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A note on some extremal problems for trigonometric polynomials

Dette, Holger; Melas, Viatcheslav B. - 2005

Persistent link: https://www.econbiz.de/10010296682

A note on some extremal problems for trigonometric polynomials

Dette, Holger; Melas, Viatcheslav B. - Institut für Wirtschafts- und Sozialstatistik, … - 2005

n.a.

Persistent link: https://www.econbiz.de/10009219876

The discrete moment problem with fractional moments

Ninh, Anh; Prékopa, András - In: Operations research letters 41 (2013) 6, pp. 715-718

Persistent link: https://www.econbiz.de/10010236024

Standardized maximin E-optimal designs for the Michaelis Menten model

Dette, Holger; Melas, Vjačeslav Borisovič; … - 2002

In the Michaelis-Menten model we determine efficient designs by maximizing a minimum of standardized E-efficiencies. It is shown that in many cases the optimal designs are supported at only two points and the support points and corresponding weights can be characterized explicitly. Moreover, a...

Persistent link: https://www.econbiz.de/10009772066

Inference with the lognormal distribution

Longford, Nicholas - Department of Economics and Business, Universitat … - 2008

Several estimators of the expectation, median and mode of the lognormal distribution are derived. They aim to be approximately unbiased, efficient, or have a minimax property in the class of estimators we introduce. The small-sample properties of these estimators are assessed by simulations and,...

Persistent link: https://www.econbiz.de/10005707948

A relative squared error approach to linear regression analysis

Arnold, Bernhard; Stahlecker, Peter - 1999

Persistent link: https://www.econbiz.de/10001432770

Another look at the Kuks-Olman estimator

Arnold, Bernhard; Stahlecker, Peter - 1999

Persistent link: https://www.econbiz.de/10001379094

Relative squared error prediction in the generalized linear regression model

Arnold, Bernhard; Stahlecker, Peter - 1999

Persistent link: https://www.econbiz.de/10001379097

Minimax strategies in survey sampling

Gabler, Siegfried - 1999

Persistent link: https://www.econbiz.de/10013360014

Estimating the confidence interval of the regression coefficient of the blood sugar model through a multivariable linear spline with known variance

Islamiyati, Anna; Kalondeng, Anisa; Sari, Ummi - In: Statistics in Transition new series (SiTns) 23 (2022) 1, pp. 201-212

intervals in a truncated spline model for type 2 diabetes data. We use a non-parametric regression model through a multi …-variable spline linear estimator. The use of the model results from the irregularity of the data, so it does not form a parametric … found optimal knot points is one. This value is the interval for multivariable spline regression coefficients that can occur …

Persistent link: https://www.econbiz.de/10013444128