منابع مشابه
Unbiased estimation of risk
The estimation of risk measured in terms of a risk measure is typically done in two steps: in the first step, the distribution is estimated by statistical methods, either parametric or nonparametric. In the second step, the estimated distribution is considered as true distribution and the targeted risk-measure is computed. In the parametric case this is achieved by using the formula for the ris...
متن کاملNearly Weighted Risk Minimal Unbiased Estimation∗
Consider a non-standard parametric estimation problem, such as the estimation of the AR(1) coefficient close to the unit root. We develop a numerical algorithm that determines an estimator that is nearly (mean or median) unbiased, and among all such estimators, comes close to minimizing a weighted average risk criterion. We demonstrate the usefulness of our generic approach by also applying it ...
متن کاملUnbiased Shrinkage Estimation
Shrinkage estimation usually reduces variance at the cost of bias. But when we care only about some parameters of a model, I show that we can reduce variance without incurring bias if we have additional information about the distribution of covariates. In a linear regression model with homoscedastic Normal noise, I consider shrinkage estimation of the nuisance parameters associated with control...
متن کاملEfficient and Unbiased Estimation of Population Size
Population sizing from still aerial pictures is of wide applicability in ecological and social sciences. The problem is long standing because current automatic detection and counting algorithms are known to fail in most cases, and exhaustive manual counting is tedious, slow, difficult to verify and unfeasible for large populations. An alternative is to multiply population density with some refe...
متن کاملUnbiased Estimation of Ellipses by Bootstrapping
A general method for eliminating the bias of non-linear estimators using bootstrap is presented. Instead of the traditional mean bias we consider the de nition of bias based on the median. The method is applied to the problem of tting ellipse segments to noisy data. No assumption beyond being independent identically distributed (i.i.d.) is made about the error distribution and experiments with ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Banking & Finance
سال: 2018
ISSN: 0378-4266
DOI: 10.1016/j.jbankfin.2018.04.016