Displaying similar documents to “On a special case when the variance of a least squares estimator does not tend to zero”

Least squares estimator consistency: a geometric approach

João Tiago Mexia, João Lita da Silva (2006)

Discussiones Mathematicae Probability and Statistics

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Consistency of LSE estimator in linear models is studied assuming that the error vector has radial symmetry. Generalized polar coordinates and algebraic assumptions on the design matrix are considered in the results that are established.

An alternative approach to characterize the commutativity of orthogonal projectors

Oskar Maria Baksalary, Götz Trenkler (2008)

Discussiones Mathematicae Probability and Statistics

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In an invited paper, Baksalary [Algebraic characterizations and statistical implications of the commutativity of orthogonal projectors. In: T. Pukkila, S. Puntanen (Eds.), Proceedings of the Second International Tampere Conference in Statistics, University of Tampere, Tampere, Finland, [2], pp. 113-142] presented 45 necessary and sufficient conditions for the commutativity of a pair of orthogonal projectors. Basing on these results, he discussed therein also statistical aspects of the...

A new stochastic restricted biased estimator under heteroscedastic or correlated error

Mustafa Ismaeel Alheety (2011)

ESAIM: Probability and Statistics

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In this paper, under the linear regression model with heteroscedastic and/or correlated errors when the stochastic linear restrictions on the parameter vector are assumed to be held, a generalization of the ordinary mixed estimator (GOME), ordinary ridge regression estimator (GORR) and Generalized least squares estimator (GLSE) is proposed. The performance of this new estimator against GOME, GORR, GLS and the stochastic restricted Liu estimator (SRLE) [Yang and Xu, 50 (2007) 639–647]...

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....

A new stochastic restricted biased estimator under heteroscedastic or correlated error

Mustafa Ismaeel Alheety (2011)

ESAIM: Probability and Statistics

Similarity:

In this paper, under the linear regression model with heteroscedastic and/or correlated errors when the stochastic linear restrictions on the parameter vector are assumed to be held, a generalization of the ordinary mixed estimator (GOME), ordinary ridge regression estimator (GORR) and Generalized least squares estimator (GLSE) is proposed. The performance of this new estimator against GOME, GORR, GLS and the stochastic restricted Liu estimator (SRLE) [Yang and Xu, ...

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...

Estimating a discrete distribution histogram selection

Nathalie Akakpo (2011)

ESAIM: Probability and Statistics

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Our aim is to estimate the joint distribution of a finite sequence of independent categorical variables. We consider the collection of partitions into dyadic intervals and the associated histograms, and we select from the data the best histogram by minimizing a penalized least-squares criterion. The choice of the collection of partitions is inspired from approximation results due to DeVore and Yu. Our estimator satisfies a nonasymptotic oracle-type inequality and adaptivity properties...