Tail-behaviour of location estimators in non-regular cases
The BERRY-ESSEEN Bound for Minimum Contrast Estimates
The Berry-Esseen Bound for Minimum Contrast Estimators in the Independent not Identically Distributed Case.
The Bound in the Berry-Esseen Result for Minimum Contrast Estimates.
The Conditional Maximum Likelihood Estimator of the Shape Parameter in the Gamma Distribution.
The Density of the Parameter Estimators when the Observations are Distributed Exponentially.
The efficiency of estimates in stationary autoregressive series
The integrated squared error estimation of parameters.
This paper deals with the problem of estimation in the parametric case for discrete random variables. Their study is facilitated by the powerful method of probability generating function.
The linear model with variance-covariance components and jackknife estimation
Let be a biased estimate of the parameter based on all observations , , and let () be the same estimate of the parameter obtained after deletion of the -th observation. If the expectation of the estimators and are expressed as where is a known sequence of real numbers and is a function of , then this system of equations can be regarded as a linear model. The least squares method gives the generalized jackknife estimator. Using this method, it is possible to obtain the unbiased...
The Locally MIMSQE of Nonnormal Error Variance in Quadratically Balanced Models.
The minimun inaccuracy fuzzy estimation: An extension of the maximum likelihood principle.
The present paper deals with the extension of the likelihood estimation to the situation where the experimentation does not provide exact information but rather vague information.The extension process tries to achieve three fundamental objectives: the new method must be an extension of the maximum likelihood method, it has to be very simple to apply and it must allow for an interesting interpretation.These objectives are achieved herein by using the following concepts: the fuzzy information (introduced...
The most stable estimator of location under integrable contaminants
If a symmetric distribution is ε-contaminated and the contaminants have finite first moments, the median may cease to be the most robust estimator of location.
The mutual information estimation in the sampling with replacement
The stability of the problem of statistical estimation and choice of the loss function
The UMVUE of P(X<Y) Based on Type-II Censored Samples from Weinman Multivariate Exponential Distributions.
Theory of parameter estimation
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 of...
Three-Stage Estimation Procedures for the Negative Exponential Distributions.
Trimmed Estimators in Regression Framework
From the practical point of view the regression analysis and its Least Squares method is clearly one of the most used techniques of statistics. Unfortunately, if there is some problem present in the data (for example contamination), classical methods are not longer suitable. A lot of methods have been proposed to overcome these problematic situations. In this contribution we focus on special kind of methods based on trimming. There exist several approaches which use trimming off part of the observations,...
Two problems of minimax estimation
Two stage linear model with constraints