Robust time series analysis: a survey
Norbert Stockinger, Rudolf Dutter (1987)
Kybernetika
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Norbert Stockinger, Rudolf Dutter (1987)
Kybernetika
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Zbyněk Pawlas (2011)
Kybernetika
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Summary characteristics play an important role in the analysis of spatial point processes. We discuss various approaches to estimating summary characteristics from replicated observations of a stationary point process. The estimators are compared with respect to their integrated squared error. Simulations for three basic types of point processes help to indicate the best way of pooling the subwindow estimators. The most appropriate way depends on the particular summary characteristic,...
Christine H. Müller (2004)
Discussiones Mathematicae Probability and Statistics
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We give a review on the properties and applications of M-estimators with redescending score function. For regression analysis, some of these redescending M-estimators can attain the maximum breakdown point which is possible in this setup. Moreover, some of them are the solutions of the problem of maximizing the efficiency under bounded influence function when the regression coefficient and the scale parameter are estimated simultaneously. Hence redescending M-estimators satisfy several...
J. Jurečková (1983)
Acta Universitatis Carolinae. Mathematica et Physica
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João Paulo Martins, Miguel Felgueiras, Rui Santos (2013)
Discussiones Mathematicae Probability and Statistics
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In some cases, the estimators obtained in compound tests have better features than the traditional ones, obtained from individual tests, cf. Sobel and Elashoff (1975), Garner et al. (1989) and Loyer (1983). The bias, the efficiency and the robustness of these estimators are investigated in several papers, e.g. Chen and Swallow (1990), Hung and Swallow (1999) and Lancaster and Keller-McNulty (1998). Thus, the use of estimators based on compound tests not only allows a substantial...
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...
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...
Alex Costa, Albert Satorra, Eva Ventura (2006)
SORT
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A national survey designed for estimating a specific population quantity is sometimes used for estimation of this quantity also for a small area, such as a province. Budget constraints do not allow a greater sample size for the small area, and so other means of improving estimation have to be devised. We investigate such methods and assess them by a Monte Carlo study. We explore how a complementary survey can be exploited in small area estimation. We use the context of the Spanish Labour...