Displaying similar documents to “A minimax property of translation invariant estimators for variance components”

Asymptotic normality and efficiency of variance components estimators with high breakdown points

Christine H. Müller (2000)

Discussiones Mathematicae Probability and Statistics

Similarity:

For estimating the variance components of a one-way random effect model recently Uhlig (1995, 1997) and Lischer (1996) proposed non-iterative estimators with high breakdown points. These estimators base on the high breakdown point scale estimators of Rousseeuw and Croux (1992, 1993), which they called Q-estimators. In this paper the asymptotic normal distribution of the new variance components estimators is derived so that the asymptotic efficiency of these estimators can be compared...

Kernel estimators and the Dvoretzky-Kiefer-Wolfowitz inequality

Ryszard Zieliński (2007)

Applicationes Mathematicae

Similarity:

It turns out that for standard kernel estimators no inequality like that of Dvoretzky-Kiefer-Wolfowitz can be constructed, and as a result it is impossible to answer the question of how many observations are needed to guarantee a prescribed level of accuracy of the estimator. A remedy is to adapt the bandwidth to the sample at hand.

An alternative analysis of variance.

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.

Comparison of six almost unbiased ratio estimators.

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.

Bayesian like R- and M- estimators of change points

Jaromír Antoch, Marie Husková (2000)

Discussiones Mathematicae Probability and Statistics

Similarity:

The purpose of this paper is to study Bayesian like R- and M-estimators of change point(s). These estimators have smaller variance than the related argmax type estimators. Confidence intervals for the change point based on the exchangeability arguments are constructed. Finally, theoretical results are illustrated on the real data set.

Constructing median-unbiased estimators in one-parameter families of distributions via stochastic ordering

Ryszard Zieliński (2003)

Applicationes Mathematicae

Similarity:

If θ ∈ Θ is an unknown real parameter of a given distribution, we are interested in constructing an exactly median-unbiased estimator θ̂ of θ, i.e. an estimator θ̂ such that a median Med(θ̂ ) of the estimator equals θ, uniformly over θ ∈ Θ. We shall consider the problem in the case of a fixed sample size n (nonasymptotic approach).

An empirical evaluation of small area estimators.

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...

Bayes unbiased estimators of parameters of linear trend with autoregressive errors

František Štulajter (1987)

Aplikace matematiky

Similarity:

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. ...

Comparison at optimal levels of classical tail index estimators: a challenge for reduced-bias estimation?

M. Ivette Gomes, Lígia Henriques-Rodrigues (2010)

Discussiones Mathematicae Probability and Statistics

Similarity:

In this article, we begin with an asymptotic comparison at optimal levels of the so-called "maximum likelihood" (ML) extreme value index estimator, based on the excesses over a high random threshold, denoted PORT-ML, with PORT standing for peaks over random thresholds, with a similar ML estimator, denoted PORT-MP, with MP standing for modified-Pareto. The PORT-MP estimator is based on the same excesses, but with a trial of accommodation of bias on the Generalized Pareto model underlying...