Estimation of the Parameter of the Inverse Gaussian Distribution from Generalised Censored Samples.
Estimation of the parameters of Gumbel and Burr distributions in terms of kth record values
The minimum variance linear unbiased estimators (MVLUE), the best linear invariant estimators (BLIE) and the maximum likelihood estimators (MLE) based on m selected kth record values are presented for the parameters of the Gumbel and Burr distributions.
Estimation of the parameters of the mixture k ≥ 2 of logarithmic-normal distributions.
In the mixture k ≥ 2 of logarithmic-normal distributions, with density function (1), the parameters μ1, ..., μk satisfying conditions (2) and the parameters p1, ..., pk satisfying conditions (3) are unknown. Using moments of orders r = -k, -k+1, ..., 0, 1, ..., k-1 we get a system of 2k equations (8), an equivalent of matrix equation (10). The equation (13) has exactly one solution with regard to A. If in the equation (13) we substitute the unbiased and consistent estimators D'r for the coefficients...
Estimation of the Parameters of the PARETO Distribution
Estimation of the parameters of the reversed generalized logistic distribution with progressive censoring data.
Estimation of the size of a closed population
The problem considered is that of estimation of the size (N) of a closed population under three sampling schemes admitting unbiased estimation of N. It is proved that for each of these schemes, the uniformly minimum variance unbiased estimator (UMVUE) of N is inadmissible under square error loss function. For the first scheme, the UMVUE is also the maximum likelihood estimator (MLE) of N. For the second scheme and a special case of the third, it is shown respectively that an MLE and an estimator...
Estimation of variance components in mixed linear models
The MINQUE of the linear function of the unknown variance-components parameter in mixed linear model under linear restrictions of the type is defined and derived. As an illustration of this estimator the example of the one-way classification model with the restrictions , where , is given.
Estimation of variance components in random models
Estimation of variances in a heteroscedastic RCA(1) model
The paper concerns with a heteroscedastic random coefficient autoregressive model (RCA) of the form . Two different procedures for estimating or , respectively, are described under the special seasonal behaviour of . For both types of estimators strong consistency and asymptotic normality are proved.
Estimation Procedures for a Family of Density Functions Representing Various Life-Testing Models.
Estimators in the location model with gradual changes
A number of papers has been published on the estimation problem in location models with abrupt changes (e.g., Cs" orgő and Horváth (1996)). In the present paper we focus on estimators in location models with gradual changes. Estimators of the parameters are proposed and studied. It appears that the limit behavior (both the rate of consistency and limit distribution) of the estimators of the change point in location models with abrupt changes and gradual changes differ substantially.
Estudios de supervivencia con datos no observados. Dificultades inherentes al enfoque paramétrico.
A partir de una muestra de datos de supervivencia que contiene valores no observados en las covariantes de interés, presentamos una metodología que permite extraer toda la información contenida en covariantes completamente observadas, que estén fuertemente correlacionadas con las citadas covariantes de interés. El enfoque utilizado es completamente paramétrico y se basa en el método de máxima verosimilitud. Mostramos las dificultades, tanto de índole práctica como filosófica, que aparecen en la...
Étude de l'estimateur du maximum de vraisemblance dans le cas d'un processus autorégressif : convergence, normalité asymptotique, vitesse de convergence
Evolutionary Pareto distributions
Exponential regression