Calculus of the estimators of linear quantile regression by the method ACCPM.
Changepoint estimation for dependent and non-stationary panels
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...
Characterization of admissible linear estimators under extended balanced loss function
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.
Charakterisierung der zweiseitigen Exponentialverteilung.
Classical and bayesian approaches to the change-point problem : fixed sample and sequential procedures
Commentaire à propos de «Lissage de fractile par M. Cramer»
Comparing estimation methods for the FPLD.
Comparison of fixed precision estimation schemes in Bernoulli trials
Comparison of MINQUE and LMVQUIE by simulation
Comparison of two common estimators of the ratio of the means of independent normal variables in agricultural research.
Complete Sufficiency and Maximum Likelihood Estimation for the Two-Parameter Negative Binomial Distribution.
Components of the game result in a football league
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.
Conditions nécessaires et suffisantes de convergence L1 en probabilité de l'histogramme pour une densité
Consistency of -estimators
Consistency of Minimum Contrast Estimators in Non-Standard Cases.
Consistent Estimation in the Presence of Incidental Parameters.
Constructing median-unbiased estimators in one-parameter families of distributions via stochastic ordering
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).
Convergence des suites d'estimateurs ensemblistes du maximum de vraisemblance
Correction to the paper “On the two-sided quality control”
The correction sonsists of deriving correct explicit formulas for MLE of parameters of the normal distribution under the hypothesis .
Coupling a stochastic approximation version of EM with an MCMC procedure
The stochastic approximation version of EM (SAEM) proposed by Delyon et al. (1999) is a powerful alternative to EM when the E-step is intractable. Convergence of SAEM toward a maximum of the observed likelihood is established when the unobserved data are simulated at each iteration under the conditional distribution. We show that this very restrictive assumption can be weakened. Indeed, the results of Benveniste et al. for stochastic approximation with markovian perturbations are used to establish...