Displaying similar documents to “Remark concerning a paradoxical situation in behaviour of error rate in discriminant analysis”

The use of third-order moments in structural models.

Erik Meijer, Ab Mooijart (1994)

Qüestiió

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Structural models are usually estimated using only second order moments (covariances or correlations). When variables are nor multivariate normally distributed, however, methods that also fit higher order moments, such as skewnesses, are theoretically asymptotically preferable. This article reports result from a Monte Carlo simulation study in which estimators that fit both second-order moments and third-order moments are compared with estimators that fit only second-order moments. ...

Using auxiliary information in statistical function estimation

Sergey Tarima, Dmitri Pavlov (2005)

ESAIM: Probability and Statistics

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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...

Some inequalities related to the Stam inequality

Abram Kagan, Tinghui Yu (2008)

Applications of Mathematics

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Zamir showed in 1998 that the Stam classical inequality for the Fisher information (about a location parameter) 1 / I ( X + Y ) ≥ 1 / I ( X ) + 1 / I ( Y ) for independent random variables X , Y is a simple corollary of basic properties of the Fisher information (monotonicity, additivity and a reparametrization formula). The idea of his proof works for a special case of a general (not necessarily location) parameter. Stam type inequalities are obtained for the Fisher information in a multivariate observation depending on a univariate...