共查询到20条相似文献,搜索用时 15 毫秒
1.
Alicja Jokiel-Rokita 《统计学通讯:理论与方法》2013,42(18):3332-3342
The problem of nonparametric minimum risk invariant estimation has engaged a good deal of attention in the literature and minimum risk invariant estimators (MRIE's) have been constructed for some special statistical models. We present a new and simple method of obtaining the MRIE's of a continuous cumulative distribution function (cdf) under a general invariant loss function. All the MRIE's, which are known from the literature, can be constructed by the method presented in the article, in particular, under the weighted quadratic, LINEX and entropy loss functions. This method enables also to construct the MRIE's in nonparametric statistical models which have not been considered until now. In particular, considering a family of nonparametric precautionary loss functions, a new class of MRIE's of the cdf has been found. We also give some general remarks on obtaining the MRIE's and a review concerning minimaxity and admissibility of MRIE's. 相似文献
2.
D.N. Joanes 《统计学通讯:理论与方法》2013,42(9):1031-1037
Estimators of σaand log σ which are functions of Σ(x?x)2/d are considered. Besides the usual sampling theory estimators, Bayesian point estimators which are the usual measures of location of the posterior distribution are given, and in each case an exact or asymptotic expression for the divisor d is stated. 相似文献
3.
Bilgehan Güven 《统计学通讯:理论与方法》2013,42(7):1309-1318
The explicit forms of the minimum variance quadratic unbiased estimators (MIVQUEs) of the variance components are given for simple linear regression with onefold nested error. The resulting estimators are more efficient as the ratio of the initial variance components estimates increases and are asymptotically efficient as the ratio tends to infinity. 相似文献
4.
Filippo Domma 《统计学通讯:模拟与计算》2013,42(6):1187-1199
In this work we have determined the asymptotic distribution of the maximum likelihood estimators of the parameters β, λ, and δ for the right-truncated Dagum model. Some numerical comparisons show that, for each combination of the parameters and for each sample size, the variance of maximum likelihood estimators increases as the truncation point decreases, i.e., with the increase in the cut of the right tail of distribution. 相似文献
5.
We discuss here an alternative approach for decreasing the bias of the closed-form estimators for the gamma distribution recently proposed by Ye and Chen in 2017. We show that, the new estimator has also closed-form expression, is positive, and can be computed for n?>?2. Moreover, the corrective approach returns better estimates when compared with the former ones. 相似文献
6.
The problem of constructing approximate confidence limits for a proportion parameter of the Pólya distribution is discussed. Three different methods for determining approximate one-sided and two-sided confidence limits for that parameter of the Pólya distribution have been proposed and compared. Particular cases of those confidence bounds are confidence intervals for the parameter of the binomial and the hypergeometric distributions. 相似文献
7.
Mohamed M. Bugaighis 《统计学通讯:模拟与计算》2013,42(2):601-611
The Maximum Likelihood (ML) and Best Linear Unbiased (BLU) estimators of the location and scale parameters of an extreme value distribution (Lawless [1982]) are compared under conditions of small sample sizes and Type I censorship. The comparisons were made in terms of the mean square error criterion. According to this criterion, the ML estimator of σ in the case of very small sample sizes (n < 10) and heavy censorship (low censoring time) proved to be more efficient than the corresponding BLU estimator. However, the BLU estimator for σ attains parity with the corresponding ML estimator when the censoring time increases even for sample sizes as low as 10. The BLU estimator of σ attains equivalence with the ML estimator when the sample size increases above 10, particularly when the censoring time is also increased. The situation is reversed when it came to estimating the location parameter μ, as the BLU estimator was found to be consistently more efficient than the ML estimator despite the improved performance of the ML estimator when the sample size increases. However, computational ease and convenience favor the ML estimators. 相似文献
8.
We consider the problem of estimating the proportion θ of true null hypotheses in a multiple testing context. The setup is classically modelled through a semiparametric mixture with two components: a uniform distribution on interval [0,1] with prior probability θ and a non‐parametric density f . We discuss asymptotic efficiency results and establish that two different cases occur whether f vanishes on a non‐empty interval or not. In the first case, we exhibit estimators converging at a parametric rate, compute the optimal asymptotic variance and conjecture that no estimator is asymptotically efficient (i.e. attains the optimal asymptotic variance). In the second case, we prove that the quadratic risk of any estimator does not converge at a parametric rate. We illustrate those results on simulated data. 相似文献
9.
ARNAUD GLOTER 《Scandinavian Journal of Statistics》2006,33(1):83-104
Abstract. We consider the estimation of unknown parameters in the drift and diffusion coefficients of a one-dimensional ergodic diffusion X when the observation is a discrete sampling of the integral of X at times i Δ , i = 1 ,…, n . Assuming that the sampling interval tends to 0 while the total length time interval tends to infinity, we first prove limit theorems for functionals associated with our observations. We apply these results to obtain a contrast function. The associated minimum contrast estimators are shown to be consistent and asymptotically Gaussian with different rates for drift and diffusion coefficient parameters. 相似文献
10.
We present asymptotic expansions for two well-known estimators of the tail index of a distribution—the Hill's estimator and the simplified Pickands' estimator. We then use the expansions to get more accurate interval estimates. Comparisons between the two estimators are also discussed. 相似文献
11.
In this article, we consider the problem of estimating the population mean of a study variable in the presence of non-response in a mail survey design. We introduce calibrated estimators of the population mean of a study variable in the presence of a known auxiliary variable. Using simulation the proposed calibrated estimators of population mean are compared to the Hansen and Hurwitz (1946) estimator under different situations for fixed cost as well for fixed sample size. The results are then extended for the use of multi-auxiliary information and stratified random sampling. We consider the problem of estimating the average total family income in the US in the presence of known auxiliary information on total income per person, age of the person, and poverty. We compute the relative efficiency of the proposed estimator over the Hansen and Hurwitz (1946) estimator through the use of large real datasets. Results are also presented for sub-populations consisting of whites, blacks, others, and two or more races in addition to considering them together in a population. 相似文献
12.
In this article, we consider the problem of unbiased estimation of the distribution function of a two-parameter exponential population using order statistics based on a random sample from the population. We give necessary and sufficient conditions for the existence of an unbiased estimator based on an arbitrary set of order statistics and suggest unbiased estimators in some situations where unbiased estimators exist. A few properties of the suggested estimators for some special cases have also been discussed. 相似文献
13.
Pao-Sheng Shen 《统计学通讯:理论与方法》2013,42(22):4096-4106
In this article, we consider the estimation of distribution function for one modified form of current status data. An inverse-probability-weighted (IPW) estimator and a self-consistent estimator (SCE) are proposed. The asymptotic properties of the IPW estimator are derived. A simulation study is conducted to compare the performances among the IPW estimator, SCE, and the product-limit estimator proposed by Patilea and Rolin (2006). Simulation results indicate that when right censoring is light and left censoring is heavy, both IPW estimator and SCE can outperform the product-limit estimator. The performances of the IPW estimator and SCE are close to each other. 相似文献
14.
C.S. Withers 《统计学通讯:理论与方法》2013,42(8):2361-2367
We obtain a class of unbiased estimates with asymptotically minimal variance for a function of the parameter in Fisher's problem of the Nile. 相似文献
15.
Constantinos Petropoulos 《统计学通讯:理论与方法》2013,42(17):3153-3162
Under Stein's loss, a class of improved estimators for the scale parameter of a mixture of exponential distribution with unknown location is constructed. The method is analogous to Maruyama's (1998) construction for the variance of a normal distribution and also an extension of the result produced in Petropoulos and Kourouklis (2002). Also, robustness properties are considered. 相似文献
16.
Claudio Macci 《统计学通讯:理论与方法》2013,42(19):3077-3089
We prove the large deviation principle for empirical estimators of stationary distributions of semi-Markov processes with finite state space, irreducible embedded Markov chain, and finite mean sojourn time in each state. We consider on/off Gamma sojourn processes as an illustrative example, and, in particular, continuous time Markov chains with two states. In the second case, we compare the rate function in this article with the known rate function concerning another family of empirical estimators of the stationary distribution. 相似文献
17.
Shimizu Kunio 《统计学通讯:理论与方法》2013,42(9):975-985
Suppose that the function f is of recursive type and the random variable X is normally distributed with mean μ and variance α2. We set C = f(x). Neyman & Scott (1960) and Hoyle (1968) gave the UMVU estimators for the mean E(C) and for the variance Var(C) from independent and identically distributed random variables X1,…, Xn(n ≧ 2) having a normal distribution with mean μ and variance σ2, respectively. Shimizu & Iwase (1981) gave the variance of the UMVU estimator for E(C). In this paper, the variance of the UMVU estimator for Var(C) is given. 相似文献
18.
In this article, we study moderate deviation for parameter estimation in the Rayleigh diffusion process and obtain the moderate deviation principle of the maximum likelihood estimator with explicit rate function. 相似文献
19.
Hidekazu Tanaka 《统计学通讯:理论与方法》2013,42(17):3011-3020
Consider an estimation problem of a linear combination of population means in a multivariate normal distribution under LINEX loss function. Necessary and sufficient conditions for linear estimators to be admissible are given. Further, it is shown that the result is an extension of the quadratic loss case as well as the univariate normal case. 相似文献
20.
《统计学通讯:理论与方法》2012,41(16-17):2922-2931
This article provides the distribution of the last exit for strongly consistent estimators. Namely, we consider a small neighborhood of the (almost sure) limit and state the asymptotic distribution of the last time the estimator is outside this neighborhood. Such problems have been considered in the literature by various authors; this article extends these results in a semi-parametric frame. An application to adaptive estimation is provided. 相似文献