Displaying similar documents to “Efficiency rate and local deficiency of Huber's location estimators and of the α-estimators.”

An empirical evaluation of small area estimators.

Álex Costa, Albert Satorra, Eva Ventura (2003)

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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...

An alternative analysis of variance.

Nicholas T. Longford (2008)

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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.

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

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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...

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

Christine H. Müller (2000)

Discussiones Mathematicae Probability and Statistics

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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...

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.

Empirical comparison between the Nelson-Aalen Estimator and the Naive Local Constant Estimator.

Ana María Pérez-Marín (2008)

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The Nelson-Aalen estimator is widely used in biostatistics as a non-parametric estimator of the cumulative hazard function based on a right censored sample. A number of alternative estimators can be mentioned, namely, the naive local constant estimator (Guillén, Nielsen and Pérez-Marín, 2007) which provides improved bias versus variance properties compared to the traditional Nelson-Aalen estimator. Nevertheless, an empirical comparison of these two estimators has never been carried out....

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.