Previously reported maximum-likelihood pairwise relatedness (r) estimator of Thompson and Milligan (M) was extended to allow for negative r estimates under the regression interpretation of r. This was achieved by establishing the equivalency of the likelihoods used in the kinship program and the likelihoods of Thompson. The new maximum-likelihood (ML) estimator was evaluated by Monte Carlo simu...

The common signal processing problem of estimating some nonrandom parameters of a signal in additive noise is considered. The problem investigated in this paper is under what conditions an efficient estimator exists, i.e., an unbiased estimator with a variance equal to the Cramér–Rao lower bound (CRB). It is well known that if the signal is linear or, more generally, affine in the parameters an...

We introduce a robust and asymptotically unbiased estimator for the tail index of Pareto-type distributions. The estimator is obtained by fitting the extended Pareto distribution to the relative excesses over a high threshold with the minimum density power divergence criterion. Consistency and asymptotic normality of the estimator is established under a second order condition on the distributio...

We prove that the quasi-score estimator in a mean-variance model is optimal in the class of (unbiased) linear score estimators, in the sense that the difference of the asymptotic covariance matrices of the linear score and quasi-score estimator is positive semi-definite. We also give conditions under which this difference is zero or under which it is positive definite. This result can be applie...

The standard estimator used in conjunction with importance sampling in Monte Carlo integration is unbiased but inefficient. An alternative estimator is discussed, based on the idea of a difference estimator, which is asymptotically optimal. The improved estimator uses the importance weight as a control variate, as previously studied by Hesterberg (Ph.D. Dissertation, Stanford University (1988);...

This research article, presents a ratio estimator for the estimation of finite population mean of the study variable under double sampling scheme when there is unusually low and unusually high values and analyzes their properties. The expressions for bias and MSE of the proposed estimator are derived up to first order of approximation. Also efficiency conditions are carried out with the other e...

A joint estimator is presented for the two parameters that define the long-range dependence phenomenon in the simplest case. The estimator is based on the coefficients of a discrete wavelet decomposition, improving a recently proposed wavelet-based estimator of the scaling parameter [4], as well as extending it to include the associated power parameter. An important feature is its conceptual an...

There is a simple robust variance estimator for cluster-correlated data. While this estimator is well known, it is poorly documented, and its wide range of applicability is often not understood. The estimator is widely used in sample survey research, but the results in the sample survey literature are not easily applied because of complications due to unequal probability sampling. This brief no...