SUMMARY. For a vector of estimable parameters, a modified version of the James-Stein rule (incorporating the idea of preliminary test estimators) is utilized in formulating some estimators based on U-statistics and their jackknifed estimator of dispersion matrix. Asymptotic admissibility properties of the classical U-statistics, their preliminary test version and the proposed estimators are stu...

Fitting multivariate α-stable distributions to data is still not feasible in higher dimensions since the (non-parametric) spectral measure of the characteristic function is extremely difficult to estimate in dimensions higher than 2. This was shown by Chen and Rachev (1995) and Nolan, Panorska and McCulloch (1996). α-stable sub-Gaussian distributions are a particular (parametric) subclass of th...

The use of Cepheids as distance indicators on Galactic and extragalactic distance scales is based upon the Cepheid period luminosity (PL) and period luminosity colour (PLC) relations. These relations are usually derived in terms of the properties of Cepheids at mean light – i.e. averaged over their pulsation cycle. In this paper, we derive a physical argument for the existence of PL and PLC rel...

inverse sampling design is generally considered to be appropriate technique when the population is divided into two subpopulations, one of which contains only few units. in this paper, we derive the horvitz-thompson estimator for the population mean under inverse sampling designs, where subpopulation sizes are known. we then introduce an alternative unbiased estimator, corresponding to post-str...

Abstract A sample of 14 FRBs with measured redshifts and scattering times is used to assess contributions dispersion from the intergalactic medium (IGM), galaxy halos, disks host galaxies. The IGM halos contribute significantly measures (DMs) but evidently not scattering, which then dominated by This enables usage for estimating DM galaxies also a combined scattering–dispersion redshift estimat...

let be a random sample from a normal distribution with unknown mean and known variance the usual estimator of the mean, i.e., sample mean is the maximum likelihood estimator which under squared error loss function is minimax and admissible estimator. in many practical situations, is known in advance to lie in an interval, say for some in this case, the maximum likelihood estimator changes and d...

Introduction: In burst-mode digital transmission systems adopting coherent demodulation, phase recovery within each burst becomes a crucial issue. Among the blind (or non-data-aided) carrier phase estimators available from the literature, perhaps the fourth power estimate appears to be the most popular. It is known to yield an approximate maximum likelihood estimator in the limit of small SNR [...

In this paper we propose an estimator of the entropy of a continuous random variable. The estimator is obtained by modifying the estimator proposed by Vasicek (1976). Consistency of estimator is proved, and comparisons are made with Vasicek’s estimator (1976), van Es’s estimator (1992), Ebrahimi et al.’s estimator (1994) and Correa’s estimator (1995). The results indicate that the proposed esti...