Partial review of adaptive procedures
M. Hušková (1985)
Banach Center Publications
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M. Hušková (1985)
Banach Center Publications
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J. Kogut (1980)
Applicationes Mathematicae
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R.D. Reiss (1978)
Metrika
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I. Malinowska, P. Pawlas, D. Szynal (2005)
Applicationes Mathematicae
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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.
L. Vostrikova (1986)
Publications mathématiques et informatique de Rennes
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João Tiago Mexia, Pedro Corte Real (2001)
Discussiones Mathematicae Probability and Statistics
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Extremum estimators are obtained by maximizing or minimizing a function of the sample and of the parameters relatively to the parameters. When the function to maximize or minimize is the sum of subfunctions each depending on one observation, the extremum estimators are additive. Maximum likelihood estimators are extremum additive whenever the observations are independent. Another instance of additive extremum estimators are the least squares estimators for multiple regressions when the...
Jaromír Antoch, Marie Husková (2000)
Discussiones Mathematicae Probability and Statistics
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The purpose of this paper is to study Bayesian like R- and M-estimators of change point(s). These estimators have smaller variance than the related argmax type estimators. Confidence intervals for the change point based on the exchangeability arguments are constructed. Finally, theoretical results are illustrated on the real data set.
Hocine Fellag, Karima Nouali (2005)
Discussiones Mathematicae Probability and Statistics
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The first-order autoregressive model with uniform innovations is considered. In this paper, we propose a family of BAYES estimators based on a class of prior distributions. We obtain estimators of the parameter which perform better than the maximum likelihood estimator.
LanXiang Chen, J. Eichenauer-Herrmann, J. Lehn (1988)
Applicationes Mathematicae
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Christine H. Müller (2000)
Discussiones Mathematicae Probability and Statistics
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For estimating the variance components of a one-way random effect model recently Uhlig (1995, 1997) and Lischer (1996) proposed non-iterative estimators with high breakdown points. These estimators base on the high breakdown point scale estimators of Rousseeuw and Croux (1992, 1993), which they called Q-estimators. In this paper the asymptotic normal distribution of the new variance components estimators is derived so that the asymptotic efficiency of these estimators can be compared...
Marie Hušková (1995)
Commentationes Mathematicae Universitatis Carolinae
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We introduce and study the behavior of estimators of changes in the mean value of a sequence of independent random variables in the case of so called epidemic alternatives which is one of the variants of the change point problem. The consistency and the limit distribution of the estimators developed for this situation are shown. Moreover, the classical estimators used for `at most change' are examined for the studied situation.
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. ...
C.H. Kapadia, K.R. Lee (1988)
Metrika
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Stanisław Gnot, Andrzej Michalski, Agnieszka Urbańska-Motyka (2004)
Discussiones Mathematicae Probability and Statistics
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In the paper, the problem of estimation of variance components σ₁² and σ₂² by using the ML-method and REML-method in a normal mixed linear model 𝒩 {Y,E(Y) = Xβ, Cov(Y) = σ₁²V + σ₂²Iₙ} is considered. This paper deal with properties of estimators of variance components, particularly when an explicit form of these estimators is unknown. The conditions when the ML and REML estimators can be expressed in explicit forms are given, too. The simulation study for one-way classification unbalanced...