An inequality concerning random linear functionals on a linear space with a random norm and its statistical application

Jaroslav Hájek

Displaying similar documents to “An inequality concerning random linear functionals on a linear space with a random norm and its statistical application”

Nonlinear estimators of polynomials in mean values of a Gaussian stochastic process

František Štulajter (1978)

Kybernetika

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Properly recorded estimate and confidence regions obtained by an approximate covariance operator in a special nonlinear model

Gejza Wimmer (1995)

Applications of Mathematics

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The properly recorded standard deviation of the estimator and the properly recorded estimate are introduced. Bounds for the locally best linear unbiased estimator and estimate and also confidence regions for a linearly unbiasedly estimable linear functional of unknown parameters of the mean value are obtained in a special structure of nonlinear regression model. A sufficient condition for obtaining the properly recorded estimate in this model is also given.

Estimates of reliability for the normal distribution

Jan Hurt (1980)

Aplikace matematiky

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The minimum variance unbiased, the maximum likelihood, the Bayes, and the naive estimates of the reliability function of a normal distribution are studied. Their asymptotic normality is proved and asymptotic expansions for both the expectation and the mean squared error are derived. The estimates are then compared using the concept of deficiency. In the end an extensive Monte Carlo study of the estimates in small samples is given.