Further discussion on second-order efficiency for estimation.
S. Eguchi (1993)
Qüestiió
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S. Eguchi (1993)
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N. K. Sung, Gabriela Stangenhaus, Herbert T. David (1990)
Trabajos de Estadística
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Adopting a measure of dispersion proposed by Alamo [1964], and extending the analysis in Stangenhaus [1977] and Stangenhaus and David [1978b], an analogue of the classical Cramér-Rao lower bound for median-unbiased estimators is developed for absolutely continuous distributions with a single parameter, in which mean-unbiasedness, the Fisher information, and the variance are replaced by median-unbiasedness, the first absolute moment of the sample score, and the reciprocal of twice the...
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(
Mariusz J. Wasilewski (1988)
Trabajos de Estadística
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In the mixture k ≥ 2 of logarithmic-normal distributions, with density function (1), the parameters μ, ..., μ satisfying conditions (2) and the parameters p, ..., p satisfying conditions (3) are unknown. Using moments of orders r = -k, -k+1, ..., 0, 1, ..., k-1 we get a system of 2k equations (8), an equivalent of matrix equation (10). The equation (13) has exactly one solution with regard to A. If in the equation (13) we substitute the unbiased and consistent estimators D' for the coefficients...
S. Sengupta (2010)
Applicationes Mathematicae
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The problem considered is that of unbiased estimation of reliability for a two-parameter exponential distribution under time censored sampling. We give necessary and sufficient conditions for the existence of uniformly minimum variance unbiased estimator and also provide a characterization of a complete class of unbiased estimators in situations where unbiased estimators exist.
S. Sengupta (2009)
Applicationes Mathematicae
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The problem considered is that of unbiased estimation for a two-parameter exponential distribution under time censored sampling. We obtain a necessary form of an unbiasedly estimable parametric function and prove that there does not exist any unbiased estimator of the parameters and the mean of the distribution. For reliability estimation at a specified time point, we give a necessary and sufficient condition for the existence of an unbiased estimator and suggest an unbiased estimator...
Vassiliy G. Voinov, Mikhail S. Nikulin (1995)
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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.
František Štulajter (1987)
Aplikace matematiky
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The method of least wquares is usually used in a linear regression model for estimating unknown parameters . The case when is an autoregressive process of the first order and the matrix corresponds to a linear trend is studied and the Bayes approach is used for estimating the parameters . 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. ...
Ryszard Zieliński (1997)
Banach Center Publications
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0. Introduction and summary. The analysis of data from the gravitational-wave detectors that are currently under construction in several countries will be a challenging problem. The reason is that gravitational-vawe signals are expected to be extremely weak and often very rare. Therefore it will be of great importance to implement optimal statistical methods to extract all possible information about the signals from the noisy data sets. Careful statistical analysis based on correct application...