共查询到20条相似文献,搜索用时 31 毫秒
1.
Recently, Koyuncu et al. (2013) proposed an exponential type estimator to improve the efficiency of mean estimator based on randomized response technique. In this article, we propose an improved exponential type estimator which is more efficient than the Koyuncu et al. (2013) estimator, which in turn was shown to be more efficient than the usual mean estimator, ratio estimator, regression estimator, and the Gupta et al. (2012) estimator. Under simple random sampling without replacement (SRSWOR) scheme, bias and mean square error expressions for the proposed estimator are obtained up to first order of approximation and comparisons are made with the Koyuncu et al. (2013) estimator. A simulation study is used to observe the performances of these two estimators. Theoretical findings are also supported by a numerical example with real data. We also show how to, extend the proposed estimator to the case when more than one auxiliary variable is available. 相似文献
2.
Sanaullah et al. (2014) have suggested generalized exponential chain ratio estimators under stratified two-phase sampling scheme for estimating the finite population mean. However, the bias and mean square error (MSE) expressions presented in that work need some corrections, and consequently the study based on efficiency comparison also requires corrections. In this article, we revisit Sanaullah et al. (2014) estimator and provide the correct bias and MSE expressions of their estimator. We also propose an estimator which is more efficient than several competing estimators including the classes of estimators in Sanaullah et al. (2014). Three real datasets are used for efficiency comparisons. 相似文献
3.
When a sufficient correlation between the study variable and the auxiliary variable exists, the ranks of the auxiliary variable are also correlated with the study variable, and thus, these ranks can be used as an effective tool in increasing the precision of an estimator. In this paper, we propose a new improved estimator of the finite population mean that incorporates the supplementary information in forms of: (i) the auxiliary variable and (ii) ranks of the auxiliary variable. Mathematical expressions for the bias and the mean-squared error of the proposed estimator are derived under the first order of approximation. The theoretical and empirical studies reveal that the proposed estimator always performs better than the usual mean, ratio, product, exponential-ratio and -product, classical regression estimators, and Rao (1991), Singh et al. (2009), Shabbir and Gupta (2010), Grover and Kaur (2011, 2014) estimators. 相似文献
4.
Housila P. Singh 《统计学通讯:理论与方法》2017,46(2):521-531
This paper aimed at providing an efficient new unbiased estimator for estimating the proportion of a potentially sensitive attribute in survey sampling. The suggested randomization device makes use of the means, variances of scrambling variables, and the two scalars lie between “zero” and “one.” Thus, the same amount of information has been used at the estimation stage. The variance formula of the suggested estimator has been obtained. We have compared the proposed unbiased estimator with that of Kuk (1990) and Franklin (1989), and Singh and Chen (2009) estimators. Relevant conditions are obtained in which the proposed estimator is more efficient than Kuk (1990) and Franklin (1989) and Singh and Chen (2009) estimators. The optimum estimator (OE) in the proposed class of estimators has been identified which finally depends on moments ratios of the scrambling variables. The variance of the optimum estimator has been obtained and compared with that of the Kuk (1990) and Franklin (1989) estimator and Singh and Chen (2009) estimator. It is interesting to mention that the “optimum estimator” of the class of estimators due to Singh and Chen (2009) depends on the parameter π under investigation which limits the use of Singh and Chen (2009) OE in practice while the proposed OE in this paper is free from such a constraint. The proposed OE depends only on the moments ratios of scrambling variables. This is an advantage over the Singh and Chen (2009) estimator. Numerical illustrations are given in the support of the present study when the scrambling variables follow normal distribution. Theoretical and empirical results are very sound and quite illuminating in the favor of the present study. 相似文献
5.
This is an interesting article that considers the question of inference on unknown linear index coefficients in a general class of models where reduced form parameters are invertible function of one or more linear index. Interpretable sufficient conditions such as monotonicity and or smoothness for the invertibility condition are provided. The results generalize some work in the previous literature by allowing the number of reduced form parameters to exceed the number of indices. The identification and estimation expand on the approach taken in previous work by the authors. Examples include Ahn, Powell, and Ichimura (2004) for monotone single-index regression models to a multi-index setting and extended by Blundell and Powell (2004) and Powell and Ruud (2008) to models with endogenous regressors and multinomial response, respectively. A key property of the inference approach taken is that the estimator of the unknown index coefficients (up to scale) is computationally simple to obtain (relative to other estimators in the literature) in that it is closed form. Specifically, unifying an approach for all models considered in this article, the authors propose an estimator, which is the eigenvector of a matrix (defined in terms of a preliminary estimator of the reduced form parameters) corresponding to its smallest eigenvalue. Under suitable conditions, the proposed estimator is shown to be root-n-consistent and asymptotically normal. 相似文献
6.
7.
The objective of this paper is to study U-type designs for Bayesian non parametric response surface prediction under correlated errors. The asymptotic Bayes criterion is developed in terms of the asymptotic approach of Mitchell et al. (1994) for a more general covariance kernel proposed by Chatterjee and Qin (2011). A relationship between the asymptotic Bayes criterion and other criteria, such as orthogonality and aberration, is then developed. A lower bound for the criterion is also obtained, and numerical results show that this lower bound is tight. The established results generalize those of Yue et al. (2011) from symmetrical case to asymmetrical U-type designs. 相似文献
8.
Liew (1976a) introduced generalized inequality constrained least squares (GICLS) estimator and inequality constrained two-stage and three-stage least squares estimators by reducing primal–dual relation to problem of Dantzig and Cottle (1967), Cottle and Dantzig (1974) and solving with Lemke (1962) algorithm. The purpose of this article is to present inequality constrained ridge regression (ICRR) estimator with correlated errors and inequality constrained two-stage and three-stage ridge regression estimators in the presence of multicollinearity. Untruncated variance–covariance matrix and mean square error are derived for the ICRR estimator with correlated errors, and its superiority over the GICLS estimator is examined via Monte Carlo simulation. 相似文献
9.
Rameela Chandrasekhar 《统计学通讯:理论与方法》2014,43(14):2951-2957
Adaptive designs find an important application in the estimation of unknown percentiles for an underlying dose-response curve. A nonparametric adaptive design was suggested by Mugno et al. (2004) to simultaneously estimate multiple percentiles of an unknown dose-response curve via generalized Polya urns. In this article, we examine the properties of the design proposed by Mugno et al. (2004) when delays in observing responses are encountered. Using simulations, we evaluate a modification of the design under varying group sizes. Our results demonstrate unbiased estimation with minimal loss in efficiency when compared to the original compound urn design. 相似文献
10.
To deal with multicollinearity problem, the biased estimators with two biasing parameters have recently attracted much research interest. The aim of this article is to compare one of the last proposals given by Yang and Chang (2010) with Liu-type estimator (Liu 2003) and k ? d class estimator (Sakallioglu and Kaciranlar 2008) under the matrix mean squared error criterion. As well as giving these comparisons theoretically, we support the results with the extended simulation studies and real data example, which show the advantages of the proposal given by Yang and Chang (2010) over the other proposals with increasing multicollinearity level. 相似文献
11.
By using the medical data analyzed by Kang et al. (2007), a Bayesian procedure is applied to obtain control limits for the coefficient of variation. Reference and probability matching priors are derived for a common coefficient of variation across the range of sample values. By simulating the posterior predictive density function of a future coefficient of variation, it is shown that the control limits are effectively identical to those obtained by Kang et al. (2007) for the specific dataset they used. This article illustrates the flexibility and unique features of the Bayesian simulation method for obtaining posterior distributions, predictive intervals, and run-lengths in the case of the coefficient of variation. A simulation study shows that the 95% Bayesian confidence intervals for the coefficient of variation have the correct frequentist coverage. 相似文献
12.
Yu-Ye Zou 《统计学通讯:理论与方法》2017,46(2):1007-1023
In this article, we study global L2 error of non linear wavelet estimator of density in the Besov space Bspq for missing data model when covariables are present and prove that the estimator can achieve the optimal rate of convergence, which is similar to the result studied by Donoho et al. (1996) in complete independent data case with term-by-term thresholding of the empirical wavelet coefficients. Finite-sample behavior of the proposed estimator is explored via simulations. 相似文献
13.
Xuemei Hu 《统计学通讯:理论与方法》2014,43(18):3927-3942
Semivarying-coefficient models with heteroscedastic errors are frequently used in statistical modeling. When the error is conditional heteroskedastic, Ahmad, et al. (2005) proposed a general series method to obtain an efficient estimation. In this article we study the heteroscedastic semi-varying coefficient models with a nonparametric variance function, not only use the semi-parametric efficient normal approximation method to derive a family of semi-parametric efficient estimator, but also use the semi-parametric efficient empirical likelihood method to construct the efficient empirical likelihood confidence regions. The proposed estimators retain the double robustness feature of semi-parametric efficient estimator. 相似文献
14.
Housila P. Singh 《统计学通讯:理论与方法》2017,46(1):389-405
The crux of this paper is to estimate the mean of the number of persons possessing a rare sensitive attribute based on the Mangat (1992) randomization device by utilizing the Poisson distribution in survey sampling. It is shown that the proposed model is more efficient than Land et al. (2011) when the proportion of persons possessing a rare unrelated attribute is known. Properties of the proposed randomized response model have been studied along with recommendations. We have also extended the proposed model to stratified random sampling on the lines of Lee et al. (2013). It has been also shown that the proposed estimator is better than Lee et al.'s (2013) estimator. Numerical illustrations are also given in support of the present study. 相似文献
15.
This article proposes various Searls-type ratio imputation methods (STRIM) on the lines of Ahmed et al. (2006). It is a well-known fact that the optimal ratio type estimator attains the MSE of regression estimator (or optimal difference estimator) but while using Searls-type transformation (STT) (Searls (1964)) this may not always happen. These STRIM are shown to perform better than the imputation procedures of Ahmed et al. (2006). The STRIM may even outperform the Searls type difference imputation methods (STDIM) proposed by us in our earlier work, Bhushan and Pandey (2016). This study is concluded with the numerical study along with the theoretical comparison. 相似文献
16.
Techniques used in variability assessment are subsequently used to draw conclusions regarding the “spread”/uniformity of data curves. Due to the limitations of these techniques, they are not adequate for circumstances where data manifest with multiple peaks. Examples of these manifestations (in three-dimensional space) include under-foot pressure distributions recorded for different types of footwear (Becerro-de-Bengoa-Vallejo et al., 2014; Cibulka et al., 1994; Davies et al., 2003), surface textures and interfaces designed to impact friction, and and and molecular surface structures such as viral epitopes (Torras and Garcia-Valls, 2004; Pacejka, 1997; Fustaffson, 1997). This article proposes a technique for generating a single variable – Λ that will quantify the uniformity of such surfaces. We define and validate this technique using several mathematical and graphical models. 相似文献
17.
Several methods using different approaches have been developed to remedy the consequences of collinearity. To the best of our knowledge, only the raise estimator proposed by García et al. (2010) deals with this problem from a geometric perspective. This article fully develops the raise estimator for a model with two standardized explanatory variables. Inference in the raise estimator is examined, showing that it can be obtained from ordinary least squares methodology. In addition, contrary to what happens in ridge regression, the raise estimator maintains the coefficient of determination value constant. The expression of the variance inflation factor for the raise estimator is also presented. Finally, a comparative study of the raise and ridge estimators is carried out using an example. 相似文献
18.
The probability matching prior for linear functions of Poisson parameters is derived. A comparison is made between the confidence intervals obtained by Stamey and Hamilton (2006), and the intervals derived by us when using the Jeffreys’ and probability matching priors. The intervals obtained from the Jeffreys’ prior are in some cases fiducial intervals (Krishnamoorthy and Lee, 2010). A weighted Monte Carlo method is used for the probability matching prior. The power and size of the test, using Bayesian methods, is compared to tests used by Krishnamoorthy and Thomson (2004). The Jeffreys’, probability matching and two other priors are used. 相似文献
19.
T. Imada 《统计学通讯:理论与方法》2017,46(7):3186-3199
In this study we discuss multiple comparison procedures for checking differences among a sequence of normal means with ordered restriction. Lee and Spurrier (1995) proposed a multiple comparison procedure which tests the difference between two adjacent means using the difference of sample means. In this study we propose a multiple comparison procedure modifying Lee and Spurrier's (1995) procedure using isotonic regression estimators instead of sample means. We determine the critical value for pairwise comparisons for a specified significance level. Furthermore, we formulate the power of the test. Finally, we give some numerical examples regarding critical values and power of the test intended to compare our procedure with Lee and Spurrier's (1995) procedure. 相似文献
20.
This article addresses the problem of estimating the population mean in stratified random sampling using the information of an auxiliary variable. A class of estimators for population mean is defined with its properties under large sample approximation. In particular, various classes of estimators are identified as particular member of the suggested class. It has been shown that the proposed class of estimators is better than usual unbiased estimator, usual combined ratio estimator, usual product estimator, usual regression estimator and Koyuncu and Kadilar (2009) class of estimators. The results have been illustrated through an empirical study. 相似文献