Generalized jackknife semi-parametric estimators of the tail index.
Gomes, M.Ivette, Martins, M.João, Neves, Manuela (2002)
Portugaliae Mathematica. Nova Série
Similarity:
Gomes, M.Ivette, Martins, M.João, Neves, Manuela (2002)
Portugaliae Mathematica. Nova Série
Similarity:
Alex Costa, Albert Satorra, Eva Ventura (2006)
SORT
Similarity:
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...
Nicholas T. Longford (2008)
SORT
Similarity:
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.
Christine H. Müller (2004)
Discussiones Mathematicae Probability and Statistics
Similarity:
We give a review on the properties and applications of M-estimators with redescending score function. For regression analysis, some of these redescending M-estimators can attain the maximum breakdown point which is possible in this setup. Moreover, some of them are the solutions of the problem of maximizing the efficiency under bounded influence function when the regression coefficient and the scale parameter are estimated simultaneously. Hence redescending M-estimators satisfy several...
Álex Costa, Albert Satorra, Eva Ventura (2003)
SORT
Similarity:
This paper compares five small area estimators. We use Monte Carlo simulation in the context of both artificial and real populations. In addition to the direct and indirect estimators, we consider the optimal composite estimator with population weights, and two composite estimators with estimated weights: one that assumes homogeneity of within area variance and squared bias and one that uses area-specific estimates of variance and squared bias. In the study with real population, we found...
Asunción Rubio, Jan Amos Visek (1991)
Trabajos de Estadística
Similarity:
The paper studies the problem of selecting an estimator with (approximately) minimal asymptotic variance. For every fixed contamination level there is usually just one such estimator in the considered family. Using the first and the second derivative of the asymptotic variance with respect to the parameter which parametrizes the family of estimators the paper gives two examples of how to select the estimator and gives an approximation to a loss which we suffer when we use the estimator...
M.D. Ugarte, T. Goicoa, A.F. Militino, M. Sagaseta-López (2009)
SORT
Similarity:
M. Dalabehera, L. N. Sahoo (1994)
Qüestiió
Similarity:
In this paper, we compare six almost unbiased ratio estimators with respect to bias and efficiency for (i) finite populations, and (ii) infinite populations in which the joint distribution of the characters under study is bivariate normal.
Vassiliy G. Voinov, Mikhail S. Nikulin (1995)
Qüestiió
Similarity:
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.