Displaying similar documents to “Estimator of variance of Wiener process based on its integral”

Linear error propagation law and plug-in estimators

Lubomír Kubáček (2012)

Applications of Mathematics

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In mixed linear statistical models the best linear unbiased estimators need a known covariance matrix. However, the variance components must be usually estimated. Thus a problem arises what is the covariance matrix of the plug-in estimators.

Estimation of intersection intensity in a Poisson process of segments

Tomáš Mrkvička (2007)

Commentationes Mathematicae Universitatis Carolinae

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The minimum variance unbiased estimator of the intensity of intersections is found for stationary Poisson process of segments with parameterized distribution of primary grain with known and unknown parameters. The minimum variance unbiased estimators are compared with commonly used estimators.