We derive mean-unbiased estimators for the structural parameter in instrumental variables models where the sign of one or more first stage coefficients is known. In the case with a single instrument, the unbiased estimator is unique. For cases with multiple instruments we propose a class of unbiased estimators and show that an estimator within this class is efficient when the instruments are st...

In this paper we present robust estimators for the dispersion of the errors in simple linear regression. Existing scale estimators are based on the residuals from an estimator of the regression itself. Instead, we propose scale estimators that do not depend on any previous estimate of the regression parameters. For this purpose we consider triangles formed by data points, and deene their vertic...

In this paper, we develop a novel soft-clipping discrete beta GARCH (ScDBGARCH) model that provides an available method to bounded time series with under-dispersion, equi-dispersion or over-dispersion. The new not only allows positive dependence, but also negative dependence. stochastic properties of the models are established, and these results are, in turn, used analysis asymptotic conditiona...

In the near infrared where detectors are limited by read-out noise, most interferometers have been operated in wide band in order to benefit from larger photon rates. We analyze in this paper the biases caused by instrumental and turbulent effects to V 2 estimators for both narrow and wide band cases. Visibilities are estimated from samples of the interferogram using two different estimators, V...

If substitutions in DNA sequences follow a Poisson process, the ratio of the variance in the number of substitutions to the mean number of substitutions (the index of dispersion) should equal 1. In this paper, the robustness of the commonly applied estimator of the index of dispersion in replacement sites and silent sites to various assumptions regarding DNA evolution is explored using simulati...

Abstract In this work, an exponential observer is performed for an exothermal axial dispersion tubular reactor that involves one nonlinear sequential reaction. More precisely, the given state estimator is performed by using bounded observations and properties of the nonlinear set of partial differential equations. It is shown that the proposed observer admits a global unique solution and ensure...

In this work, a hybrid neural model (HNM) able to characterize accurately the dispersion behavior of the fundamental TE10 mode of a single layer SIW waveguide, is developed. The HNM combines the analytical expression that models the dispersion characteristics of this guiding structure, with a Multi Layer Perceptron Neural Network (MLPNN) which operates as an estimator of the cutoff angular freq...