Displaying similar documents to “Note on unbiased estimability of the larger of two mean values”

On a class of estimators in a multivariate RCA(1) model

Zuzana Prášková, Pavel Vaněček (2011)

Kybernetika

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This work deals with a multivariate random coefficient autoregressive model (RCA) of the first order. A class of modified least-squares estimators of the parameters of the model, originally proposed by Schick for univariate first-order RCA models, is studied under more general conditions. Asymptotic behavior of such estimators is explored, and a lower bound for the asymptotic variance matrix of the estimator of the mean of random coefficient is established. Finite sample properties are...

Spatial prediction of the mark of a location-dependent marked point process: How the use of a parametric model may improve prediction

Tomáš Mrkvička, François Goreaud, Joël Chadoeuf (2011)

Kybernetika

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We discuss the prediction of a spatial variable of a multivariate mark composed of both dependent and explanatory variables. The marks are location-dependent and they are attached to a point process. We assume that the marks are assigned independently, conditionally on an unknown underlying parametric field. We compare (i) the classical non-parametric Nadaraya-Watson kernel estimator based on the dependent variable (ii) estimators obtained under an assumption of local parametric model...

On unbiased Lehmann-estimators of a variance of an exponential distribution with quadratic loss function.

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(λ -r, λ-r...

Theory of parameter estimation

Ryszard Zieliński (1997)

Banach Center Publications

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0. Introduction and summary. The analysis of data from the gravitational-wave detectors that are currently under construction in several countries will be a challenging problem. The reason is that gravitational-vawe signals are expected to be extremely weak and often very rare. Therefore it will be of great importance to implement optimal statistical methods to extract all possible information about the signals from the noisy data sets. Careful statistical analysis based on correct application...

A Cramer-Rao analogue for median-unbiased estimators.

N. K. Sung, Gabriela Stangenhaus, Herbert T. David (1990)

Trabajos de Estadística

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Adopting a measure of dispersion proposed by Alamo [1964], and extending the analysis in Stangenhaus [1977] and Stangenhaus and David [1978b], an analogue of the classical Cramér-Rao lower bound for median-unbiased estimators is developed for absolutely continuous distributions with a single parameter, in which mean-unbiasedness, the Fisher information, and the variance are replaced by median-unbiasedness, the first absolute moment of the sample score, and the reciprocal of twice the...

On a strongly consistent estimator of the squared L_2-norm of a function

Roman Różański (1995)

Applicationes Mathematicae

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A kernel estimator of the squared L 2 -norm of the intensity function of a Poisson random field is defined. It is proved that the estimator is asymptotically unbiased and strongly consistent. The problem of estimating the squared L 2 -norm of a function disturbed by a Wiener random field is also considered.