Displaying similar documents to “The use of third-order moments in structural models.”

Using auxiliary information in statistical function estimation

Sergey Tarima, Dmitri Pavlov (2005)

ESAIM: Probability and Statistics

Similarity:

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...

Minimum disparity estimators for discrete and continuous models

María Luisa Menéndez, Domingo Morales, Leandro Pardo, Igor Vajda (2001)

Applications of Mathematics

Similarity:

Disparities of discrete distributions are introduced as a natural and useful extension of the information-theoretic divergences. The minimum disparity point estimators are studied in regular discrete models with i.i.d. observations and their asymptotic efficiency of the first order, in the sense of Rao, is proved. These estimators are applied to continuous models with i.i.d. observations when the observation space is quantized by fixed points, or at random, by the sample quantiles...

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...

An empirical evaluation of small area estimators.

Álex Costa, Albert Satorra, Eva Ventura (2003)

SORT

Similarity:

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...

On non-existence of moment estimators of the GED power parameter

Bartosz Stawiarski (2016)

Discussiones Mathematicae Probability and Statistics

Similarity:

We reconsider the problem of the power (also called shape) parameter estimation within symmetric, zero-mean, unit-variance one-parameter Generalized Error Distribution family. Focusing on moment estimators for the parameter in question, through extensive Monte Carlo simulations we analyze the probability of non-existence of moment estimators for small and moderate samples, depending on the shape parameter value and the sample size. We consider a nonparametric bootstrap approach and prove...

Estimators for epidemic alternatives

Marie Hušková (1995)

Commentationes Mathematicae Universitatis Carolinae

Similarity:

We introduce and study the behavior of estimators of changes in the mean value of a sequence of independent random variables in the case of so called epidemic alternatives which is one of the variants of the change point problem. The consistency and the limit distribution of the estimators developed for this situation are shown. Moreover, the classical estimators used for `at most change' are examined for the studied situation.

Bayesian like R- and M- estimators of change points

Jaromír Antoch, Marie Husková (2000)

Discussiones Mathematicae Probability and Statistics

Similarity:

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.