Consistency of the BIC order estimator.
Csiszár, Imre, Shields, Paul C. (1999)
Electronic Research Announcements of the American Mathematical Society [electronic only]
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Csiszár, Imre, Shields, Paul C. (1999)
Electronic Research Announcements of the American Mathematical Society [electronic only]
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Ana María Pérez-Marín (2008)
SORT
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The Nelson-Aalen estimator is widely used in biostatistics as a non-parametric estimator of the cumulative hazard function based on a right censored sample. A number of alternative estimators can be mentioned, namely, the naive local constant estimator (Guillén, Nielsen and Pérez-Marín, 2007) which provides improved bias versus variance properties compared to the traditional Nelson-Aalen estimator. Nevertheless, an empirical comparison of these two estimators has never been carried out....
Gomes, M.Ivette, Martins, M.João, Neves, Manuela (2002)
Portugaliae Mathematica. Nova Série
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John Roy Dennett (1973)
Mathematische Zeitschrift
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Abrams, Aaron, Ganzell, Sandy, Landau, Henry, Landau, Zeph, Pommersheim, James, Zaslow, Eric (2010)
Journal of Probability and Statistics
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Vassiliy G. Voinov, Mikhail S. Nikulin (1995)
Qüestiió
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Since 1956, a large number of papers have been devoted to Stein's technique of obtaining improved estimators of parameters, for several statistical models. We give a brief review of these papers, emphasizing those aspects which are interesting from the point of view of the theory of unbiased estimation.
Desmond W. Evans (1971)
Mathematische Zeitschrift
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Artur Bryk (2012)
Applicationes Mathematicae
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We consider a fixed-design regression model with long-range dependent errors which form a moving average or Gaussian process. We introduce an artificial randomization of grid points at which observations are taken in order to diminish the impact of strong dependence. We estimate the variance of the errors using the Rice estimator. The estimator is shown to exhibit weak (i.e. in probability) consistency. Simulation results confirm this property for moderate and large sample sizes when...
Jadwiga Kicinska-Slaby (1982)
Trabajos de Estadística e Investigación Operativa
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Lehmann in [4] has generalised the notion of the unbiased estimator with respect to the assumed loss function. In [5] Singh considered admissible estimators of function λ-r of unknown parameter λ of gamma distribution with density f(x|λ, b) = λb-1 e-λx xb-1 / Γ(b), x>0, where b is a known parameter, for loss function L(
Nicholas T. Longford (2008)
SORT
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The one-way analysis of variance is a staple of elementary statistics courses. The hypothesis test of homogeneity of the means encourages the use of the selected-model based estimators which are usually assessed without any regard for the uncertainty about the outcome of the test. We expose the weaknesses of such estimators when the uncertainty is taken into account, as it should be, and propose synthetic estimators as an alternative.
M'hammed Baba Harra (1997)
Applicationes Mathematicae
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Given a realization on a finite interval of a continuous-time stationary process, we construct estimators for higher order spectral densities. Tapering and shift-in-time methods are used to build estimators which are asymptotically unbiased and consistent for all admissible values of the argument. Asymptotic results for the fourth-order densities are given. Detailed attention is paid to the nth order case.
A. Chaudhuri ([unknown])
Metrika
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