo con reiteración en la subpoblación de no respuesta, para estimar la varianza poblacional.
Set estimation under convexity type assumptions
Setting Test Limits Under Prescribed Consumer Loss.
Seules les affinités préservent le type de la loi gamma à paramètre entier
Several applications of divergence criteria in continuous families
This paper deals with four types of point estimators based on minimization of information-theoretic divergences between hypothetical and empirical distributions. These were introduced (i) by Liese and Vajda [9] and independently Broniatowski and Keziou [3], called here power superdivergence estimators, (ii) by Broniatowski and Keziou [4], called here power subdivergence estimators, (iii) by Basu et al. [2], called here power pseudodistance estimators, and (iv) by Vajda [18] called here Rényi pseudodistance...
Sex, Age and Growth of the Spurdog (Squalus Acanthias Linnaeus, 1758) in the Southeastern Black Sea
Shape Descriptors for Image Analysis
Shape factor extremes for prolate spheroids
Microscopic prolate spheroids in a given volume of an opaque material are considered. The extremes of the shape factor of the spheroids are studied. The profiles of the spheroids are observed on a random planar section and based on these observations we want to estimate the distribution of the extremal shape factor of the spheroids. We show that under a tail uniformity condition the Maximum domain of attraction is stable. We discuss the normalising constants (n.c.) for the extremes of the spheroid...
Sharp bounds for expectations of spacings from decreasing density and failure rate families
We apply the method of projecting functions onto convex cones in Hilbert spaces to derive sharp upper bounds for the expectations of spacings from i.i.d. samples coming from restricted families of distributions. Two families are considered: distributions with decreasing density and with decreasing failure rate. We also characterize the distributions for which the bounds are attained.
Sharp bounds on quasiconvex moments of generalized order statistics.
Sharp equivalence between ρ- and τ-mixing coefficients
For two σ-algebras 𝓐 and ℬ, the ρ-mixing coefficient ρ(𝓐,ℬ) between 𝓐 and ℬ is the supremum correlation between two real random variables X and Y which are 𝓐 - resp. ℬ-measurable; the τ'(𝓐,ℬ) coefficient is defined similarly, but restricting to the case where X and Y are indicator functions. It has been known for a long time that the bound ρ ≤ Cτ'(1 + en | log τ'|) holds for some constant C; in this article, we show that C = 1 works and is best possible.
Sharp upper bounds for the best predictor of future mean of some order statistics
We provide sharp upper bounds for the mean of the future order statistics based on observed r order statistics. These bounds are expressed in terms of various scale units. We also determine the probability distributions for which the bounds are attained.
Shluková analysa
Shortest Condidence Intervals and UMVU Estimators for Families of Distributions Involving Truncation Parameters.
Shortest Confidence Interval Estimation for Families of Distributions Involving Two Truncation Parameters.
Shrinkage Estimation of the Proportion in Randomized Response.
Shrinkage strategies in some multiple multi-factor dynamical systems
In this paper, we are interested in estimation problem for the drift parameters matrices of m independent multivariate diffusion processes. More specifically, we consider the case where the m-parameters matrices are supposed to satisfy some uncertain constraints. Given such an uncertainty, we develop shrinkage estimators which improve over the performance of the maximum likelihood estimator (MLE). Under an asymptotic distributional quadratic risk criterion, we study the relative dominance of the...