نتایج جستجو برای: estimator

تعداد نتایج: 30053  

2010
Zhigen Zhao

In this paper, we construct a point estimator when assuming unequal and unknown variances by using the empirical Bayes approach in the classical normal mean problem. The proposed estimator shrinks both means and variances, and is thus called the double shrinkage estimator. Extensive numerical studies indicate that the double shrinkage estimator has lower Bayes risk than the estimator which shri...

Extended Abstract. It is a traditional way in biological, sociological, agricultural and geological studies to partition a geographical area into quadrats and then take a sample of them by a particular sampling design. We study the relevant characteristic of quadrats to estimate a parameter of the population. We suppose that the variable of interest has a positive spatial autocorrelation. Sampl...

Journal: :IEEE Trans. Acoustics, Speech, and Signal Processing 1989
Steven Kay

A new frequency estimator for a single complex sinusoid in complex white Gaussian noise is proposed. The estimator is more computationally efficient than the optimal maximum likelihood estimator yet attains as good performance at moderately high signal-tonoise ratios. Also, the estimator is shown to be related to the linear prediction estimator. This relationship is exploited to reveal why the ...

2014
Jibo Wu

We introduce an unbiased two-parameter estimator based on prior information and two-parameter estimator proposed by Özkale and Kaçıranlar, 2007. Then we discuss its properties and our results show that the new estimator is better than the two-parameter estimator, the ordinary least squares estimator, and explain the almost unbiased two-parameter estimator which is proposed by Wu and Yang, 2013....

2005
Yiguo Sun YIGUO SUN

Lee (2003) develops a √ n-consistent estimator of the parametric component of a partially linear quantile regression model, which is used to obtain his one-step semiparametric efficient estimator. As a result, how well the efficient estimator performs depends on the quality of the initial √ n-consistent estimator. In this paper, we aim to improve the small sample performance of the one-step eff...

2007
Peter Hall Yanyuan Ma

We consider functional measurement error models where the measurement error distribution is estimated non-parametrically.We derive a locally efficient semiparametric estimator but propose not to implement it owing to its numerical complexity. Instead, a plug-in estimator is proposed, where the measurement error distribution is estimated through non-parametric kernel methods based on multiple me...

2009
Kengo Kato

This paper addresses the problem of nonparametric estimation of the conditional expected shortfall (CES) which has gained popularity in financial risk management. We propose a new nonparametric estimator of the CES. The proposed estimator is defined as a conditional counterpart of the sample average estimator of the unconditional expected shortfall, where the empirical distribution function is ...

2006
Jae Kwang KIM Alfredo NAVARRO Wayne A. FULLER

In two-phase sampling, the second-phase sample is often a stratified sample based on the information observed in the first-phase sample. For the total of a population characteristic, either the double-expansion estimator or the reweighted expansion estimator can be used. Given a consistent first-phase replication variance estimator, we propose a consistent variance estimator that is applicable ...

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