Best Unbiased Estimators for the Parameters of a Two-Parameter Pareto Distribution.
The changepoint estimation problem of a common change in panel means for a very general panel data structure is considered. The observations within each panel are allowed to be generally dependent and non-stationary. Simultaneously, the panels are weakly dependent and non-stationary among each other. The follow up period can be extremely short and the changepoint magnitudes may differ across the panels accounting also for a specific situation that some magnitudes are equal to zero (thus, no jump...
In this paper, we study the admissibility of linear estimator of regression coefficient in linear model under the extended balanced loss function (EBLF). The sufficient and necessary condition for linear estimators to be admissible are obtained respectively in homogeneous and non-homogeneous classes. Furthermore, we show that admissible linear estimator under the EBLF is a convex combination of the admissible linear estimator under the sum of square residuals and quadratic loss function.
We assume that the result of a football game depends upon the difference of the strengths of the teams, home-field advantage, random factors and also other components. We describe the goal outcome per game by independent Poisson random variables; we concentrate on expected values. The least squares estimators of the parameters are obtained. The study is illustrated by examples from the Italian and Polish leagues.