Suppose that in a stationary M/M/c queueing system with arrival rate and service rate , customers may be lost via either balking with probability $ or reneging at rate. All of , and the loss parameter $ or as applicable are unknown and are to be estimated from transactional data (i.e. the set of service initiation and service completion epochs) observed on a (long) time interval of length T. Th...

A wavelet-based estimator for the analysis of self-similarity and long-range dependence is studied. The estimator is shown to be unbiased and highly robust against the presence of deterministic trends. The estimator is used to perform a thorough analysis of the self-similarity in Web-cache traffic, which is known to contain periodic trends due to usage patterns of Web users.

Carrier phase ambiguity resolution is the key to high-precision global navigation satellite system (GNSS) positioning and navigation. It applies to a great variety of current and future models of GPS, modernized GPS and Galileo. The so-called ‘fixed’ baseline estimator is known to be superior to its ‘float’ counterpart in the sense that its probability of being close to the unknown but true bas...

It is well known that the ordinary least-squares estimates (OLSE) of autoregressive models are biased in small sample. In this paper, an attempt is made to obtain the unbiased estimates in the sense of median or mean. Using Monte Carlo simulation techniques, we extend the median-unbiased estimator proposed by Andrews (1993, Econometrica 61 (1), 139–165) to the higher-order autoregressive proces...

The main objective of the present study is to develop a new modified unbiased exponential type product estimator for the estimation of the population mean. The proposed estimator possesses the characteristic of a bi-serial negative correlation between the study variable and its auxiliary attribute. Efficiency comparison has been carried out between the proposed estimator and the existing estima...

We derive an unbiased variance estimator for re-sampling procedures using the fact that those procedures are incomplete U-statistics. Our approach is based on careful examination of the combinatorics governing the covariances between re-sampling iterations. We establish such an unbiased variance estimator for the special case of K-Fold cross-validation. This estimator exists as soon as new obse...

Equality and proportionality of the ordinary least-squares estimator (OLSE), the weighted least-squares estimator (WLSE), and the best linear unbiased estimator (BLUE) for Xb in the general linear (Gauss–Markov) model M 1⁄4 fy;Xb; sRg are investigated through the matrix rank method. r 2006 Elsevier B.V. All rights reserved. MSC: Primary 62J05; 62H12; 15A24

This paper revisits the methodology of Stein (1975, 1986) for estimating a covariance matrix in the setting where the number of variables can be of the same magnitude as the sample size. Stein proposed to keep the eigenvectors of the sample covariance matrix but to shrink the eigenvalues. By minimizing an unbiased estimator of risk, Stein derived an ‘optimal’ shrinkage transformation. Unfortuna...

Maximum entropy methods of parameter estimation are appealing because they impose no additional structure on the data, other than that explicitly assumed by the analyst. In this paper we prove that the data constrained GME estimator of the general linear model is consistent and asymptotically normal. The approach we take in establishing the asymptotic properties concomitantly identifies a new c...