Contributions to the credibility theory.
Atanasiu, Virginia (2008)
APPS. Applied Sciences
Similarity:
Atanasiu, Virginia (2008)
APPS. Applied Sciences
Similarity:
Zuzana Prášková, Pavel Vaněček (2011)
Kybernetika
Similarity:
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...
Ryszard Zieliński (1997)
Banach Center Publications
Similarity:
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...
Czapkiewicz, Anna, Dawidowicz, Antoni L. (2005)
Zeszyty Naukowe Uniwersytetu Jagiellońskiego. Universitatis Iagellonicae Acta Mathematica
Similarity:
Anna Czapkiewicz (1999)
Applicationes Mathematicae
Similarity:
We discuss some methods of estimation in bivariate errors-in-variables linear models. We also suggest a method of constructing consistent estimators in the case when the error disturbances have the normal distribution with unknown parameters. It is based on the theory of estimating variance components in linear models. A simulation study is presented which compares this estimator with the maximum likelihood one.
Waldemar Popiński (1994)
Applicationes Mathematicae
Similarity:
The properties of two recursive estimators of the Fourier coefficients of a regression function with respect to a complete orthonormal system of bounded functions (ek) , k=1,2,..., are considered in the case of the observation model , i=1,...,n , where are independent random variables with zero mean and finite variance, , i=1,...,n, form a random sample from a distribution with density ϱ =1/(b-a) (uniform distribution) and are independent of the errors , i=1,...,n . Unbiasedness...
Andraşiu, Mircea, Oprina, Andrei, Simion, Emil, Simion, Gheorghe (2010)
Acta Universitatis Apulensis. Mathematics - Informatics
Similarity: