A Dvoretzky-Kiefer-Wolfowitz type inequality for the Kaplan-Meier estimator
D. Bitouzé, B. Laurent, P. Massart (1999)
Annales de l'I.H.P. Probabilités et statistiques
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Displaying similar documents to “About one problem of Bernoulli and Euler from the theory of statistical estimation.”
A Dvoretzky-Kiefer-Wolfowitz type inequality for the Kaplan-Meier estimator
On adaptive estimation in nonlinear regression
Silvelyn Zwanzig (1994)
Kybernetika
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Linear versus quadratic estimators in linearized models
Lubomír Kubáček (2004)
Applications of Mathematics
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In nonlinear regression models an approximate value of an unknown parameter is frequently at our disposal. Then the linearization of the model is used and a linear estimate of the parameter can be calculated. Some criteria how to recognize whether a linearization is possible are developed. In the case that they are not satisfied, it is necessary to take into account either some quadratic corrections or to use the nonlinear least squares method. The aim of the paper is to find some criteria...
The integrated squared error estimation of parameters.
Jamal-Dine Chergui (1996)
Extracta Mathematicae
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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.
Estimating normal density and normal distribution function: is Kolmogorov's estimator admissible?
Andrew Rukhin (1993)
Applicationes Mathematicae
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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.
On the problem of the means of weighted normal populations.
Mikhail S. Nikulin, Vassiliy G. Voinov (1995)
Qüestiió
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An analytical problem, which arises in the statistical problem of comparing the means of two normal distributions, the variances of which -as well as their ratio- are unknown, is well known in the mathematical statistics as the Behrens-Fisher problem. One generalization of the Behrens-Fisher problem and different aspect concerning the estimation of the common mean of several independent normal distributions with different variances are considered and one solution is proposed. ...