N. Aguirre, Mikhail S. Nikulin (1994)
Qüestiió
Similarity:
Chi-squared goodness-of-fit test for the family of logistic distributions id proposed. Different methods of estimation of the unknown parameters θ of the family are compared. The problem of homogeneity is considered.
Mikhail S. Nikulin, Vassiliy G. Voinov (1993)
Qüestiió
Similarity:
We consider the problem of estimation of the value of a real-valued function u(θ), θ = (θ, ..., θ), on the basis of a sample from non-truncated or truncated multivariate Modified Power Series Distributions. Using the general theory of estimation and the results of Patil (1965) and Patel (1978) we give the tables of MVUE's for functions of parameter θ of trinomial, multinomial, negative-multinomial and left-truncated modified power series distributions. We have applied the properties...
A. Goldenshluger, A. Juditsky, A. Tsybakov, A. Zeevi (2008)
Annales de l'I.H.P. Probabilités et statistiques
Similarity:
We focus on the problem of adaptive estimation of signal singularities from indirect and noisy observations. A typical example of such a singularity is a discontinuity (change-point) of the signal or of its derivative. We develop a change-point estimator which adapts to the unknown smoothness of a nuisance deterministic component and to an unknown jump amplitude. We show that the proposed estimator attains optimal adaptive rates of convergence. A simulation study demonstrates reasonable...
Jamal-Dine Chergui (1996)
Extracta Mathematicae
Similarity:
This paper deals with the problem of estimation in the parametric case for discrete random variables. Their study is facilitated by the powerful method of probability generating function.
Mikhaïl Nikulin (2006)
SORT
Similarity:
We consider some results by D. Bernoulli and L. Euler on the method of maximum likelihood in parametric estimation. The statistical analysis is made by considering a parametric family with a shift parameter.
Alex Sánchez (1990)
Qüestiió
Similarity:
Two basic sources of error are associated to the use of bootstrap methods: one is derived from the fact that the true distribution is substituted by a suitable estimate, and the other is simulation errors. Some techniques to reduce or quantify these errors are discussed in this work. Some of them such as importance sampling or antithetic variates are adapted from classical Monte Carlo swindles, whereas others such as the centered and the balanced bootstrap, are more specific. The existence...
Andrew Rukhin (1993)
Applicationes Mathematicae
Similarity:
The statistical estimation problem of the normal distribution function and of the density at a point is considered. The traditional unbiased estimators are shown to have Bayes nature and admissibility of related generalized Bayes procedures is proved. Also inadmissibility of the unbiased density estimator is demonstrated.
Maxim A. Pashkevich, Yurij S. Kharin (2004)
SORT
Similarity:
The paper focuses on robust estimation and forecasting techniques for grouped binary data with misclassified responses. It is assumed that the data are described by the beta-mixed hierarchical model (the beta-binomial or the beta-logistic), while the misclassifications are caused by the stochastic additive distorsions of binary observations. For these models, the effect of ignoring the misclassifications is evaluated and expressions for the biases of the method-of-moments estimators...