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Dissertations / Theses on the topic 'Estimators'

Author: Grafiati

Published: 4 June 2021

Last updated: 25 July 2025

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1

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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2

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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3

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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4

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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5

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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6

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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7

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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8

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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9

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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10

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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11

Shafie, Termeh. "Design-based estimators for snowball sampling." Stockholms universitet, Statistiska institutionen, 2010. http://urn.kb.se/resolve?urn=urn:nbn:se:su:diva-88948.

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Snowball sampling, where existing study subjects recruit further subjects from amongtheir acquaintances, is a popular approach when sampling from hidden populations.Since people with many in-links are more likely to be selected, there will be a selectionbias in the samples obtained. In order to eliminate this bias, the sample data must beweighted. However, the exact selection probabilities are unknown for snowball samplesand need to be approximated in an appropriate way. This paper proposes differentways of approximating the selection probabilities and develops weighting techniquesusing the in

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12

Vafaei, Sanaz. "Alternative estimators for weak gravitational lensing." Thesis, University of British Columbia, 2012. http://hdl.handle.net/2429/42151.

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Weak gravitational lensing provides a means to measure the total mass in the Universe. The incoming light from distant galaxies is disturbed by the inhomogeneity of the dark matter distribution along the line of sight. The correlations of shape in an observed galaxy population can be used to probe the total mass density fluctuations in the Universe. Studies of correlations between galaxy shapes have been the basis of weak lensing research. In this thesis we investigate various non-conventional weak lensing statistics that are complementary to the traditional two-point shear correlation functi

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13

McElwain, Thomas P. "L-estimators used in CFAR detection." Thesis, Georgia Institute of Technology, 1996. http://hdl.handle.net/1853/29199.

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14

Aloupis, Greg. "On computing geometric estimators of location." Thesis, McGill University, 2001. http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=31181.

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Let S be a data set of n points in Rd, and m&d4; be a point in Rd which "best" describes S. Since the term "best" is subjective, there exist several definitions for finding m&d4; . However, it is generally agreed that such a definition, or estimator of location, should have certain statistical properties which make it robust. Most estimators of location assign a depth value to any point in Rd and define m&d4; to be a point with maximum depth. Here, new results are presented concerning the computational complexity of estimators of location. We prove that in R2 the computation of simplicial and

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15

Naz, Shamsher Ali. "Linear and nonlinear polynomial based estimators." Thesis, University of Strathclyde, 2009. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.501676.

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The thesis is concerned with the solution of signal processing estimation problems using polynomial techniques. An effort has been made in this thesis to show that the polynomial approach has a potential which can be used for linear as well as nonUnear estimation problems (in single-input and single-output as well as in multi-input multi-output systems). The goal is to derive estimators that have a simple structure, are computationally efficient and may be implemented in real time systems easily in comparison to the existing techniques.

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16

Gilmore, John Patrick. "Explicit Runge-Kutta global error estimators." Thesis, Teesside University, 1996. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.410876.

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Chandra, Hukum. "Improved direct estimators for small areas." Thesis, University of Southampton, 2007. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.446613.

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18

JUNIOR, ROGERIO VAZ DE ALMEIDA. "CURVATURE ESTIMATORS FOR CURVES IN R4." PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO, 2011. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=21598@1.

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COORDENAÇÃO DE APERFEIÇOAMENTO DO PESSOAL DE ENSINO SUPERIOR<br>PROGRAMA DE SUPORTE À PÓS-GRADUAÇÃO DE INSTS. DE ENSINO<br>Vamos apresentar neste trabalho dois métodos para calcular as propriedades diferenciais geométricas de uma curva discreta no R4. O primeiro é baseado em aproximações por comprimento de arco. O segundo é baseado na metodologia de derivação discreta. Esses métodos estimam numericamente as curvaturas k1, k2 e k3 e os vetores tangente, normal, binormal e trinormal para cada ponto da curva. São apresentados também cálculos dessas propriedades geométricas para curvas tanto na fo

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19

Rice, Michael, Mohammad Saquib, and Erik Perrins. "Estimators for iNET-Formatted SOQPSK-TG." International Foundation for Telemetering, 2014. http://hdl.handle.net/10150/577462.

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ITC/USA 2014 Conference Proceedings / The Fiftieth Annual International Telemetering Conference and Technical Exhibition / October 20-23, 2014 / Town and Country Resort & Convention Center, San Diego, CA<br>This paper presents algorithms for estimating the frequency offset, multipath channel coefficients, and noise variance of iNET-formatted SOQPSK-TG. The estimators compare the received signal samples corresponding to the iNET preamble and attached sync marker (ASM) bits to a locally stored copy of the SOQPSK-TG samples corresponding to the same. The mean and variance of the three estimators

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20

Zeileis, Achim. "Object-oriented Computation of Sandwich Estimators." Department of Statistics and Mathematics, WU Vienna University of Economics and Business, 2006. http://epub.wu.ac.at/1644/1/document.pdf.

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Sandwich covariance matrix estimators are a popular tool in applied regression modeling for performing inference that is robust to certain types of model misspecification. Suitable implementations are available in the R system for statistical computing for certain model fitting functions only (in particular lm()), but not for other standard regression functions, such as glm(), nls(), or survreg(). Therefore, conceptual tools and their translation to computational tools in the package sandwich are discussed, enabling the computation of sandwich estimators in general parametric models. Object or

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21

Carvalho, Miguel de. "Extremum estimators and stochastic optimization methods." Doctoral thesis, Faculdade de Ciências e Tecnologia, 2009. http://hdl.handle.net/10362/5899.

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Submitted in partial fulfillment for the Requirements for the Degree of PhD in Mathematics, in the Speciality of Statistics in the Faculdade de Ciências e Tecnologia<br>Extremum estimators is one of the broadest class of statistical methods for the obtention of consistent estimates. The Ordinary Least Squares (OLS), the Generalized Method of Moments (GMM) as well as the Maximum Likelihood (ML) methods are all given as solutions to an optimization problem of interest, and thus are particular instances of extremum estimators. One major concern regarding the computation of estimates of this type

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22

Dryver, Arthur L. "Adaptive sampling designs and associated estimators." Adobe Acrobat reader required to view the full dissertation, 1999. http://www.etda.libraries.psu.edu/theses/approved/WorldWideIndex/ETD-9/index.html.

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23

Gui, Wenhao. "Adaptive series estimators for copula densities." Tallahassee, Florida : Florida State University, 2009. http://etd.lib.fsu.edu/theses/available/etd-05072009-133639/.

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Thesis (Ph. D.)--Florida State University, 2009.<br>Advisor: Marten Wegkamp, Florida State University, College of Arts and Sciences, Dept. of Statistics. Title and description from dissertation home page (viewed on Oct. 5, 2009). Document formatted into pages; contains xi, 87 pages. Includes bibliographical references.

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24

Hariharan, S. "Channel estimators for HF radio links." Thesis, Loughborough University, 1988. https://dspace.lboro.ac.uk/2134/6733.

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The thesis is concerned with the estimation of the sampled impulse-response (SIR), of a time-varying HF channel, where the estimators are used in the receiver of a 4800 bits/s, quaternary phase shift keyed (QPSK) system, operating at 2400 bauds with an 1800 Hz carrier. T= FIF modems employing maximum-likelihood detectors at the receiver require accurate knowledge of the SIR of the channel. With this objective in view, the thesis considers a number of channel estimation techniques, using an idealised model of the data transmission system. The thesis briefly describes the ionospheric propagation

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25

He, Qing. "Investigating the performance of process-observation-error-estimator and robust estimators in surplus production model: a simulation study." Thesis, Virginia Tech, 2010. http://hdl.handle.net/10919/76859.

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This study investigated the performance of the three estimators of surplus production model including process-observation-error-estimator with normal distribution (POE_N), observation-error-estimator with normal distribution (OE_N), and process-error-estimator with normal distribution (PE_N). The estimators with fat-tailed distributions including Student's t distribution and Cauchy distribution were also proposed and their performances were compared with the estimators with normal distribution. This study used Bayesian method, revised Metropolis Hastings within Gibbs sampling algorithm (MHGS)

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26

Marguet, Aline. "Branching processes for structured populations and estimators for cell division." Thesis, Université Paris-Saclay (ComUE), 2017. http://www.theses.fr/2017SACLX073/document.

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Cette thèse porte sur l'étude probabiliste et statistique de populations sans interactions structurées par un trait. Elle est motivée par la compréhension des mécanismes de division et de vieillissement cellulaire. On modélise la dynamique de ces populations à l'aide d'un processus de Markov branchant à valeurs mesures. Chaque individu dans la population est caractérisé par un trait (l'âge, la taille, etc...) dont la dynamique au cours du temps suit un processus de Markov. Ce trait détermine le cycle de vie de chaque individu : sa durée de vie, son nombre de descendants et le trait à la naissa

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27

Dharmasena, Tibbotuwa Deniye Kankanamge Lasitha Sandamali, and Sandamali dharmasena@rmit edu au. "Sequential Procedures for Nonparametric Kernel Regression." RMIT University. Mathematical and Geospatial Sciences, 2008. http://adt.lib.rmit.edu.au/adt/public/adt-VIT20090119.134815.

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In a nonparametric setting, the functional form of the relationship between the response variable and the associated predictor variables is unspecified; however it is assumed to be a smooth function. The main aim of nonparametric regression is to highlight an important structure in data without any assumptions about the shape of an underlying regression function. In regression, the random and fixed design models should be distinguished. Among the variety of nonparametric regression estimators currently in use, kernel type estimators are most popular. Kernel type estimators provide a flexible c

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Serasinghe, Shyamalee Kumary. "A simulation comparison of parametric and nonparametric estimators of quantiles from right censored data." Kansas State University, 2010. http://hdl.handle.net/2097/4318.

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Master of Science<br>Department of Statistics<br>Paul I. Nelson<br>Quantiles are useful in describing distributions of component lifetimes. Data, consisting of the lifetimes of sample units, used to estimate quantiles are often censored. Right censoring, the setting investigated here, occurs, for example, when some test units may still be functioning when the experiment is terminated. This study investigated and compared the performance of parametric and nonparametric estimators of quantiles from right censored data generated from Weibull and Lognormal distributions, models which are comm

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29

Pirie, Iain W. S. "A comparison of some alternatives to least squares multiple regression." Thesis, University of Aberdeen, 1996. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.318910.

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Multiple linear regression techniques are often employed in the statistical analysis of data. The most frequently used regression procedure is ordinary least squares. However, it is accepted that the method of least squares does not necessarily provide either accurate estimates of unknown regression coefficients or accurate predictions at future data points. Several classes of biased estimators have emerged as possible alternatives to ordinary least squares. We review the origins, definitions and properties of existing biased estimation procedures such as ridge, shrinkage, principal components

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Puzey, Anthony Stephen. "The determination of mortality rates from observed data." Thesis, City University London, 1993. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.358866.

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31

Comanescu, Mihai. "Flux and speed estimation techniques for sensorless control of induction motors." Connect to resource, 2005. http://rave.ohiolink.edu/etdc/view?acc%5Fnum=osu1116338965.

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Thesis (Ph.D.)--Ohio State University, 2005.<br>Title from first page of PDF file. Document formatted into pages; contains xv, 109 p.; also includes graphics. Includes bibliographical references (p. 106-109). Available online via OhioLINK's ETD Center

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32

Bahraoui, Zuhair. "Quantifying Risk using Copulae and Kernel Estimators." Doctoral thesis, Universitat de Barcelona, 2015. http://hdl.handle.net/10803/289620.

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In this Thesis we addressed two very important themes related to quantitative risk management. On one hand, we provided relevant results about the analysis of extreme value distributions; on the other hand, we also presented different results concerning the dependence modelling between extreme value distributions. These results will be useful in the calculation of the capital requirement in the context of Solvency II in terms of quantifying the risk when the data contain extreme values. This can occur when we analyse operational risk and subscription risk, where the company could have losses t

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33

Kanani, Entela. "Robust estimators for geodetic transformations and GIS /." Zürich, 2000. http://e-collection.ethbib.ethz.ch/show?type=diss&nr=13521.

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34

Antonini, Claudia. "Folded Variance Estimators for Stationary Time Series." Diss., Georgia Institute of Technology, 2005. http://hdl.handle.net/1853/6931.

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This thesis is concerned with simulation output analysis. In particular, we are inter- ested in estimating the variance parameter of a steady-state output process. The estimation of the variance parameter has immediate applications in problems involving (i) the precision of the sample mean as a point estimator for the steady-state mean and #956;X, and (ii) confidence intervals for and #956;X. The thesis focuses on new variance estimators arising from Schrubens method of standardized time series (STS). The main idea behind STS is to let such series converge to Brownian bridge processes; then

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35

Weir, Alison Diana. "Approximations for saddlepoint densities of M-estimators." Thesis, National Library of Canada = Bibliothèque nationale du Canada, 1998. http://www.collectionscanada.ca/obj/s4/f2/dsk2/tape15/PQDD_0025/NQ35367.pdf.

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Nozza, Anna. "A study of estimators in linear models." Thesis, National Library of Canada = Bibliothèque nationale du Canada, 2000. http://www.collectionscanada.ca/obj/s4/f2/dsk2/ftp03/MQ47801.pdf.

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37

Chan, Tsz-hin, and 陳子軒. "Hybrid bootstrap procedures for shrinkage-type estimators." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2012. http://hub.hku.hk/bib/B48521826.

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In statistical inference, one is often interested in estimating the distribution of a root, which is a function of the data and the parameters only. Knowledge of the distribution of a root is useful for inference problems such as hypothesis testing and the construction of a confidence set. Shrinkage-type estimators have become popular in statistical inference due to their smaller mean squared errors. In this thesis, the performance of different bootstrap methods is investigated for estimating the distributions of roots which are constructed based on shrinkage estimators. Focus is on two shrin

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38

Warwick, Jane. "Selecting tuning parameters in minimum distance estimators." Thesis, Open University, 2002. http://oro.open.ac.uk/19918/.

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Many minimum distance estimators have the potential to provide parameter estimates which are both robust and efficient and yet, despite these highly desirable theoretical properties, they are rarely used in practice. This is because the performance of these estimators is rarely guaranteed per se but obtained by placing a suitable value on some tuning parameter. Hence there is a risk involved in implementing these methods because if the value chosen for the tuning parameter is inappropriate for the data to which the method is applied, the resulting estimators may not have the desired theoretica

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39

Marsh, Patrick W. N. "Improved asymptotics for econometric estimators and tests." Thesis, University of Southampton, 1996. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.243082.

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JUNIOR, JOAO DOMINGOS GOMES DA SILVA. "CURVATURE ESTIMATORS BASED ON PARAMETRIC CURVE FITTING." PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO, 2005. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=6223@1.

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COORDENAÇÃO DE APERFEIÇOAMENTO DO PESSOAL DE ENSINO SUPERIOR<br>Muitas aplicações em processamento de imagens e computação gráfica recaem em propriedades geométricas de curvas, particularmente suas curvaturas. Uma outra propriedade importante mas menos explorada é a torção, sendo esta para curvas no espaço. Vários métodos para estimar curvaturas de curvas planas são conhecidos, a maioria deles para curvas digitais. Nesta dissertação fazemos um levantamento desses métodos e propomos um novo método baseado em aproximações por parábolas e cúbicas paramétricas. Apresentamos uma análise teór

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Hiller, Jean-François 1974. "On error estimators in finite element analysis." Thesis, Massachusetts Institute of Technology, 2000. http://hdl.handle.net/1721.1/88830.

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Astl, Stefan Ludwig. "Suboptimal LULU-estimators in measurements containing outliers." Thesis, Stellenbosch : Stellenbosch University, 2013. http://hdl.handle.net/10019.1/85833.

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Thesis (MSc)--Stellenbosch University, 2013.<br>ENGLISH ABSTRACT: Techniques for estimating a signal in the presence of noise which contains outliers are currently not well developed. In this thesis, we consider a constant signal superimposed by a family of noise distributions structured as a tunable mixture f(x) = α g(x) + (1 − α) h(x) between finitesupport components of “well-behaved” noise with small variance g(x) and of “impulsive” noise h(x) with a large amplitude and strongly asymmetric character. When α ≈ 1, h(x) can for example model a cosmic ray striking an experimental detector

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Stephanou, Michael Jared. "Sequential nonparametric estimation via Hermite series estimators." Doctoral thesis, Faculty of Science, 2020. http://hdl.handle.net/11427/32998.

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Algorithms for estimating the statistical properties of streams of data in real time, as well as for the efficient analysis of massive data sets, are becoming particularly pertinent given the increasing ubiquity of such data. In this thesis we introduce novel approaches to sequential (online) estimation in both stationary and non-stationary settings based on Hermite series density estimators. In the univariate context we apply Hermite series based distribution function estimators to sequential cumulative distribution function estimation. These distribution function estimators are particularly

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Thiebaut, Nicolene Magrietha. "Statistical properties of forward selection regression estimators." Diss., University of Pretoria, 2011. http://hdl.handle.net/2263/29520.

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Teweldemedhin, Amanuel. "Nonparametric estimators of mean residual life function /." Available to subscribers only, 2008. http://proquest.umi.com/pqdweb?did=1594477641&sid=16&Fmt=2&clientId=1509&RQT=309&VName=PQD.

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Warwick, Jane. "Selecting tuning parameters in minimum distance estimators." n.p, 2001. http://ethos.bl.uk/.

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Chen, Sheng. "Adaptive error estimators for electromagnetic field solvers /." May be available electronically:, 2009. http://proquest.umi.com/login?COPT=REJTPTU1MTUmSU5UPTAmVkVSPTI=&clientId=12498.

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Zaeva, Maria. "Maximum likelihood estimators for circular structural model." Birmingham, Ala. : University of Alabama at Birmingham, 2009. https://www.mhsl.uab.edu/dt/2009m/zaeva.pdf.

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Thesis (M.S.)--University of Alabama at Birmingham, 2009.<br>Title from PDF title page (viewed Jan. 21, 2010). Additional advisors: Yulia Karpeshina, Ian Knowles, Rudi Weikard. Includes bibliographical references (p. 19).

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Andresen, Andreas. "Finite sample analysis of profile M-estimators." Doctoral thesis, Humboldt-Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät, 2015. http://dx.doi.org/10.18452/17295.

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In dieser Arbeit wird ein neuer Ansatz für die Analyse von Profile Maximierungsschätzern präsentiert. Es werden die Ergebnisse von Spokoiny (2011) verfeinert und angepasst für die Schätzung von Komponenten von endlich dimensionalen Parametern mittels der Maximierung eines Kriteriumfunktionals. Dabei werden Versionen des Wilks Phänomens und der Fisher-Erweiterung für endliche Stichproben hergeleitet und die dafür kritische Relation der Parameterdimension zum Stichprobenumfang gekennzeichnet für den Fall von identisch unabhängig verteilten Beobachtungen und eines hinreichend glatten Funktionals

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Puccio, Elena. "COVARIANCE AND CORRELATION ESTIMATORS IN BIPARTITE SYSTEMS." Doctoral thesis, Università degli Studi di Palermo, 2017. http://hdl.handle.net/10447/221177.

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Abstract:

We present a weighted estimator of the covariance and correlation in bipartite complex systems with a double layer of heterogeneity. The advantage provided by the weighted estimators lies in the fact that the unweighted sample covariance and correlation can be shown to possess a bias. Indeed, such a bias affects real bipartite systems, and, for example, we report its effects on two empirical systems, one social and the other biological. On the contrary, our newly proposed weighted estimators remove the bias and are better suited to describe such systems.

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