Relevant bibliographies by topics / Estimators

Contents

  1. Journal articles
  2. Dissertations / Theses
  3. Books
  4. Book chapters
  5. Conference papers
  6. Reports

Academic literature on the topic 'Estimators'

Author: Grafiati
Published: 4 June 2021
Last updated: 25 July 2025

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Journal articles on the topic "Estimators"

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Benkhaled, Abdelkader, Abdenour Hamdaoui, and Mekki Terbeche. "MINIMAX SHRINKAGE ESTIMATORS AND ESTIMATORS DOMINATING THE JAMES-STEIN ESTIMATOR UNDER THE BALANCED LOSS FUNCTION." Eurasian Mathematical Journal 13, no. 2 (2022): 18–36. http://dx.doi.org/10.32523/2077-9879-2022-13-2-18-36.

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Abonazel, Mohamed. "Bias correction methods for dynamic panel data models with fixed effects." International Journal of Applied Mathematical Research 6, no. 2 (2017): 58. http://dx.doi.org/10.14419/ijamr.v6i2.7774.

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This paper considers the estimation methods for dynamic panel data (DPD) models with fixed effects, which suggested in econometric literature, such as least squares (LS) and generalized method of moments (GMM). These methods obtain biased estimators for DPD models. The LS estimator is inconsistent when the time dimension (T) is short regardless of the cross-sectional dimension (N). Although consistent estimates can be obtained by GMM procedures, the inconsistent LS estimator has a relatively low variance and hence can lead to an estimator with lower root mean square error after the bias is rem
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Cahalan, Jennifer A., Jason Gasper, and Jennifer Mondragon. "Catch estimation in the federal trawl fisheries off Alaska: a simulation approach to compare the statistical properties of three trip-specific catch estimators." Canadian Journal of Fisheries and Aquatic Sciences 72, no. 7 (2015): 1024–36. http://dx.doi.org/10.1139/cjfas-2014-0347.

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Quantifying catch has been recognized worldwide as a critical component in fisheries management. Assessment of discard is challenging because of the requirement for at-sea observation, which is both logistically difficult and costly to fishery agencies. Statistical estimators using robust sampling methods may yield accurate and imprecise estimates given the variability associated with many at-sea discard species and inability for agencies to obtain high sampling fractions. However, biased estimates occur if an inappropriate estimator is used. Using Alaska trawl fisheries as an example, we inve
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Iqbal, Kanwal, Syed Muhammad Muslim Raza, Tahir Mahmood, and Muhammad Riaz. "Exploring mixture estimators in stratified random sampling." PLOS ONE 19, no. 9 (2024): e0307607. http://dx.doi.org/10.1371/journal.pone.0307607.

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Advancements in sensor technology have brought a revolution in data generation. Therefore, the study variable and several linearly related auxiliary variables are recorded due to cost-effectiveness and ease of recording. These auxiliary variables are commonly observed as quantitative and qualitative (attributes) variables and are jointly used to estimate the study variable’s population mean using a mixture estimator. For this purpose, this work proposes a family of generalized mixture estimators under stratified sampling to increase efficiency under symmetrical and asymmetrical distributions a
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Hamdaoui, Abdenour, Waleed Almutiry, Mekki Terbeche, and Abdelkader Benkhaled. "Comparison of Risk Ratios of Shrinkage Estimators in High Dimensions." Mathematics 10, no. 1 (2021): 52. http://dx.doi.org/10.3390/math10010052.

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In this paper, we analyze the risk ratios of several shrinkage estimators using a balanced loss function. The James–Stein estimator is one of a group of shrinkage estimators that has been proposed in the existing literature. For these estimators, sufficient criteria for minimaxity have been established, and the James–Stein estimator’s minimaxity has been derived. We demonstrate that the James–Stein estimator’s minimaxity is still valid even when the parameter space has infinite dimension. It is shown that the positive-part version of the James–Stein estimator is substantially superior to the J
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Sharma, Rubal, and Sangeeta Malik. "Exponential Type Ratio and Product Estimator of Finite Population Mean in Stratified Sampling." Indian Journal Of Science And Technology 17, no. 40 (2024): 4168–76. http://dx.doi.org/10.17485/ijst/v17i40.2237.

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Objective: This article presents an exponential-type ratio and product estimator of the finite population mean within the stratification framework. A common technique in survey sampling is stratification, which divides the population into similar subsets to improve the estimator's accuracy. Methods: This paper tackles the problem of determining the expression for bias and Mean Square Error (MSE) for the population up to the 1st degree of the approximation when stratification is present. Findings: Here it is obtained the optimum value of the modified estimator. The modified estimator is more ef
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Audu, A., S. A. Abdulazeez, I. Abubakar, Y. M. Ahijjo, A. Gidado, and M. A. Yunusa. "Modified Classes of Regression-Type Estimators of Population Mean in the Presence of Auxiliary Attribute under Double Sampling Scheme." Nigerian Journal of Basic and Applied Sciences 30, no. 2 (2023): 42–53. http://dx.doi.org/10.4314/njbas.v30i2.6.

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In sample survey, reliable and efficient estimates are often obtained using information from auxiliary variables during estimation and designing stages. However, there are times when the auxiliary information is attribute-based. Some authors have proposed estimators using auxiliary attribute information when the population mean of auxiliary attribute is unknown. However, the estimators are ratio- based estimators which are less efficient when the bi-serial correlation between the study variable and the auxiliary attribute is negative. In this study, regression approach was used to modify estim
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Hinrichsen, Richard A. "The accuracy of alternative stochastic growth rate estimates for salmon populations." Canadian Journal of Fisheries and Aquatic Sciences 59, no. 6 (2002): 1014–23. http://dx.doi.org/10.1139/f02-065.

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The accuracies of four alternative estimators of stochastic growth rate for salmon populations are examined using bootstrapping. The first estimator is based on a stochastic Leslie matrix model that uses age-specific spawner counts. The other three estimators use spawner counts with limited age-structure information: a Botsford–Brittnacher model method and two diffusion approximation methods, namely, the least squares approach of Dennis and the robust approach of Holmes. Accuracy of the estimators was quantified using median bias and interquartile ranges of the stochastic growth rate estimates
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Rubal, Sharma, and Malik Sangeeta. "Exponential Type Ratio and Product Estimator of Finite Population Mean in Stratified Sampling." Indian Journal of Science and Technology 17, no. 40 (2024): 4168–76. https://doi.org/10.17485/IJST/v17i40.2237.

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Abstract <strong>Objective:</strong>&nbsp;This article presents an exponential-type ratio and product estimator of the finite population mean within the stratification framework. A common technique in survey sampling is stratification, which divides the population into similar subsets to improve the estimator's accuracy.&nbsp;<strong>Methods:</strong>&nbsp;This paper tackles the problem of determining the expression for bias and Mean Square Error (MSE) for the population up to the 1st degree of the approximation when stratification is present.<strong>&nbsp;Findings:</strong>&nbsp;Here it is ob
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M. Elgohary, Mervat, Mohamed R. Abonazel, Nahed M. Helmy, and Abeer R. Azazy. "New robust-ridge estimators for partially linear model." International Journal of Applied Mathematical Research 8, no. 2 (2019): 46. http://dx.doi.org/10.14419/ijamr.v8i2.29932.

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This paper considers the partially linear model when the explanatory variables are highly correlated as well as the dataset contains outliers. We propose new robust biased estimators for this model under these conditions. The proposed estimators combine least trimmed squares and ridge estimations, based on the spline partial residuals technique. The performance of the proposed estimators and the Speckman-spline estimator has been examined by a Monte Carlo simulation study. The results indicated that the proposed estimators are more efficient and reliable than the Speckman-spline estimator.
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Dissertations / Theses on the topic "Estimators"

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Königkrämer, Sören. "Realised volatility estimators." Master's thesis, University of Cape Town, 2014. http://hdl.handle.net/11427/8526.

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Includes bibliographical references.<br>This dissertation is an investigation into realised volatility (RV) estimators. Here, RV is defined as the sum-of-squared-returns (SSR) and is a proxy for integrated volatility (IV), which is unobservable. The study focuses on a subset of the universe of RV estimators. We examine three categories of estimators: historical, high-frequency (HF) and implied. The need to estimate RV is predominantly in the hedging of options and is not concerned with speculation or forecasting. The main research questions are; (1) what is the best RV estimator in a historica
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Vicinansa, Guilherme Scabin. "Algebraic estimators with applications." Universidade de São Paulo, 2018. http://www.teses.usp.br/teses/disponiveis/3/3139/tde-21092018-150106/.

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In this work we address the problem of friction compensation in a pneumatic control valve. It is proposed a nonlinear control law that uses algebraic estimators in its structure, in order to adapt the controller to the aging of the valve. For that purpose we estimate parameters related to the valve\'s Karnopp model, necessary to friction compensation, online. The estimators and the controller are validated through simulations.<br>Nessa pesquisa, estudamos o problema de compensação de atrito em válvulas pneumáticas. É proposta uma lei de controle não linear que tem estimadores algébricos em sua
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Zhan, Yihui. "Bootstrapping functional M-estimators /." Thesis, Connect to this title online; UW restricted, 1996. http://hdl.handle.net/1773/8958.

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Tayade, Rajeshwary. "Robustness analysis of linear estimators." Texas A&M University, 2004. http://hdl.handle.net/1969.1/500.

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Robustness of a system has been defined in various ways and a lot of work has been done to model the system robustness , but quantifying or measuring robustness has always been very difficult. In this research we consider a simple system of a linear estimator and then attempt to model the system performance and robustness in a geometrical manner which admits an analysis using the differential geometric concepts of slope and curvature. We try to compare two different types of curvatures, namely the curvature along the maximum slope of a surface and the square-root of the absolute value of secti
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Rankin, Robert. "Hierarchical models and shrinkage estimators." Thesis, Rankin, Robert (2017) Hierarchical models and shrinkage estimators. PhD thesis, Murdoch University, 2017. https://researchrepository.murdoch.edu.au/id/eprint/38257/.

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Capture-Mark-Recapture (CMR) models are a large class of hierarchical time-series models for estimating the abundance and survival of individually marked animals. Due to the complex multi-parameter nature of CMR models, CMR practitioners have been enthusiastic adopters of multi-model inference (MMI) techniques. By MMI, I refer loosely to a variety of techniques such as model-selection, model-averaging, Frequentist shrinkage estimators, and Hierarchical Bayesian random-e_ects. In this thesis, I develop and compare methods of MMI in CMR, with application to the movement and abundance of bottleno
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Furlan, Benjamin, Martin Gächter, Bob Krebs, and Harald Oberhofer. "Democratization and real exchange rates." Wiley, 2016. http://dx.doi.org/10.1111/sjpe.12088.

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In this article, we combine two so far separate strands of the economic literature and argue that democratization leads to a real exchange rate appreciation. We test this hypothesis empirically for a sample of countries observed from 1980 to 2007 by combining a difference-in-difference approach with propensity score matching estimators. Our empirical results reveal a strong and significant finding: democratization causes real exchange rates to appreciate. Consequently, the ongoing process of democratization observed in many parts of the world is likely to reduce exchange rate distortions.
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Ogawa, James S. "Evaluating color fused image performance estimators." Monterey, Calif. : Springfield, Va. : Naval Postgraduate School ; Available from National Technical Information Service, 1997. http://handle.dtic.mil/100.2/ADA340997.

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Thesis (M.S. in Operations Research) Naval Postgraduate School, September 1997.<br>"September 1997." Thesis advisor(s): William K. Krebs. Includes bibliographical references (p. 241-243). Also available online.
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Völcker, Björn. "Performance Analysis of Parametric Spectral Estimators." Doctoral thesis, KTH, Signals, Sensors and Systems, 2002. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-3323.

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Chan, Eric Wai Chi. "Novel motion estimators for video compression." Thesis, University of Ottawa (Canada), 1994. http://hdl.handle.net/10393/6864.

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In this thesis, the problem of motion estimation is addressed from two perspectives, namely, hardware architecture and reduced complexity algorithms in the spatial and transform domains. First, a VLSI architecture which implements the full search block matching algorithm in real time is presented. The interblock dependency is exploited and hence the architecture can meet the real time requirement in various applications. Most importantly, the architecture is simple, modular and cascadable. Hence the proposed architecture is easily implementable in VLSI as a codec. The spatial domain algorithm
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Korsell, Nicklas. "Statistical Properties of Preliminary Test Estimators." Doctoral thesis, Uppsala : Acta Universitatis Upsaliensis, 2006. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-7155.

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Books on the topic "Estimators"

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Matasov, A. I. Estimators for uncertain dynamic systems. Kluwer Academic Publishers, 1998.

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Praestgaard, Jens. Nonparametric estimators of actuarial values. University of Copenhagen, 1989.

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Gruber, Marvin H. J. Regression estimators: A comparative study. Academic Press, 1992.

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Voinov, V. G., and M. S. Nikulin. Unbiased Estimators and Their Applications. Springer Netherlands, 1993. http://dx.doi.org/10.1007/978-94-011-1970-2.

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Matasov, A. I. Estimators for Uncertain Dynamic Systems. Springer Netherlands, 1998. http://dx.doi.org/10.1007/978-94-011-5322-5.

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Bilodeau, M. Stein estimators under elliptical distributions. University of Toronto, Department of Statistics, 1985.

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Newey, Whitney K. Convergence rates for series estimators. Dept. of Economics, Massachusetts Institute of Technology, 1993.

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Gruber, Marvin H. J. Regression estimators: A comparative study. 2nd ed. Johns Hopkins University Press, 2010.

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Gruber, Marvin H. J. Regression estimators: A comparative study. Academic Press, 1990.

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Gruber, Marvin H. J. Regression estimators: A comparative study. 2nd ed. Johns Hopkins University Press, 2010.

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Book chapters on the topic "Estimators"

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Sarang, Poornachandra. "Estimators." In Artificial Neural Networks with TensorFlow 2. Apress, 2020. http://dx.doi.org/10.1007/978-1-4842-6150-7_6.

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Eggermont, Paul P. B., and Vincent N. LaRiccia. "Kernel Estimators." In Springer Series in Statistics. Springer New York, 2009. http://dx.doi.org/10.1007/b12285_3.

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van der Vaart, Aad W., and Jon A. Wellner. "M-Estimators." In Weak Convergence and Empirical Processes. Springer New York, 1996. http://dx.doi.org/10.1007/978-1-4757-2545-2_28.

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van der Vaart, Aad W., and Jon A. Wellner. "Z-Estimators." In Weak Convergence and Empirical Processes. Springer New York, 1996. http://dx.doi.org/10.1007/978-1-4757-2545-2_29.

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Shiryayev, A. N. "Unbiased Estimators." In Selected Works of A. N. Kolmogorov. Springer Netherlands, 1992. http://dx.doi.org/10.1007/978-94-011-2260-3_38.

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Nguyen, Hung T., and Gerald S. Rogers. "Efficient Estimators." In Springer Texts in Statistics. Springer New York, 1989. http://dx.doi.org/10.1007/978-1-4613-8914-9_17.

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Nguyen, Hung T., and Gerald S. Rogers. "Consistent Estimators." In Springer Texts in Statistics. Springer New York, 1989. http://dx.doi.org/10.1007/978-1-4613-8914-9_23.

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Nguyen, Hung T., and Gerald S. Rogers. "Equivariant Estimators." In Springer Texts in Statistics. Springer New York, 1989. http://dx.doi.org/10.1007/978-1-4613-8914-9_44.

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Dekking, Frederik Michel, Cornelis Kraaikamp, Hendrik Paul Lopuhaä, and Ludolf Erwin Meester. "Unbiased estimators." In A Modern Introduction to Probability and Statistics. Springer London, 2005. http://dx.doi.org/10.1007/1-84628-168-7_19.

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Tsybakov, Alexandre B. "Nonparametric estimators." In Springer Series in Statistics. Springer New York, 2008. http://dx.doi.org/10.1007/978-0-387-79052-7_1.

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Conference papers on the topic "Estimators"

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He, Zhuohang, Xiaojun Yuan, and Junjie Ma. "Asymptotic Estimates for Spectral Estimators of Rotationally Invariant Matrices." In 2024 IEEE International Symposium on Information Theory (ISIT). IEEE, 2024. http://dx.doi.org/10.1109/isit57864.2024.10619299.

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Baier, Hendrik, and Michael Kaisers. "ME-MCTS: Online Generalization by Combining Multiple Value Estimators." In Thirtieth International Joint Conference on Artificial Intelligence {IJCAI-21}. International Joint Conferences on Artificial Intelligence Organization, 2021. http://dx.doi.org/10.24963/ijcai.2021/555.

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This paper addresses the challenge of online generalization in tree search. We propose Multiple Estimator Monte Carlo Tree Search (ME-MCTS), with a two-fold contribution: first, we introduce a formalization of online generalization that can represent existing techniques such as "history heuristics", "RAVE", or "OMA" -- contextual action value estimators or abstractors that generalize across specific contexts. Second, we incorporate recent advances in estimator averaging that enable guiding search by combining the online action value estimates of any number of such abstractors or similar types
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Richi, R., J. Barrow, S. Wu, and T. Thakore. "Enforcing Self-Consistent Kinematic Constraints in Neutrino Energy Estimators." In Enforcing Self-Consistent Kinematic Constraints in Neutrino Energy Estimators. US DOE, 2024. http://dx.doi.org/10.2172/2432381.

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Cheng, Heng-Tze, Zakaria Haque, Lichan Hong, et al. "TensorFlow Estimators." In KDD '17: The 23rd ACM SIGKDD International Conference on Knowledge Discovery and Data Mining. ACM, 2017. http://dx.doi.org/10.1145/3097983.3098171.

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Huijgens, Hennie, and Frank Vogelezang. "Do estimators learn?" In the 7th International Workshop. ACM Press, 2016. http://dx.doi.org/10.1145/2897695.2897698.

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Dong, Wei, and Ke Yi. "Universal Private Estimators." In SIGMOD/PODS '23: International Conference on Management of Data. ACM, 2023. http://dx.doi.org/10.1145/3584372.3588669.

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Ceylan, Demet, and Bruce W. Schmeiser. "Interfaced variance estimators." In the 25th conference. ACM Press, 1993. http://dx.doi.org/10.1145/256563.257079.

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Lin, Haotong, Sida Peng, Zhize Zhou, and Xiaowei Zhou. "Learning to Estimate Object Poses without Real Image Annotations." In Thirty-First International Joint Conference on Artificial Intelligence {IJCAI-22}. International Joint Conferences on Artificial Intelligence Organization, 2022. http://dx.doi.org/10.24963/ijcai.2022/162.

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This paper presents a simple yet effective approach for learning 6DoF object poses without real image annotations. Previous methods have attempted to train pose estimators on synthetic data, but they do not generalize well to real images due to the sim-to-real domain gap and produce inaccurate pose estimates. We find that, in most cases, the synthetically trained pose estimators are able to provide reasonable initialization for depth-based pose refinement methods which yield accurate pose estimates. Motivated by this, we propose a novel learning framework, which utilizes the accurate results o
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Song, Woo-Jin, and William A. Pearlman. "Image restoration with a minimum-error minimum-correlation estimator." In OSA Annual Meeting. Optica Publishing Group, 1985. http://dx.doi.org/10.1364/oam.1985.wj39.

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Current image estimators have the property that the estimation error or noise has positive correlation with the true object. In principle, therefore, the estimation noise can be further processed to extract more information about the object. The estimators therefore fall short of the goal of extracting as much information as possible about the object. To remove this deficiency, a new estimator is proposed which attempts simultaneously to maximize the correlation between the estimate and the object (or minimize the correlation between the error and object) and minimize the mean-square error. It
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Santhanam, N. P., M. M. Madiman, and A. D. Sarwate. "Redundancy of exchangeable estimators." In 2010 48th Annual Allerton Conference on Communication, Control, and Computing (Allerton). IEEE, 2010. http://dx.doi.org/10.1109/allerton.2010.5707041.

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Reports on the topic "Estimators"

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Hahn, Jinyong, Xiaohong Chen, and Daniel Ackerberg. A practical asymptotic variance estimator for two-step semiparametric estimators. Institute for Fiscal Studies, 2011. http://dx.doi.org/10.1920/wp.cem.2011.2211.

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Bouezmarni, Taoufik, Mohamed Doukali, and Abderrahim Taamouti. Copula-based estimation of health concentration curves with an application to COVID-19. CIRANO, 2022. http://dx.doi.org/10.54932/mtkj3339.

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COVID-19 has created an unprecedented global health crisis that caused millions of infections and deaths worldwide. Many, however, argue that pre-existing social inequalities have led to inequalities in infection and death rates across social classes, with the most-deprived classes are worst hit. In this paper, we derive semi/non-parametric estimators of Health Concentration Curve (HC) that can quantify inequalities in COVID-19 infections and deaths and help identify the social classes that are most at risk of infection and dying from the virus. We express HC in terms of copula function that w
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Inoue, Atsushi, and Gary Solon. Two-Sample Instrumental Variables Estimators. National Bureau of Economic Research, 2005. http://dx.doi.org/10.3386/t0311.

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Nolen, Steven Douglas, Terry R. Adams, and Jeremy Ed Sweezy. Integral Criticality Estimators in MCATK. Office of Scientific and Technical Information (OSTI), 2016. http://dx.doi.org/10.2172/1257122.

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Chen, Xiaohong, David Jacho-Chávez, and Oliver Linton. Averaging of moment condition estimators. Institute for Fiscal Studies, 2012. http://dx.doi.org/10.1920/wp.cem.2012.2612.

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Sweezy, Jeremy. Neutron Next-Event Estimators Kinematics. Office of Scientific and Technical Information (OSTI), 2023. http://dx.doi.org/10.2172/2000872.

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Andrews, Isaiah, and Jesse Shapiro. Bootstrap Diagnostics for Irregular Estimators. National Bureau of Economic Research, 2024. http://dx.doi.org/10.3386/w32038.

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Rodríguez, Diego J., and William J. Vaughan. A Note on Obtaining Welfare Bounds in Referendum Contingent Valuation Studies. Inter-American Development Bank, 2000. http://dx.doi.org/10.18235/0008802.

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In this note, the authors detail the mechanics of the nonparametric mean and variance calculations of finding willingness to pay (WTP) estimates. There are (at least) three nonparametric estimators of mean WTP that can be obtained from referendum CV survey data. The logic behind all three nonparametric estimators is the same.
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Gee, D. M. Comparison of Dam Breach Parameter Estimators. Defense Technical Information Center, 2008. http://dx.doi.org/10.21236/ada519246.

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Nolen, Steven D., Terry R. Adams, and Jeremy Ed Sweezy. Integral Criticality Estimators in MCATK(U). Office of Scientific and Technical Information (OSTI), 2012. http://dx.doi.org/10.2172/1053524.

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