A comparison of estimation methods adjusting for selection bias in adaptive enrichment designs with time‐to‐event endpoints
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DOI: 10.1002/sim.9327
Abstract: Adaptive enrichment designs in clinical trials have been developed to enhance drug developments. They permit, at interim analyses during the trial, to select the sub‐populations that benefits the most from the treatment. Because of this… read more here.
Keywords: estimation; time event; selection; estimator ... See more keywords
Unified estimation for Cox regression model with nonmonotone missing at random covariates
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DOI: 10.1002/sim.9512
Abstract: This article investigates a unified estimator for Cox regression model (Cox, 1972) when covariate data are missing at random (Rubin, 1976). It extends the idea of using parametric working models (Zhao and Liu, 2021) to… read more here.
Keywords: cox regression; regression model; cox; unified estimator ... See more keywords
Distributed Estimator-Based Fault Detection for Multi-agent Networks
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DOI: 10.1007/s00034-017-0548-z
Abstract: This paper focuses on the problem of fault detection (FD) for multi-agent networks when some follower agents are subjected to actuator or sensor faults. A distributed FD architecture is proposed by constructing a consensus-based estimator… read more here.
Keywords: fault detection; estimator; multi agent; agent networks ... See more keywords
Regularized Recursive Least Square-Based Time Domain Iterative Channel Estimation Scheme for OFDM-IDMA Systems
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DOI: 10.1007/s00034-017-0587-5
Abstract: In the recent time, there have been investigation efforts into time domain channel estimation techniques, exploiting underlying sparseness in OFDM channel, for multiuser-based orthogonal frequency division multiplexing-interleave division multiple access (OFDM-IDMA) systems. This paper developed… read more here.
Keywords: estimator; time; channel estimation; ofdm idma ... See more keywords
Revisiting the trade effects of the euro: data sources and various samples
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DOI: 10.1007/s00181-019-01742-0
Abstract: New evidence in the literature on trade effects of the euro often reports different estimates. In this paper, I investigate the impact of trade data, instead of methodology, on the estimation of the key coefficient.… read more here.
Keywords: effects euro; estimator; trade effects; ppml ... See more keywords
Kernel density estimation from complex surveys in the presence of complete auxiliary information
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DOI: 10.1007/s00184-018-0703-y
Abstract: Auxiliary information is widely used in survey sampling to enhance the precision of estimators of finite population parameters, such as the finite population mean, percentiles, and distribution function. In the context of complex surveys, we… read more here.
Keywords: complex surveys; auxiliary information; estimator; density ... See more keywords
Local linear regression with reciprocal inverse Gaussian kernel
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DOI: 10.1007/s00184-019-00717-6
Abstract: In this paper, we propose a local linear estimator for the regression model $$Y=m(X)+\varepsilon $$Y=m(X)+ε based on the reciprocal inverse Gaussian kernel when the design variable is supported on $$(0,\infty )$$(0,∞). The conditional mean-squared error… read more here.
Keywords: regression; inverse gaussian; estimator; local linear ... See more keywords
On the variance parameter estimator in general linear models
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DOI: 10.1007/s00184-019-00751-4
Abstract: In the present note we consider general linear models where the covariates may be both random and non-random, and where the only restrictions on the error terms are that they are independent and have finite… read more here.
Keywords: parameter estimator; estimator; variance parameter; general linear ... See more keywords
The selection of the number of terms in an orthogonal series cumulative function estimator
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DOI: 10.1007/s00362-016-0756-9
Abstract: Let h(.) be a continuous, strictly positive probability density function over an interval [a, b] and H(.) its associated cumulative distribution function (cdf). Given a sample set $$X_{1},\ldots ,X_{n}$$X1,…,Xn of independent identically distributed variables, we want… read more here.
Keywords: squared error; mean; estimator; mean integrated ... See more keywords
Minimax estimation of the common variance and precision of two normal populations with ordered restricted means
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DOI: 10.1007/s00362-019-01090-2
Abstract: Consider two independent normal populations with a common variance and ordered means. For this model, we study the problem of estimating a common variance and a common precision with respect to a general class of… read more here.
Keywords: variance; normal populations; estimator; estimating common ... See more keywords
Asymptotics for the conditional self-weighted M-estimator of GRCA(1) models with possibly heavy-tailed errors
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DOI: 10.1007/s00362-019-01141-8
Abstract: Consider a generalized random coefficient AR(1) model, $$y_t=\Phi _t y_{t-1}+u_t$$ , where $$\{(\Phi _t, u_t)^\prime , t\ge 1\}$$ is a sequences of i.i.d. random vectors, and a conditional self-weighted M-estimator of $$\textsf {E}\Phi _t$$ is… read more here.
Keywords: estimator; self weighted; weighted estimator; asymptotics conditional ... See more keywords