Partial review of adaptive procedures
M. Hušková (1985)
Banach Center Publications
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M. Hušková (1985)
Banach Center Publications
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J. Kogut (1980)
Applicationes Mathematicae
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Sergey Tarima, Dmitri Pavlov (2005)
ESAIM: Probability and Statistics
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In many practical situations sample sizes are not sufficiently large and estimators based on such samples may not be satisfactory in terms of their variances. At the same time it is not unusual that some auxiliary information about the parameters of interest is available. This paper considers a method of using auxiliary information for improving properties of the estimators based on a current sample only. In particular, it is assumed that the information is available as a number of...
Erik Meijer, Ab Mooijart (1994)
Qüestiió
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Structural models are usually estimated using only second order moments (covariances or correlations). When variables are nor multivariate normally distributed, however, methods that also fit higher order moments, such as skewnesses, are theoretically asymptotically preferable. This article reports result from a Monte Carlo simulation study in which estimators that fit both second-order moments and third-order moments are compared with estimators that fit only second-order moments. ...
Jaromír Antoch, Marie Husková (2000)
Discussiones Mathematicae Probability and Statistics
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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.
Stanisław Gnot, Andrzej Michalski, Agnieszka Urbańska-Motyka (2004)
Discussiones Mathematicae Probability and Statistics
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In the paper, the problem of estimation of variance components σ₁² and σ₂² by using the ML-method and REML-method in a normal mixed linear model 𝒩 {Y,E(Y) = Xβ, Cov(Y) = σ₁²V + σ₂²Iₙ} is considered. This paper deal with properties of estimators of variance components, particularly when an explicit form of these estimators is unknown. The conditions when the ML and REML estimators can be expressed in explicit forms are given, too. The simulation study for one-way classification unbalanced...
R. Zieliński (1973)
Applicationes Mathematicae
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R.D. Reiss (1978)
Metrika
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LanXiang Chen, J. Eichenauer-Herrmann, J. Lehn (1988)
Applicationes Mathematicae
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I. Malinowska, P. Pawlas, D. Szynal (2005)
Applicationes Mathematicae
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The minimum variance linear unbiased estimators (MVLUE), the best linear invariant estimators (BLIE) and the maximum likelihood estimators (MLE) based on m selected kth record values are presented for the parameters of the Gumbel and Burr distributions.
C.H. Kapadia, K.R. Lee (1988)
Metrika
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