Displaying similar documents to “A Cramer-Rao analogue for median-unbiased estimators.”

On unbiased Lehmann-estimators of a variance of an exponential distribution with quadratic loss function.

Jadwiga Kicinska-Slaby (1982)

Trabajos de Estadística e Investigación Operativa

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Lehmann in [4] has generalised the notion of the unbiased estimator with respect to the assumed loss function. In [5] Singh considered admissible estimators of function λ-r of unknown parameter λ of gamma distribution with density f(x|λ, b) = λb-1 e-λx xb-1 / Γ(b), x>0, where b is a known parameter, for loss function L(λ -r, λ-r...

Constructing median-unbiased estimators in one-parameter families of distributions via stochastic ordering

Ryszard Zieliński (2003)

Applicationes Mathematicae

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If θ ∈ Θ is an unknown real parameter of a given distribution, we are interested in constructing an exactly median-unbiased estimator θ̂ of θ, i.e. an estimator θ̂ such that a median Med(θ̂ ) of the estimator equals θ, uniformly over θ ∈ Θ. We shall consider the problem in the case of a fixed sample size n (nonasymptotic approach).

A review of the results on the Stein approach for estimators improvement.

Vassiliy G. Voinov, Mikhail S. Nikulin (1995)

Qüestiió

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Since 1956, a large number of papers have been devoted to Stein's technique of obtaining improved estimators of parameters, for several statistical models. We give a brief review of these papers, emphasizing those aspects which are interesting from the point of view of the theory of unbiased estimation.

Asymptotic unbiased density estimators

Nicolas W. Hengartner, Éric Matzner-Løber (2009)

ESAIM: Probability and Statistics

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This paper introduces a computationally tractable density estimator that has the same asymptotic variance as the classical Nadaraya-Watson density estimator but whose asymptotic bias is zero. We achieve this result using a two stage estimator that applies a multiplicative bias correction to an oversmooth pilot estimator. Simulations show that our asymptotic results are available for samples as low as , where we see an improvement of as much as 20% over the traditionnal estimator. ...

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.

Almost unbiased ratio and product-type estimators in systematic sampling.

R. Singh, H. P. Singh (1998)

Qüestiió

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In this paper we have suggested almost unbiased ratio-type and product-type estimators for estimating the population mean Y of the study variate y using information on an auxiliary variate x in systematic sampling. The variance expressions of the suggested estimators have been obtained and compared with usual unbiased estimator y*, Swain's (1964) ratio estimator y* and Shukla's product estimator y*. It has been shown that the proposed estimators are more efficient than usual unbiased...

Bayes unbiased estimators of parameters of linear trend with autoregressive errors

František Štulajter (1987)

Aplikace matematiky

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The method of least wquares is usually used in a linear regression model 𝐘 = 𝐗 β + ϵ for estimating unknown parameters β . The case when ϵ is an autoregressive process of the first order and the matrix 𝐗 corresponds to a linear trend is studied and the Bayes approach is used for estimating the parameters β . Unbiased Bayes estimators are derived for the case of a small number of observations. These estimators are compared with the locally best unbiased ones and with the usual least squares estimators. ...