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116 results for “M-estimator”
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Research ArticleOpen accessEvery word in the titleOn Bessel’s Correction: Unbiased Sample Variance, the Bariance, and a Novel Runtime-Optimized EstimatorFelix ReichelBessel’s correction adjusts the denominator in the sample variance formula from n to n – 1 to ensure an unbiased estimator of the population variance. This paper provides rigorous algebraic derivations to reinforce the necessity of this correction. It further introduces the concept of Bariance, an alternative dispersion measure based on average pairwise squared differences that avoids reliance on the … …Journal of Mathematics and Statistics, Vol. 21, Issue 1 · 29 Jan 2026 · 2,994 accessesView PDFCite
Research ArticleOpen accessEvery word in the titleA Suggested Nonparametric Bivariate Logistic Density Estimator with Application on the Productivity of Egyptian Wheat during 2019/2020Samah M. Abo-El-HadidIn this study, the nonparametric standard logistic density estimator, introduced by Abo-El-Hadid (2018), is extended to the bivariate case. The multiplicative standard logistic distribution is used as a kernel function to derive the bivariate kernel estimator. The statistical properties of the resulting estimator are studied, which are: The asymptotic bias, variance, Mean Squared Error (MSE) and Integrated Mean Squared Error … …Journal of Mathematics and Statistics, Vol. 17, Issue 1 · 27 May 2021 · 6,711 accessesView PDFCite
Research ArticleOpen accessEvery word in the titleSurface Level Estimator-An Automated Contouring InstrumentVarun Sai Chinthala, Gajendra DixitThis paper introduces a dynamic electronic instrument to measure the inclination of a surface, named as Surface Level Estimator (SLE). This device is designed to reduce the human effort and time consumed for civil surveying. This paper describes the construction, working principle, programming and experimentation results of the instrument. Finally, the conclusion and scope of future is discussed at the … …American Journal of Engineering and Applied Sciences, Vol. 10, Issue 3 · 6 Sep 2017 · 7,931 accessesView PDFCite
Research ArticleOpen accessEvery word in the titleRisks Ratios of Shrinkage Estimators for the Multivariate Normal MeanAbdenour Hamdaoui, Nadia MezouarWe study the estimation of the mean θ of a multivariate Gaussian random variable X∼Np(θ,σ2Ip) in ℜp, σ2 is unknown and estimated by the chi-square variable S2∼σ2χn2. In this work we are interested in studying bounds and limits of risk ratios of shrinkage estimators to the maximum likelihood estimator X, when n and p tend to infinity. We recall that … …Journal of Mathematics and Statistics, Vol. 13, Issue 2 · 3 Apr 2017 · 7,108 accessesView PDFCite
Research ArticleOpen accessEvery word in the titleKernel Type Estimator and Statistical Properties for Intensity Function of Periodic Poisson Process with Power Function TrendRo’fah Nur RachmawatiProblem statement: In this study, we construct the estimation for a periodic component of the intensity function of a periodic Poisson process in the presence of power function trend by using the general kernel function. Beside that we also construct the statistical properties of the estimator. Approach: It is considered the worst case where there is only available a single … …Journal of Mathematics and Statistics, Vol. 8, Issue 3 · 6 Nov 2012 · 7,293 accessesView PDFCite
Research ArticleOpen accessEvery word in the titleA Modification of the Ridge Type Regression EstimatorsMoawad El-Fallah Abd El-SalamProblem statement: Many regression estimators have been used to remedy multicollinearity problem. The ridge estimator has been the most popular one. However, the obtained estimate is biased. Approach: In this stuyd, we introduce an alternative shrinkage estimator, called modified unbiased ridge (MUR) estimator for coping with multicollinearity problem. This estimator is obtained from Unbiased Ridge Regression (URR) in the same … …American Journal of Applied Sciences, Vol. 8, Issue 1 · 31 Jan 2011 · 7,638 accessesView PDFCite
Research ArticleOpen accessEvery word in the titleComparison of Estimators of Dispersion MatrixNarges AbbasiBased on a sample, we considered the problem of estimating the dispersion matrix of a multivariate normal distribution with variance covariance matrix Σ. Empirical Bayes estimators and Haff estimators with their conditions, two proposed estimators of Σ, were the best affine equivariant estimators of dispersion matrix, which we compared them by three different loss functions. …Journal of Mathematics and Statistics, Vol. 4, Issue 3 · 31 Dec 2008 · 6,732 accessesView PDFCite
Research ArticleOpen accessEvery word in the titleEffect of Multicollinearity on Power Rates of the Ordinary Least Squares EstimatorsO.O. Alabi, Kayode Ayinde, T.O. OlatayoInferences on the parameter estimates of Ordinary Least Square (OLS) estimator in regression model when regressors exhibit multicollinearity is a problem in that large standard errors of the regression coefficients which cause low t-statistic value often result into the acceptance of the null hypothesis. This paper, therefore, makes efforts to investigate the effect of multicollinearity on the power rates of … …Journal of Mathematics and Statistics, Vol. 4, Issue 2 · 30 Jun 2008 · 7,880 accessesView PDFCite
Research ArticleOpen accessEvery word in the titleA Comparative Study of the Performances of the OLS and some GLS Estimators when Stochastic Regressors are both Collinear and Correlated with Error TermsKayode AyindeThe Classical Linear Regression Model assumes that regressors are non – stochastic, independent and uncorrelated with the error terms. These assumptions are not always tenable especially where regressors are not often assumed fixed in repeated sampling. In this paper, with stochastic regressors, the performances of the Ordinary Least Square (OLS) and some Generalized Least Square (GLS) estimators are investigated and … …Journal of Mathematics and Statistics, Vol. 3, Issue 4 · 31 Dec 2007 · 7,343 accessesView PDFCite
Research ArticleOpen accessEvery word in the titleModified Ratio-Type Estimators of the Mean using Extreme Ranked Set SamplingAmer Ibrahim Al-Omari, Khalifa Jaber, Ahmad Al-OmariModified ratio-type estimators of the population mean were suggested using the first or third quartiles of the auxiliary variable based on Simple Random Sampling (SRS) and Extreme Ranked Set Sampling (ERSS) methods. It was found that, the ERSS was more efficient than the SRS based on the same sample size. Also, the ERSS involving the first quartile was superior to … …Journal of Mathematics and Statistics, Vol. 4, Issue 3 · 30 Sep 2008 · 7,362 accessesView PDFCite