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Using auxiliary information in statistical function estimation

Sergey TarimaDmitri Pavlov — 2006

ESAIM: Probability and Statistics

In many practical situations sample sizes are not sufficiently large and estimators based on such samples may not be satisfactory in terms of their variances. At the same time it is not unusual that some auxiliary information about the parameters of interest is available. This paper considers a method of using auxiliary information for improving properties of the estimators based on a current sample only. In particular, it is assumed that the information is available as a number of estimates based...

Using auxiliary information in statistical function estimation

Sergey TarimaDmitri Pavlov — 2005

ESAIM: Probability and Statistics

In many practical situations sample sizes are not sufficiently large and estimators based on such samples may not be satisfactory in terms of their variances. At the same time it is not unusual that some auxiliary information about the parameters of interest is available. This paper considers a method of using auxiliary information for improving properties of the estimators based on a current sample only. In particular, it is assumed that the information is available as a number of estimates based...

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