Modified best linear unbiased estimator of the shape parameter of log-logistic distribution
Sign Up to like & getrecommendations! Published in 2020 at "Journal of Statistical Computation and Simulation"
DOI: 10.1080/00949655.2020.1815022
Abstract: ABSTRACT In statistical parameter estimation problems, how well the parameters are estimated largely depends on the sampling design used. In this article, a modified best linear unbiased estimator of the shape parameter β from log-logistic… read more here.
Keywords: modified best; linear unbiased; estimator shape; unbiased estimator ... See more keywords
Unbiased estimator of correlation coefficient
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DOI: 10.1080/03610926.2020.1743314
Abstract: Abstract We study estimation of the correlation ρ in the multivariate linear model with uniform correlation structure. Unbiased estimator of ρ based on moment estimator proposed by Žežula (2006) is derived. Biased and unbiased estimators… read more here.
Keywords: correlation; correlation coefficient; estimator; unbiased estimator ... See more keywords
An unbiased estimator with prior information
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DOI: 10.1080/25765299.2019.1706799
Abstract: Abstract The ordinary least square (OLS) estimator suffers a breakdown in the presence of multicollinearity. The estimator is still unbiased but possesses a significant variance. In this study, we proposed an unbiased modified ridge-type estimator… read more here.
Keywords: estimator prior; estimator; unbiased estimator; prior information ... See more keywords
Conservative Linear Unbiased Estimation Under Partially Known Covariances
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DOI: 10.1109/tsp.2022.3179841
Abstract: Mean square error optimal estimation requires the full correlation structure to be available. Unfortunately, it is not always possible to maintain full knowledge about the correlations. One example is decentralized data fusion where the cross-correlations… read more here.
Keywords: estimation; unbiased estimator; conservative linear; linear unbiased ... See more keywords