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Robust estimation in time series
(Springer, 2002-12)
The main purpose of this work is to study empirically by means of simulations, the robustness of a set of proposals to estimate the parameters in the MA(1) time series model. The non-normal populations are mixtures of ...
A multivariate ultrastructural errors-in-variables model with equation error
(ELSEVIER INC, 2011)
This paper deals with asymptotic results on a multivariate ultrastructural errors-in-variables regression model with equation errors Sufficient conditions for attaining consistent estimators for model parameters are presented ...
A multivariate ultrastructural errors-in-variables model with equation error
(ELSEVIER INC, 2011)
This paper deals with asymptotic results on a multivariate ultrastructural errors-in-variables regression model with equation errors Sufficient conditions for attaining consistent estimators for model parameters are presented ...
Estimation of Population Mean in the Presence of Non-Response and Measurement Error
(Universidad Nacional de Colombia - Sede Bogotá - Facultad de Ciencias - Departamento de Estadística, 2015-01-01)
Under classical survey sampling theory the errors mainly studied in the estimation are sampling errors. However, often non-sampling errors are more influential to the properties of the estimator than sampling errors. This ...
A posteriori error estimates for non-conforming approximation of eigenvalue problems
(Elsevier Science, 2012-05)
We consider the approximation of eigenvalue problem for the Laplacian by the Crouzeix– Raviart non-conforming finite elements in two and three dimensions. Extending known techniques for source problems, we introduce a ...
Improved maximum likelihood estimators in a heteroskedastic errors-in-variables model
(SPRINGER, 2011)
This paper develops a bias correction scheme for a multivariate heteroskedastic errors-in-variables model. The applicability of this model is justified in areas such as astrophysics, epidemiology and analytical chemistry, ...