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141.
V. P. Godambe 《Revue canadienne de statistique》1995,23(3):227-243
Some recent works on estimation in survey sampling are analyzed and extended from the perspective of the theory of optimal estimating functions. 相似文献
142.
Andrew L. Rukhin 《Journal of statistical planning and inference》1983,8(1):59-74
The estimation problem of a permutation parameter on the basis of a random sample of increasing size is considered. A necessary and sufficient condition for the existence of an estimator, asymptotically fully efficient for two different distributions families, is derived. We also study the application of this result to cyclic groups of order two and three. 相似文献
143.
罗式胜在“关于普赖斯曲线方程中参数的讨论”一文中提出了估计普赖斯曲线方程中参数的两个方法,但具体计算中存在缺乏量化标准的缺陷。利用概率统计中的2 σ准则给出一个确定参数的改进方法,引入去除异常数据的量化标准,即使其更具有合理性和可操作性。 相似文献
144.
Kam-Wah Tsui 《Revue canadienne de statistique》1979,7(2):193-200
Let X1, …, Xp be independent random variables, all having the same distribution up to a possibly varying unspecified parameter, where each of the p distributions belongs to the family of one parameter discrete exponential distributions. The problem is to estimate the unknown parameters simultaneously. Hudson (1978) shows that the minimum variance unbiased estimator (MVUE) of the parameters is inadmissible under squared error loss, and estimators better than the MVUE are proposed. Essentially, these estimators shrink the MVUE towards the origin. In this paper, we indicate that estimators shifting the MVUE towards a point different from the origin or a point determined by the observations can be obtained. 相似文献
145.
M. L. Targhetta 《Statistical Papers》1993,34(1):175-180
We consider a particular subclass of the two-parameter exponential family with natural parameters γ1, γ2 and characterize those distributions of the family having a ratio of the mean value and the variance that is a linear function
of γ1 by the form of the moment generating function. As special cases we find the normal and the gamma distributions. 相似文献
146.
147.
In this article, we develop a cusum test for testing for parameter changes in linear processes based on Whittle's estimator. It is shown that under regularity conditions, the test statistic converges to the sup of a Brownian bridge. The result is particularly useful in handling the change point test in stationary ARMA processes. A simulation result is provided for illustration. 相似文献
148.
Murray D. Smith 《统计学通讯:理论与方法》2013,42(12):2213-2222
In multivariate and multi-parameter contexts, new expressions for Fisher Information are derived using the copula representation of the joint distribution of random variables. Invariance of Fisher Information to margins of the joint distribution is then demonstrated. 相似文献
149.
J. Rodríguez Avi M. J. Olmo Jiménez A. Conde Sánchez A. J. Sáez Castillo 《统计学通讯:理论与方法》2013,42(19):3009-3022
A new discrete family of probability distributions that are generated by the 3 F 2 function with complex parameters is presented. Some of the properties of this new family are studied as well as methods of estimation for its parameters. It affords considerable flexibility of shape which turns the distribution into an appropriate candidate for modeling data that cannot be adequately fitted by classical families with fewer parameters. Finally, three examples in the fields of Agriculture and Education are included in order to show the versatility and utility of this distribution. 相似文献
150.