Displaying similar documents to “On non-existence of moment estimators of the GED power parameter”

Using auxiliary information in statistical function estimation

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...

The use of third-order moments in structural models.

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. ...

Kernel estimators and the Dvoretzky-Kiefer-Wolfowitz inequality

Ryszard Zieliński (2007)

Applicationes Mathematicae

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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 empirical evaluation of small area estimators.

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...

Comparison of six almost unbiased ratio estimators.

M. Dalabehera, L. N. Sahoo (1994)

Qüestiió

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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.

An alternative analysis of variance.

Nicholas T. Longford (2008)

SORT

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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.