Displaying similar documents to “On some properties of ML and REML estimators in mixed normal models with two variance components”

Asymptotic normality and efficiency of variance components estimators with high breakdown points

Christine H. Müller (2000)

Discussiones Mathematicae Probability and Statistics

Similarity:

For estimating the variance components of a one-way random effect model recently Uhlig (1995, 1997) and Lischer (1996) proposed non-iterative estimators with high breakdown points. These estimators base on the high breakdown point scale estimators of Rousseeuw and Croux (1992, 1993), which they called Q-estimators. In this paper the asymptotic normal distribution of the new variance components estimators is derived so that the asymptotic efficiency of these estimators can be compared...

Comparison at optimal levels of classical tail index estimators: a challenge for reduced-bias estimation?

M. Ivette Gomes, Lígia Henriques-Rodrigues (2010)

Discussiones Mathematicae Probability and Statistics

Similarity:

In this article, we begin with an asymptotic comparison at optimal levels of the so-called "maximum likelihood" (ML) extreme value index estimator, based on the excesses over a high random threshold, denoted PORT-ML, with PORT standing for peaks over random thresholds, with a similar ML estimator, denoted PORT-MP, with MP standing for modified-Pareto. The PORT-MP estimator is based on the same excesses, but with a trial of accommodation of bias on the Generalized Pareto model underlying...

Estimation in universal models with restrictions

Eva Fišerová (2004)

Discussiones Mathematicae Probability and Statistics

Similarity:

In modelling a measurement experiment some singularities can occur even if the experiment is quite standard and simple. Such an experiment is described in the paper as a motivation example. It is presented in the papar how to solve these situations under special restrictions on model parameters. The estimability of model parameters is studied and unbiased estimators are given in explicit forms.

An alternative analysis of variance.

Nicholas T. Longford (2008)

SORT

Similarity:

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.

The problem of determining estimators for different structural parameters in the case of credibility results for weighted contracts

Virginia Atanasiu (2007)

Mathematica Bohemica

Similarity:

This paper presents and analyzes the estimators of the structural parameters, in the Bühlmann-Straub model, involving complicated mathematical properties of conditional expectations and of conditional covariances. So to enable to use the better linear credibility results obtained in this model, we will provide useful estimators for the structure parameters. From the practical point of view it is stated the attractive property of unbiasedness for these estimators.

[unknown]

I. Molina, D. Morales (2009)

Boletín de Estadística e Investigación Operativa. BEIO

Similarity: