Necessary and Sufficient Conditions for Consistency of Generalized M-Estimates.
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Friedrich Liese, Igor Vajda (1995)
Metrika
Salim Bouzebda, Amor Keziou (2010)
Kybernetika
We introduce new estimates and tests of independence in copula models with unknown margins using -divergences and the duality technique. The asymptotic laws of the estimates and the test statistics are established both when the parameter is an interior or a boundary value of the parameter space. Simulation results show that the choice of -divergence has good properties in terms of efficiency-robustness.
Viorel Gh. Vodă (1989)
Kybernetika
Lubomír Kubáček (1996)
Applications of Mathematics
The error propagation law is investigated in the case of a nonlinear function of measured data with non-negligible uncertainty.
Lubomír Kubáček, Ludmila Kubáčková (2000)
Mathematica Slovaca
Banjevic, D., Braticevic, D. (1983)
Publications de l'Institut Mathématique. Nouvelle Série
Dragan Banjević, D. Bratičević (1983)
Publications de l'Institut Mathématique
Júlia Volaufová (1988)
Aplikace matematiky
The paper deals with the estimation of the unknown vector parameter of the mean and the parameters of the variance in the general -stage linear model. Necessary and sufficient conditions for the existence of the uniformly minimum variance unbiased estimator (UMVUE) of the mean-parameter under the condition of normality are given. The commonly used least squares estimators are used to derive the expressions of UMVUE-s in a simple form.
V. Gh. Voda (1975)
Revista colombiana de matematicas
Lesław Gajek (1995)
Applicationes Mathematicae
An unbiased estimator of the larger of two mean values is constructed provided that the number of observations is random.
Breaz, Nicoleta (2004)
Acta Universitatis Apulensis. Mathematics - Informatics
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