Identification and estimation of parameters in abstract Cauchy problems.
Karl Kunisch (1985)
Banach Center Publications
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Karl Kunisch (1985)
Banach Center Publications
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J. Bartoszewicz (1977)
Applicationes Mathematicae
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M.A. Baxter (1980)
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S. Sengupta (2009)
Applicationes Mathematicae
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The problem considered is that of unbiased estimation for a two-parameter exponential distribution under time censored sampling. We obtain a necessary form of an unbiasedly estimable parametric function and prove that there does not exist any unbiased estimator of the parameters and the mean of the distribution. For reliability estimation at a specified time point, we give a necessary and sufficient condition for the existence of an unbiased estimator and suggest an unbiased estimator...
D.M. Kern (1983)
Metrika
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S. Trybuła (1974)
Applicationes Mathematicae
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Jelena Bulatović, Alobodanka Janjić (1979)
Publications de l'Institut Mathématique
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Shayle R. Searle (1995)
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Beniamin Goldys (1985)
Banach Center Publications
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Vidyasagar Ramchandra Padmawar (1994)
Metrika
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Hélène Lescornel, Jean-Michel Loubes, Claudie Chabriac (2014)
ESAIM: Probability and Statistics
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We consider a model selection estimator of the covariance of a random process. Using the Unbiased Risk Estimation (U.R.E.) method, we build an estimator of the risk which allows to select an estimator in a collection of models. Then, we present an oracle inequality which ensures that the risk of the selected estimator is close to the risk of the oracle. Simulations show the efficiency of this methodology.
Stanisław Trybuła (2002)
Applicationes Mathematicae
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The problem of minimax estimation of parameters of multinomial distribution is considered for a loss function being the sum of the losses of the statisticians taking part in the estimation process.
K. Takeuchi, M. Akahira (1986)
Metrika
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L. Bondesson (1983)
Metrika
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N. Mukhopadhyay (1981)
Metrika
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A. Chaudhuri, R. Arnab (1981)
Metrika
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