A Risk Ratio Estimator Consistent in Both Sparse-Data and Large-Strata Limiting Models

Estimators of the Mantel-Haenszel variance consistent in both sparse data and large-strata limiting models.

This paper proposes a new estimator of the variance of the Mantel-Haenszel estimator of common odds ratio that is easily computed and consistent in both sparse data and large-strata limiting models. Monte Carlo experiments compare its performance to that of previously proposed variance estimators.

A Consistent Estimator for Uniform Parameter Under Interval Censoring

‎The censored data are widely used in statistical tests and parameters estimation‎. ‎In some cases e.g‎. ‎medical accidents which data are not recorded at the time of occurrence‎, ‎some methods such as interval censoring are used‎. ‎In this paper‎, ‎for a random sample uniformly distributed on the interval (0,θ) ‎the interval censoring have been used‎. ‎A consistent estimator of θ  and some asy...

A consistent estimator in general functionalerrors - in - variables models

The problem of estimation in nonlinear functional errors-in-variables model is considered. A modiied least squares estimator is studied, its consistency and asymptotic normality is established both for temporal and for spatial observations. Simulation results are also presented showing the good performance of the estimator in small sample situations.

Data Envelopment Analysis Models In The Presence Of Ratio Data and Non-Discretionary Factors

Efficiency of Centralized Structures in Data Envelopment Analysis Ratio Models

This paper investigates the centralized resource allocation with centralized structures by using the data envelopment analysis-ratio (DEA-R) models. To this end, it proposes a method to determine the resource allocation of centralized structures such that the ratio of inputs to outputs are minimized.