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Author : Katherine Izzo
Publisher :
ISBN 13 : 9781303309663
Total Pages : 252 pages
Book Rating : 4.3/5 (96 download)
Download or read book The Empirical Distribution Function and the Best Invariant Estimator written by Katherine Izzo and published by . This book was released on 2013 with total page 252 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Qiqing Yu
Publisher :
ISBN 13 :
Total Pages : 168 pages
Book Rating : 4.:/5 (145 download)
Download or read book Admissibility of the Best Invariant Estimator of a Distribution Function written by Qiqing Yu and published by . This book was released on 1986 with total page 168 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : V.G. Voinov
Publisher : Springer Science & Business Media
ISBN 13 : 9401119708
Total Pages : 533 pages
Book Rating : 4.4/5 (11 download)
Download or read book Unbiased Estimators and Their Applications written by V.G. Voinov and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 533 pages. Available in PDF, EPUB and Kindle. Book excerpt: Statistical inferential methods are widely used in the study of various physical, biological, social, and other phenomena. Parametric estimation is one such method. Although there are many books which consider problems of statistical point estimation, this volume is the first to be devoted solely to the problem of unbiased estimation. It contains three chapters dealing, respectively, with the theory of point statistical estimation, techniques for constructing unbiased estimators, and applications of unbiased estimation theory. These chapters are followed by a comprehensive appendix which classifies and lists, in the form of tables, all known results relating to unbiased estimators of parameters for univariate distributions. About one thousand minimum variance unbiased estimators are listed. The volume also contains numerous examples and exercises. This volume will serve as a handbook on point unbiased estimation for researchers whose work involves statistics. It can also be recommended as a supplementary text for graduate students.
Author : Odile Pons
Publisher : World Scientific
ISBN 13 : 9811210705
Total Pages : 304 pages
Book Rating : 4.8/5 (112 download)
Download or read book Orthonormal Series Estimators written by Odile Pons and published by World Scientific. This book was released on 2020-01-22 with total page 304 pages. Available in PDF, EPUB and Kindle. Book excerpt: The approximation and the estimation of nonparametric functions by projections on an orthonormal basis of functions are useful in data analysis. This book presents series estimators defined by projections on bases of functions, they extend the estimators of densities to mixture models, deconvolution and inverse problems, to semi-parametric and nonparametric models for regressions, hazard functions and diffusions. They are estimated in the Hilbert spaces with respect to the distribution function of the regressors and their optimal rates of convergence are proved. Their mean square errors depend on the size of the basis which is consistently estimated by cross-validation. Wavelets estimators are defined and studied in the same models.The choice of the basis, with suitable parametrizations, and their estimation improve the existing methods and leads to applications to a wide class of models. The rates of convergence of the series estimators are the best among all nonparametric estimators with a great improvement in multidimensional models. Original methods are developed for the estimation in deconvolution and inverse problems. The asymptotic properties of test statistics based on the estimators are also established.
Author : Alan R. Dyer
Publisher :
ISBN 13 :
Total Pages : 54 pages
Book Rating : 4.3/5 ( download)
Download or read book A Comparison of Classification and Hypothesis Testing Procedures for Choosing Between Competing Families of Distributions, Including a Survey of the Goodness of Fit Tests written by Alan R. Dyer and published by . This book was released on 1971 with total page 54 pages. Available in PDF, EPUB and Kindle. Book excerpt: Procedures for determining from which of two parametric families a random sample has been drawn are considered. Primary attention is focused on families which are location and/or scale invariant. The procedures are compared using Monte Carlo sampling techniques for six pairs of distributions. Certain procedures based on sample spacing are shown to compare quite favorably with the 'best' invariant and likelihood ratio procedures. Procedures are considered in both the classification and hypothesis testing frameworks. (Author).
Author : Odile Pons
Publisher : World Scientific
ISBN 13 : 9811272859
Total Pages : 259 pages
Book Rating : 4.8/5 (112 download)
Download or read book Functional Estimation For Density, Regression Models And Processes (Second Edition) written by Odile Pons and published by World Scientific. This book was released on 2023-09-22 with total page 259 pages. Available in PDF, EPUB and Kindle. Book excerpt: Nonparametric kernel estimators apply to the statistical analysis of independent or dependent sequences of random variables and for samples of continuous or discrete processes. The optimization of these procedures is based on the choice of a bandwidth that minimizes an estimation error and the weak convergence of the estimators is proved. This book introduces new mathematical results on statistical methods for the density and regression functions presented in the mathematical literature and for functions defining more complex models such as the models for the intensity of point processes, for the drift and variance of auto-regressive diffusions and the single-index regression models.This second edition presents minimax properties with Lp risks, for a real p larger than one, and optimal convergence results for new kernel estimators of function defining processes: models for multidimensional variables, periodic intensities, estimators of the distribution functions of censored and truncated variables, estimation in frailty models, estimators for time dependent diffusions, for spatial diffusions and for diffusions with stochastic volatility.
Author : Odile Pons
Publisher : World Scientific
ISBN 13 : 9814343749
Total Pages : 210 pages
Book Rating : 4.8/5 (143 download)
Download or read book Functional Estimation for Density, Regression Models and Processes written by Odile Pons and published by World Scientific. This book was released on 2011 with total page 210 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents a unified approach on nonparametric estimators for models of independent observations, jump processes and continuous processes. New estimators are defined and their limiting behavior is studied. From a practical point of view, the book
Author : WISCONSIN UNIV MADISON.
Publisher :
ISBN 13 :
Total Pages : 67 pages
Book Rating : 4.:/5 (227 download)
Download or read book Statistical Analysis of Empirical Distribution Functions written by WISCONSIN UNIV MADISON. and published by . This book was released on 1964 with total page 67 pages. Available in PDF, EPUB and Kindle. Book excerpt: A statistical analysis of empirical distribution functions is considered. The sample mean and sample variance are used as estimators for the true mean and variance when the form of probability distribution of a random variable is known; the empirical cumulative distribution function (cdf) is used as an estimator for the true cdf of a random variable under general conditions when no assumptions or knowledge of the form of distribution of the random variable are required. The distance of the estimates from the true values is analyzed by the method of confidence intervals. (Author).
Author : Odile Pons
Publisher : World Scientific
ISBN 13 : 9814460613
Total Pages : 210 pages
Book Rating : 4.8/5 (144 download)
Download or read book Functional Estimation For Density, Regression Models And Processes written by Odile Pons and published by World Scientific. This book was released on 2011-03-21 with total page 210 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents a unified approach on nonparametric estimators for models of independent observations, jump processes and continuous processes. New estimators are defined and their limiting behavior is studied. From a practical point of view, the book expounds on the construction of estimators for functionals of processes and densities, and provides asymptotic expansions and optimality properties from smooth estimators.It also presents new regular estimators for functionals of processes, compares histogram and kernel estimators, compares several new estimators for single-index models, and it examines the weak convergence of the estimators.
Author : V.G. Voinov
Publisher : Springer Science & Business Media
ISBN 13 : 9780792339397
Total Pages : 280 pages
Book Rating : 4.3/5 (393 download)
Download or read book Unbiased Estimators and their Applications written by V.G. Voinov and published by Springer Science & Business Media. This book was released on 1996-01-31 with total page 280 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume is a continuation of Unbiased Estimators and Their Applications, Vol. I: Univariate Case. It contains problems of parametric point estimation for multivariate probability distributions emphasizing problems of unbiased estimation. The volume consists of four chapters dealing, respectively, with some basic properties of multivariate continuous and discrete distributions, the general theory of point estimation in multivariate case, techniques for constructing unbiased estimators and applications of unbiased estimation theory in the multivariate case. These chapters contain numerous examples, many applications and are followed by a comprehensive Appendix which classifies and lists, in the form of tables, all known results relating to unbiased estimators of parameter functions for multivariate distributions. Audience: This volume will serve as a handbook on point unbiased estimation for researchers whose work involves statistics. It can also be recommended as a supplementary text for undergraduate and graduate students.
Author :
Publisher :
ISBN 13 :
Total Pages : 1350 pages
Book Rating : 4.X/5 (6 download)
Download or read book Statistica Sinica written by and published by . This book was released on 1998 with total page 1350 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : B. L. S. Prakasa Rao
Publisher : Academic Press
ISBN 13 : 148326923X
Total Pages : 539 pages
Book Rating : 4.4/5 (832 download)
Download or read book Nonparametric Functional Estimation written by B. L. S. Prakasa Rao and published by Academic Press. This book was released on 2014-07-10 with total page 539 pages. Available in PDF, EPUB and Kindle. Book excerpt: Nonparametric Functional Estimation is a compendium of papers, written by experts, in the area of nonparametric functional estimation. This book attempts to be exhaustive in nature and is written both for specialists in the area as well as for students of statistics taking courses at the postgraduate level. The main emphasis throughout the book is on the discussion of several methods of estimation and on the study of their large sample properties. Chapters are devoted to topics on estimation of density and related functions, the application of density estimation to classification problems, and the different facets of estimation of distribution functions. Statisticians and students of statistics and engineering will find the text very useful.
Author :
Publisher :
ISBN 13 :
Total Pages : 722 pages
Book Rating : 4.:/5 (4 download)
Download or read book Statistical Theory and Method Abstracts written by and published by . This book was released on 1997 with total page 722 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : M. Csörgo
Publisher : Academic Press
ISBN 13 : 1483268047
Total Pages : 287 pages
Book Rating : 4.4/5 (832 download)
Download or read book Strong Approximations in Probability and Statistics written by M. Csörgo and published by Academic Press. This book was released on 2014-07-10 with total page 287 pages. Available in PDF, EPUB and Kindle. Book excerpt: Strong Approximations in Probability and Statistics presents strong invariance type results for partial sums and empirical processes of independent and identically distributed random variables (IIDRV). This seven-chapter text emphasizes the applicability of strong approximation methodology to a variety of problems of probability and statistics. Chapter 1 evaluates the theorems for Wiener and Gaussian processes that can be extended to partial sums and empirical processes of IIDRV through strong approximation methods, while Chapter 2 addresses the problem of best possible strong approximations of partial sums of IIDRV by a Wiener process. Chapters 3 and 4 contain theorems concerning the one-time parameter Wiener process and strong approximation for the empirical and quantile processes based on IIDRV. Chapter 5 demonstrate the validity of previously discussed theorems, including Brownian bridges and Kiefer process, for empirical and quantile processes. Chapter 6 illustrate the approximation of defined sequences of empirical density, regression, and characteristic functions by appropriate Gaussian processes. Chapter 7 deal with the application of strong approximation methodology to study weak and strong convergence properties of random size partial sum and empirical processes. This book will prove useful to mathematicians and advance mathematics students.
Author : Roger Louis Grossel
Publisher :
ISBN 13 :
Total Pages : 142 pages
Book Rating : 4.:/5 (891 download)
Download or read book Statistical Analysis of Empirical Distribution Functions written by Roger Louis Grossel and published by . This book was released on 1964 with total page 142 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Horst Rinne
Publisher : CRC Press
ISBN 13 : 1420087444
Total Pages : 812 pages
Book Rating : 4.4/5 (2 download)
Download or read book The Weibull Distribution written by Horst Rinne and published by CRC Press. This book was released on 2008-11-20 with total page 812 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Most Comprehensive Book on the SubjectChronicles the Development of the Weibull Distribution in Statistical Theory and Applied StatisticsExploring one of the most important distributions in statistics, The Weibull Distribution: A Handbook focuses on its origin, statistical properties, and related distributions. The book also presents various ap
Author : Stefano Maria Iacus
Publisher :
ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (137 download)
Download or read book On Fractal Distribution Function Estimation and Applications written by Stefano Maria Iacus and published by . This book was released on 2004 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this paper we review some recent results concerning the approximations of distribution functions and measures on [0,1] based on iterated function systems. The two different approaches available in the literature are considered and their relation are investigated in the statistical perspective. In the second part of the paper we propose a new class of estimators for the distribution function and the related characteristic and density functions. Glivenko-Cantelli, LIL properties and local asymptotic minimax efficiency are established for some of the proposed estimators. Via Monte Carlo analysis we show that, for small sample sizes, the proposed estimator can be as efficient or even better than the empirical distribution function and the kernel density estimator respectively. This paper is to be considered as a first attempt in the construction of new class of estimators based on fractal objects. Pontential applications to survival analysis with random censoring are proposed at the end of the paper.
