共查询到20条相似文献,搜索用时 0 毫秒
1.
We propose a modification of the moment estimators for the two-parameter weighted Lindley distribution. The modification replaces the second sample moment (or equivalently the sample variance) by a certain sample average which is bounded on the unit interval for all values in the sample space. In this method, the estimates always exist uniquely over the entire parameter space and have consistency and asymptotic normality over the entire parameter space. The bias and mean squared error of the estimators are also examined by means of a Monte Carlo simulation study, and the empirical results show the small-sample superiority in addition to the desirable large sample properties. Monte Carlo simulation study showed that the proposed modified moment estimators have smaller biases and smaller mean-square errors than the existing moment estimators and are compared favourably with the maximum likelihood estimators in terms of bias and mean-square error. Three illustrative examples are finally presented. 相似文献
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Chirp signals are quite common in many natural and man-made systems such as audio signals, sonar, and radar. Estimation of the unknown parameters of a signal is a fundamental problem in statistical signal processing. Recently, Kundu and Nandi [Parameter estimation of chirp signals in presence of stationary noise. Stat Sin. 2008;75:187–201] studied the asymptotic properties of least squares estimators (LSEs) of the unknown parameters of a simple chirp signal model under the assumption of stationary noise. In this paper, we propose periodogram-type estimators called the approximate least squares estimators (ALSEs) to estimate the unknown parameters and study the asymptotic properties of these estimators under the same error assumptions. It is observed that the ALSEs are strongly consistent and asymptotically equivalent to the LSEs. Similar to the periodogram estimators, these estimators can also be used as initial guesses to find the LSEs of the unknown parameters. We perform some numerical simulations to see the performance of the proposed estimators and compare them with the LSEs and the estimators proposed by Lahiri et al. [Efficient algorithm for estimating the parameters of two dimensional chirp signal. Sankhya B. 2013;75(1):65–89]. We have analysed two real data sets for illustrative purposes. 相似文献
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Walter Kräer 《统计学通讯:理论与方法》2013,42(8):1997-2005
The paper gives sufficient conditions for the consistency and asymptotic normality of OLS in linear simultaneous equation systems with trend in some exogenous variables, extending the results of Krämer (1981, 1984) to more general types of trend. When con- sistent, OLS is also shown to have the same limiting distribution as any k-class estimator with a stochastically bounded k, and to produce a consistent estimate of the error variance in the equation. 相似文献
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The effect of spatial autocorrelation on inferences made using ordinary least squares estimation is considered. It is found, in some cases, that ordinary least squares estimators provide a reasonable alternative to the estimated generalized least squares estimators recommended in the spatial statistics literature. One of the most serious problems in using ordinary least squares is that the usual variance estimators are severely biased when the errors are correlated. An alternative variance estimator that adjusts for any observed correlation is proposed. The need to take autocorrelation into account in variance estimation negates much of the advantage that ordinary least squares estimation has in terms of computational simplicity 相似文献
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The asymptotic distribution of estimators generated by the methods of moments and maximum likelihood are considered. Simple formulae are provided which enable comparisons of asymptotic relative efficiency to be effected. 相似文献
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Vincent N. lariccia 《统计学通讯:理论与方法》2013,42(22):2771-2792
By considering the solution to a linear approximation of a nonlinear regression problem, a procedure for developing a para¬meter estimator, based upon a nonpammetric estimator of a para¬metric function, is given. The resulting estimators, which are determinable in closed form, are asymptotically normally distri¬buted and are optimal among the class of estimators based upon the function estimator. Further, in many cases, the estimator will have the same asymptotic distribution theory as the correspond¬ing maximum likelihood estimator. Estimators based upon the Kaplan-Meier quantile function are developed for randomly censored samples. 相似文献
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In this note, we have derived a set of necessary and sufficient conditions for the biased estimators analyzed by Swamy and Mehta (1976) to be better than the generalized least squares estimator of the coefficient vector in a standard linear regression model. 相似文献
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In this paper, we study linear regression analysis when some of the censoring indicators are missing at random. We define regression calibration estimate, imputation estimate and inverse probability weighted estimate for the regression coefficient vector based on the weighted least squared approach due to Stute (1993), and prove all the estimators are asymptotically normal. A simulation study was conducted to evaluate the finite properties of the proposed estimators, and a real data example is provided to illustrate our methods. 相似文献
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The asymptotic structure of a vector of weighted sums of signs of residuals, in the general linear model, is studied. The vector can be used as a basis for outlier-detection tests, or alternatively, setting the vector to zero and solving for the parameter yields a class of robust estimators which are analogues of the sample median. Asymptotic results for both estimates and tests are obtained. The question of optimal weights is investigated, and the optimal estimators in the case of simple linear regression are found to coincide with estimators introduced by Adichie. 相似文献
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Bilinear models in which the expectation of a two-way array is the sum of products of parameters are widely used in spectroscopy. In this paper we present an algorithm called combined-vector successive overrelaxation (COV-SOR) for bilinear models, and compare it with methods like alternating least squares, singular value decomposition, and the Marquardt procedure. Comparisons are done for missing data also. 相似文献
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《Journal of Statistical Computation and Simulation》2012,82(4):315-337
Recently a new distribution, named as generalized exponential distribution has been introduced and studied quite extensively by the authors. Generalized exponential distribution can be used as an alternative to gamma or Weibull distribution in many situations. In a companion paper, the authors considered the maximum likelihood estimation of the different parameters of a generalized exponential distribution and discussed some of the testing of hypothesis problems. In this paper we mainly consider five other estimation procedures and compare their performances through numerical simulations. 相似文献
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We study nonlinear least-squares problem that can be transformed to linear problem by change of variables. We derive a general formula for the statistically optimal weights and prove that the resulting linear regression gives an optimal estimate (which satisfies an analogue of the Rao-Cramer lower bound) in the limit of small noise. 相似文献
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In this paper, we present the asymptotic properties of maximum quasi-likelihood estimators (MQLEs) in generalized linear models with adaptive designs under some mild regular conditions. The existence of MQLEs in quasi-likelihood equation is discussed. The rate of convergence and asymptotic normality of MQLEs are also established. The results are illustrated by Monte-Carlo simulations. 相似文献
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Indrani Basak 《统计学通讯:理论与方法》2013,42(4):1069-1084
M-estimation of a single parameter of the life time distribution is considered based on independent and identically distributed survival data which may be randomly censored. The most robust and the optimal robust M-estimators of the location parameters of the survival time distribution are derived within a class considered in James (1986) as well as for the general unrestricted class. The properties of the estimators corresponding to the above two classes are discussed. A data set is used to illustrate the usefulness of the optimal robust estimators for the parameter of extreme value distribution. 相似文献
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AbstractThis article proposes new regression-type estimators by considering Tukey-M, Hampel M, Huber MM, LTS, LMS and LAD robust methods and MCD and MVE robust covariance matrices in stratified sampling. Theoretically, we obtain the mean square error (MSE) for these estimators. We compare the efficiencies based on MSE equations, between the proposed estimators and the traditional combined and separate regression estimators. As a result of these comparisons, we observed that our proposed estimators give more efficient results than traditional approaches. And, these theoretical results are supported with the aid of numerical examples and simulation based on data sets that include outliers. 相似文献
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Five biased estimators of the slope in straight line regression are considered. For each, the estimate of the “bias parameter”, k, is a function of N, the number of observations, and [rcirc]2 , the square of the least squares estimate of the standardized slope, β. The estimators include that of Farebrother, the ridge estimator of Hoerl, Kennard, and Baldwin, Vinod's shrunken estimators., and a new modification of one of the latter. Properties of the estimators are studied for 13 combinations of N and 3. Results of simulation experiments provide empirical evidence concerning the values of means and variances of the biased estimators of the slope and estimates of the “bias parameter”, the mean square errors of the estimators, and the frequency of improvement relative to least squares. Adjustments to degrees of freedom in the biased regression analysis of variance table are also considered. An extension of the new modification to the case of p> 1 independent variables is presented in an Appendix. 相似文献
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Jye-Chyi Lu 《统计学通讯:理论与方法》2013,42(10):3725-3739
Accelerated life testing of products quickly yields information on life. In this article, we present a simple method to incorporate the information collected from accelerated life tests of both components and (series) systems. The multivariate Weibull distribution of Hougaard is applied to model lifetimes of components. Least-squares (LS) estimators of the model parameters and their joint asymptotic distribution are derived. The effects of the dependence parameter and the proportion of the system-data to the asymptotic relative efficiencies of the LS estimators are investigated. 相似文献
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Frederic M. Lord 《The American statistician》2013,67(1):56-57
Written mainly for its pedagogical interest, this note deals with the computational formulas for the recursive updating of weighted least squares parameter estimates and the residual sum of squares in the general linear model under the assumption that the errors have a multivariate normal distribution. This approach simplifies considerably the derivations of Haslett (1985). 相似文献
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In this paper we consider the problem of estimation of the fundamental frequency of a periodic function, which has several applications in Speech Signal Processing. The problem was originally proposed by Hannan (1974) and later on Quinn and Thomson (1991) provided an estimation procedure of the unknown parameters. It is observed that the estimation procedure of Quinn and Thomson (1991) is quite involved numerically. In this paper we propose to use two simple estimators and it is observed that their performance are quite satisfactory. Asymptotic properties of the proposed estimators are obtained. The large sample properties of the estimators are compared theoretically. We present some simulation results to compare their small sample performance. One speech data is analyzed using this particular model. 相似文献