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Alternative Admissible Biased Estimators
(Institute Of Electrical And Electronics Engineers, 2013-02)
In this work, a biased estimator obtained from an affine transformation of an unbiased estimator will be analyzed. In particular, the method proposed by Y. C. Eldar will be studied, and alternative approaches will be ...
A new projection estimate for multivariate location with minimax bias
(Elsevier Inc, 2010-07)
The maximum asymptotic bias of an estimator is a global robustness measure of its performance. The projection median estimator for multivariate location shows a remarkable behavior regarding asymptotic bias. In this paper ...
A Note on Bias of Closed-Form Estimators for the Gamma Distribution Derived From Likelihood Equations
(Amer Statistical Assoc, 2019-04-03)
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 ...
A new approach for biased affine estimation
(IEEE, 2014)
The problem of biased affine estimation is discussed in the present paper. Affine estimation is a technique for improving parameter estimation through the inclusion of a-priori information in a non-bayesian setting. Here, ...
Second-order biases of maximum likelihood estimates in overdispersed generalized linear models
(2001)
In this paper, we derive general formulae for second-order biases of maximum likelihood estimates in overdispersed
generalized linear models, thus generalizing results by Cordeiro and McCullagh (J. Roy. Statist. Soc. Ser. ...
Bias-corrected estimators for dispersion models with dispersion covariates
(ELSEVIER SCIENCE BV, 2011)
In this paper we discuss bias-corrected estimators for the regression and the dispersion parameters in an extended class of dispersion models (Jorgensen, 1997b). This class extends the regular dispersion models by letting ...
A class of improved heteroskedasticity-consistent covariance matrix estimators
(Escola de Pós-Graduação em Economia da FGV, 2002-09-05)
The heteroskedasticity-consistent covariance matrix estimator proposed by White (1980), also known as HC0, is commonly used in practical applications and is implemented into a number of statistical software. Cribari–Neto, ...
Improved heteroscedasticity‐consistent covariance matrix estimators
(2000)
The heteroscedasticity‐consistent covariance matrix estimator proposed by White (1980) is commonly used in practical applications and is implemented into a number of pieces of statistical software. However, although ...