摘要:

Let the parameter vector of the ordinary linear re-gression model be constrained to a given ellipsoid. Incorporating this kind of prior information into the estimation procedure, we obtain a sequence of approxi-mate minimax estimators. It can be shown that a cluster point of this sequence is an exact minimax estimator. In a simulation study this minimax estimator is com-pared with the least squares estimator and some other competing estimators.

ISSN:0361-0918    

DOI:10.1080/03610918808812657

出版商:Marcel Dekker, Inc.    

年代:1988

数据来源: Taylor

摘要:

Small sample bias and variance of the ML estimators of the parameters μ, and σ of grouped observations from a normal distribution are investigated using Monte Carlo simulation. The usefulness of the estimates of the variance of ML estimators which can be taken from the last iteration of the Scoring and Newton-Raphson algorithm is shown. In addition the small sample levels of some tests on μ and σ which are based on the asymptotic normality of the ML estimators are determined by Monte Carlo simulation

ISSN:0361-0918    

DOI:10.1080/03610918808812658

出版商:Marcel Dekker, Inc.    

年代:1988

数据来源: Taylor

摘要:

The efficiency of independent controling variates in simulation of activity networks will be evaluated in the sense of mean square deviation of the estimator from the true value. The given result is asymptotic

ISSN:0361-0918    

DOI:10.1080/03610918808812659

出版商:Marcel Dekker, Inc.    

年代:1988

数据来源: Taylor

摘要:

A Monte Carlo control variate method is used to study the estimators obtained in nonlinear regression under nonnormal error distributions. Two forms of the standard linear approximator are used as the control variates: a natural approximator using the nonnormal errors sampled, and a normalized approximator obtained by transformation of the errors. The natural approximator is shown to be most effective when the sampling distribution is itself nonnormal; its effectiveness is well approximated by a function of the Beale measure of nonlinearity. The normalized approximator is most effective when the estimator sampling distribution is approximately normal. A one-parameter model is used for illustration with uniform and gamma distributed errors

ISSN:0361-0918    

DOI:10.1080/03610918808812660

出版商:Marcel Dekker, Inc.    

年代:1988

数据来源: Taylor

摘要:

In this paper critical values of the Anderson-Darling and Craḿer-von Mises are given for the Laplace distribution for maximum likelihood estimation of the location and scale parameters. The power of these tests is investigated for a number of alternative distributions. The Anderson-Darling test yields higher power generally than the Craḿer-von Mises test.

ISSN:0361-0918    

DOI:10.1080/03610918808812661

出版商:Marcel Dekker, Inc.    

年代:1988

数据来源: Taylor

摘要:

In this article the existing methods for determining the approximate onesided confidence intervals on the positive linear combinations of two variances are examined. In addition, an iterative algorithm which can be used to obtain an 'exact' one-sided confidence intervals is presented.

ISSN:0361-0918    

DOI:10.1080/03610918808812662

出版商:Marcel Dekker, Inc.    

年代:1988

数据来源: Taylor

ISSN:0361-0918    

DOI:10.1080/03610918808812663

出版商:Marcel Dekker, Inc.    

年代:1988

数据来源: Taylor

ISSN:0361-0918    

DOI:10.1080/03610918808812646

出版商:Marcel Dekker, Inc.    

年代:1988

数据来源: Taylor