On estimable and locally-estimable functions in the non-linear regression model
On estimating error concentration parameter for circular functional model.
On estimating the diffusion coefficient : parametric versus nonparametric
On Estimating the Variance of a Generalized Laplace.
On estimation of parameters in linear models
On estimation of reliability in the exponential case
On exchangeable random variables and the statistics of large graphs and hypergraphs.
On Fourier coefficient estimators consistent in the mean-square sense
The properties of two recursive estimators of the Fourier coefficients of a regression function with respect to a complete orthonormal system of bounded functions (ek) , k=1,2,..., are considered in the case of the observation model , i=1,...,n , where are independent random variables with zero mean and finite variance, , i=1,...,n, form a random sample from a distribution with density ϱ =1/(b-a) (uniform distribution) and are independent of the errors , i=1,...,n . Unbiasedness and mean-square...
On Hodges-Lehmann optimality of LR tests
On inconsistency of Hellwig's variable choice method in regression models
It is shown that a popular variable choice method of Hellwig, which is recommended in the Polish econometric textbooks does not enjoy a very basic consistency property. It means in particular that the method may lead to rejection of significant variables in econometric modeling. A simulation study and a real data analysis case are given to support theoretical results.
On -estimators viewed as -estimators
On Least Favourable Two Point Priors and Minimax Estimators Under Absolute Error Loss.
On least squares estimation of Fourier coefficients and of the regression function
On maximum likelihood estimation in mixed normal models with two variance components
In the paper we deal with the problem of parameter estimation in the linear normal mixed model with two variance components. We present solutions to the problem of finding the global maximizer of the likelihood function and to the problem of finding the global maximizer of the REML likelihood function in this model.
On minimax estimation of the parameter in the Pólya urn scheme
On minimax sequential procedures for exponential families of stochastic processes
The problem of finding minimax sequential estimation procedures for stochastic processes is considered. It is assumed that in addition to the loss associated with the error of estimation a cost of observing the process is incurred. A class of minimax sequential procedures is derived explicitly for a one-parameter exponential family of stochastic processes. The minimax sequential procedures are presented in some special models, in particular, for estimating a parameter of exponential families of...
On multiple periodic autoregression
The model of periodic autoregression is generalized to the multivariate case. The autoregressive matrices are periodic functions of time. The mean value of the process can be a non-vanishing periodic sequence of vectors. Estimators of parameters and tests of statistical hypotheses are based on the Bayes approach. Two main versions of the model are investigated, one with constant variance matrices and the other with periodic variance matrices of the innovation process.
On non-nested regression models
A generalization of a test for non-nested models in linear regression is derived for the case when there are several regression models with more regressors.
On normal approximation of large products of functions: A refinement of Blackwell's result.
On numerical evaluation of maximum-likelihood estimates for finite mixtures of distributions