Displaying similar documents to “The problem of determining estimators for different structural parameters in the case of credibility results for weighted contracts”

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.

Bayes unbiased estimators of parameters of linear trend with autoregressive errors

František Štulajter (1987)

Aplikace matematiky

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The method of least wquares is usually used in a linear regression model 𝐘 = 𝐗 β + ϵ for estimating unknown parameters β . The case when ϵ is an autoregressive process of the first order and the matrix 𝐗 corresponds to a linear trend is studied and the Bayes approach is used for estimating the parameters β . Unbiased Bayes estimators are derived for the case of a small number of observations. These estimators are compared with the locally best unbiased ones and with the usual least squares estimators. ...

A review of the results on the Stein approach for estimators improvement.

Vassiliy G. Voinov, Mikhail S. Nikulin (1995)

Qüestiió

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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.

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...

An empirical evaluation of small area estimators.

Álex Costa, Albert Satorra, Eva Ventura (2003)

SORT

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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...