Page 1 Next

Displaying 1 – 20 of 106

Showing per page

Efficiency rate and local deficiency of Huber's location estimators and of the α-estimators.

Asunción Rubio, Jan Amos Visek (1991)

Trabajos de Estadística

The paper studies the problem of selecting an estimator with (approximately) minimal asymptotic variance. For every fixed contamination level there is usually just one such estimator in the considered family. Using the first and the second derivative of the asymptotic variance with respect to the parameter which parametrizes the family of estimators the paper gives two examples of how to select the estimator and gives an approximation to a loss which we suffer when we use the estimator with approximately...

Efficient robust estimation of time-series regression models

Pavel Čížek (2008)

Applications of Mathematics

The paper studies a new class of robust regression estimators based on the two-step least weighted squares (2S-LWS) estimator which employs data-adaptive weights determined from the empirical distribution or quantile functions of regression residuals obtained from an initial robust fit. Just like many existing two-step robust methods, the proposed 2S-LWS estimator preserves robust properties of the initial robust estimate. However, contrary to the existing methods, the first-order asymptotic behavior...

Eliminating transformations for nuisance parameters in linear regression models with type I constraints

Pavla Kunderová (2007)

Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica

The linear regression model in which the vector of the first order parameter is divided into two parts: to the vector of the useful parameters and to the vector of the nuisance parameters is considered. The type I constraints are given on the useful parameters. We examine eliminating transformations which eliminate the nuisance parameters without loss of information on the useful parameters.

Estimación bayesiana de una función de fiabilidad con conocimiento a priori gamma expendido.

Domingo Morales, Leandro Pardo, Vicente Quesada (1987)

Trabajos de Investigación Operativa

Se plantea el problema de estimar una función de fiabilidad en el contexto bayesiano no paramétrico, pero utilizando técnicas paramétricas de estimación en procesos estocásticos. Se define el proceso gamma extendido, cuyas trayectorias son tasas de azar crecientes cuando se eligen convenientemente los parámetros del proceso. Se obtienen estimadores basados en este proceso, se estudian sus propiedades asintóticas bayesianas, y se termina con un ejemplo de aplicación mediante simulación.

Estimación bayesiana múltiple de un parámetro.

Ricardo Vélez Ibarrola (1981)

Trabajos de Estadística e Investigación Operativa

The problem to be analyzed in this paper deals with the finding of n values x1, x2, ..., xn ∈ R which minimize the function:E [míni=1,...,n c (ξ - xi)]where ξ is a one-dimensional random variable with known distribution function φ and c is a measurable and positive function.First, conditions on c in order to ensure the existence of a solution to this problem are determined. Next, necessary conditions to be satisfied by the point (x1, x2, ..., xn) in which the function attains the minimum are looked...

Estimación de correlaciones utilizando envolturas convexas.

José A. Cristóbal Cristóbal, Alfredo García Olaverri (1987)

Trabajos de Estadística

En el presente trabajo se realiza un estudio de la envoltura convexa de una muestra normal bivariante, analizando la distribución de la pendiente de sus aristas. En base a ello se propone un estimador del coeficiente de correlación de la población, investigando algunas propiedades del mismo.

Currently displaying 1 – 20 of 106

Page 1 Next