Displaying similar documents to “Some applications of probability generating function based methods to statistical estimation”

Local linear estimation of conditional cumulative distribution function in the functional data: Uniform consistency with convergence rates

Chaima Hebchi, Abdelhak Chouaf (2021)

Kybernetika

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In this paper, we investigate the problem of the conditional cumulative of a scalar response variable given a random variable taking values in a semi-metric space. The uniform almost complete consistency of this estimate is stated under some conditions. Moreover, as an application, we use the obtained results to derive some asymptotic properties for the local linear estimator of the conditional quantile.

Local linear estimation of the conditional mode under left truncation for functional regressors

Halima Boudada, Sarra Leulmi (2023)

Kybernetika

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In this work, we introduce a local linear estimator of the conditional mode for a random real response variable which is subject to left-truncation by another random variable where the covariate takes values in an infinite dimensional space. We first establish both of pointwise and uniform almost sure convergences, with rates, of the conditional density estimator. Then, we deduce the strong consistency of the obtained conditional mode estimator. We finally illustrate the outperformance...

Optimal estimator of hypothesis probability for data mining problems with small samples

Andrzej Piegat, Marek Landowski (2012)

International Journal of Applied Mathematics and Computer Science

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The paper presents a new (to the best of the authors' knowledge) estimator of probability called the "Epₕ√2 completeness estimator" along with a theoretical derivation of its optimality. The estimator is especially suitable for a small number of sample items, which is the feature of many real problems characterized by data insufficiency. The control parameter of the estimator is not assumed in an a priori, subjective way, but was determined on the basis of an optimization criterion (the...

Nonparametric bivariate estimation for successive survival times.

Carles Serrat, Guadalupe Gómez (2007)

SORT

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Several aspects of the analysis of two successive survival times are considered. All the analyses take into account the dependent censoring on the second time induced by the first. Three nonparametric methods are described, implemented and applied to the data coming from a multicentre clinical trial for HIV-infected patients. Visser's and Wang and Wells methods propose an estimator for the bivariate survival function while Gómez and Serrat's method presents a conditional approach for...

Mean square error of the estimator of the conditional hazard function

Abbes Rabhi, Samir Benaissa, El Hadj Hamel, Boubaker Mechab (2013)

Applicationes Mathematicae

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This paper deals with a scalar response conditioned by a functional random variable. The main goal is to estimate the conditional hazard function. An asymptotic formula for the mean square error of this estimator is calculated considering as usual the bias and variance.

The LASSO estimator: Distributional properties

Rakshith Jagannath, Neelesh S. Upadhye (2018)

Kybernetika

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The least absolute shrinkage and selection operator (LASSO) is a popular technique for simultaneous estimation and model selection. There have been a lot of studies on the large sample asymptotic distributional properties of the LASSO estimator, but it is also well-known that the asymptotic results can give a wrong picture of the LASSO estimator's actual finite-sample behaviour. The finite sample distribution of the LASSO estimator has been previously studied for the special case of...

Information inequalities for the minimax risk of sequential estimators (with applications)

Lesław Gajek, B. Mizera-Florczak (1998)

Applicationes Mathematicae

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Information inequalities for the minimax risk of sequential estimators are derived in the case where the loss is measured by the squared error of estimation plus a linear functional of the number of observations. The results are applied to construct minimax sequential estimators of: the failure rate in an exponential model with censored data, the expected proportion of uncensored observations in the proportional hazards model, the odds ratio in a binomial distribution and the expectation...

An extended problem to Bertrand's paradox

Mostafa K. Ardakani, Shaun S. Wulff (2014)

Discussiones Mathematicae Probability and Statistics

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Bertrand's paradox is a longstanding problem within the classical interpretation of probability theory. The solutions 1/2, 1/3, and 1/4 were proposed using three different approaches to model the problem. In this article, an extended problem, of which Bertrand's paradox is a special case, is proposed and solved. For the special case, it is shown that the corresponding solution is 1/3. Moreover, the reasons of inconsistency are discussed and a proper modeling approach is determined by...