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Unbiased Tail Estimation by an Extension of the Generalized Pareto Distribution

Beirlant, J.; Joossens, E.; Segers, J. - Tilburg University, Center for Economic Research - 2005

AMS classifications: 62G20; 62G32;

Persistent link: https://www.econbiz.de/10011092196

On the Ambiguous Consequences of Omitting Variables

De Luca, Giuseppe; Magnus, Jan; Peracchi, Franco - 2015

-generation process, the least-squares estimators have smaller bias (in fact zero bias) but larger variances in the long regression than … in the short regression. But if the long regression is also misspecified, the bias may not be smaller. We provide bias …

Persistent link: https://www.econbiz.de/10011288416

A NEW MEDIAN BASED RATIO ESTIMATOR FOR ESTIMATION OF THE FINITE POPULATION MEAN

Subramani, J. - In: Statistics in Transition New Series 17 (2016) 4, pp. 591-604

Persistent link: https://www.econbiz.de/10012141640

A NEW FAMILY OF ESTIMATORS OF THE POPULATION VARIANCE USING INFORMATION ON POPULATION VARIANCE OF AUXILIARY VARIABLE IN SAMPLE SURVEYS

Singh, Housila P.; Pal, Surya K. - In: Statistics in Transition New Series 17 (2016) 4, pp. 605-630

Persistent link: https://www.econbiz.de/10012141641

Robust small area estimation under spatial non-stationarity

Baldermann, Claudia; Salvati, Nicola; Schmid, Timo - 2016

Geographically weighted small area methods have been studied in literature for small area estimation. Although these approaches are useful for the estimation of small area means efficiently under strict parametric assumptions, they can be very sensitive to outliers in the data. In this paper, we...

Persistent link: https://www.econbiz.de/10011455039

Issues in the estimation of mMis-specified models of fractionally integrated processes

Nadarajah, K.; Martin, Gael M.; Poskitt, Donald Stephen - 2014

Persistent link: https://www.econbiz.de/10011780803

Finite-sample properties of the maximum likelihood estimator for the binary logit model with random covariates

Chen, Qian; Giles, David - In: Statistical Papers 53 (2012) 2, pp. 409-426

Persistent link: https://www.econbiz.de/10010848048

Finite-Sample Properties of the Maximum Likelihood Estimator for the Binary Logit Model With Random Covariates

Chen, Qian; Giles, David E. - Department of Economics, University of Victoria - 2009

covariates. Analytic expressions for the first-order bias and second-order mean squared error function for the maximum likelihood … results for the single covariate case. For various data distributions, the bias of the estimator is signed the same as the … covariate’s coefficient, and both the absolute bias and the mean squared errors increase symmetrically with the absolute value …

Persistent link: https://www.econbiz.de/10005078718

Measuring Process Performance Based on Expected Loss with Asymmetric Tolerances

Pearn, W. L.; Chang, Y. C.; Wu, Chien-Wei - In: Journal of Applied Statistics 33 (2006) 10, pp. 1105-1120

omitted] , [image omitted] , and [image omitted] . We also analyzed the bias and the mean squared error in each case. The new …

Persistent link: https://www.econbiz.de/10009226399

Bias Reduction for the Maximum Likelihood Estimator of the Parameters of the Generalized Rayleigh Family of Distributions

Giles, David E.; Ling, Xiao - Department of Economics, University of Victoria - 2011

analytic bias-corrected estimators are also found to be superior to the alternative of bias-correction via the bootstrap. … generalized Rayleigh distribution family. Using these expressions to bias-correct the estimators is found to be extremely … effective in terms of bias reduction, and generally results in a small reduction in relative mean squared error. In general, the …

Persistent link: https://www.econbiz.de/10009366000