Asymptotic behaviour of an estimator based on Rao's divergence
María Del Carmen Pardo (1997)
Kybernetika
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Displaying similar documents to “Optimal estimator of hypothesis probability for data mining problems with small samples”
Asymptotic behaviour of an estimator based on Rao's divergence
Estimating normal density and normal distribution function: is Kolmogorov's estimator admissible?
Andrew Rukhin (1993)
Applicationes Mathematicae
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The statistical estimation problem of the normal distribution function and of the density at a point is considered. The traditional unbiased estimators are shown to have Bayes nature and admissibility of related generalized Bayes procedures is proved. Also inadmissibility of the unbiased density estimator is demonstrated.
Empirical comparison between the Nelson-Aalen Estimator and the Naive Local Constant Estimator.
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....
The LASSO estimator: Distributional properties
Rakshith Jagannath, Neelesh S. Upadhye (2018)
Kybernetika
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The least absolute shrinkage and selection operator (LASSO) is a popular technique for simultaneous estimation and model selection. There have been a lot of studies on the large sample asymptotic distributional properties of the LASSO estimator, but it is also well-known that the asymptotic results can give a wrong picture of the LASSO estimator's actual finite-sample behaviour. The finite sample distribution of the LASSO estimator has been previously studied for the special case of...
What does intrinsic mean in statistical estimation?
Gloria García, Josep M. Oller (2006)
SORT
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In this paper we review different meanings of the word intrinsic in statistical estimation, focusing our attention on the use of this word in the analysis of the properties of an estimator. We review the intrinsic versions of the bias and the mean square error and results analogous to the Cramér-Rao inequality and Rao-Blackwell theorem. Different results related to the Bernoulli and normal distributions are also considered.
Improving small area estimation by combining surveys: new perspectives in regional statistics.
Alex Costa, Albert Satorra, Eva Ventura (2006)
SORT
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A national survey designed for estimating a specific population quantity is sometimes used for estimation of this quantity also for a small area, such as a province. Budget constraints do not allow a greater sample size for the small area, and so other means of improving estimation have to be devised. We investigate such methods and assess them by a Monte Carlo study. We explore how a complementary survey can be exploited in small area estimation. We use the context of the Spanish Labour...
An alternative analysis of variance.
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.