A bias-robust estimate of the scale parameter of the exponential distribution under violation of the hazard function
A choice of criterion parameters in a linearization of regression models.
A comparative study of small area estimators.
It is known that direct-survey estimators of small area parameters, calculated with the data from the given small area, often present large mean squared errors because of small sample sizes in the small areas. Model-based estimators borrow strength from other related areas to avoid this problem. How small should domain sample sizes be to recommend the use of model-based estimators? How robust are small area estimators with respect to the rate sample size/number of domains?To give answers or recommendations...
A comparison of linearization and quadratization domains
In a nonlinear model, the linearization and quadratization domains are considered. In the case of a locally quadratic model, explicit expressions for these domains are given and the domains are compared.
A composite Exponential-Pareto distribution.
A Cramer-Rao analogue for median-unbiased estimators.
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 median-unbiased...
A minimax property of translation invariant estimators for variance components
A most bias-robust linear estimate of the scale parameter of the exponential distribution
A Note on a Mixing Problem and the Schützenberger Inequality.
A note on Ahlers and Lewis' representation of the best linear unbiased estimator in the general Gauss-Markoff model
A note on asymptotic linearity of -statistics in nonlinear models
A Note on Convergence in Probability Uniformly in a Parameter
A Note on Efficiency.
A note on estimation in controlled diffusion processes
A note on Hammersley's inequality for estimating the normal integer mean.
A note on interval estimation for the mean of inverse Gaussian distribution.
In this paper, we study the interval estimation for the mean from inverse Gaussian distribution. This distribution is a member of the natural exponential families with cubic variance function. Also, we simulate the coverage probabilities for the confidence intervals considered. The results show that the likelihood ratio interval is the best interval and Wald interval has the poorest performance.
A Note on Minimum Variance.
A note on stochastic ordering of estimators of exponential reliability
Recently Balakrishnan and Iliopoulos [Ann. Inst. Statist. Math. 61 (2009)] gave sufficient conditions under which the maximum likelihood estimator (MLE) is stochastically increasing. In this paper we study test plans which are not considered there and we prove that the MLEs for those plans are also stochastically ordered. We also give some applications to the estimation of reliability.
A note on the characterization of consistently estimable functions
A Note on the Estimation of Mean in Normal Population.