English
Related papers

Related papers: A general class of regression type estimators in s…

200 papers

We consider a three-level meta-analysis of standardized mean differences. The standard method of estimation uses inverse-variance weights and REML/PL estimation of variance components for the random effects. We introduce new moment-based…

Methodology · Statistics 2024-11-05 Elena Kulinskaya , David C. Hoaglin

We consider the problem of mean estimation assuming only finite variance. We study a new class of mean estimators constructed by integrating over random noise applied to a soft-truncated empirical mean estimator. For appropriate choices of…

Statistics Theory · Mathematics 2019-06-26 Matthew J. Holland

We study in this paper the consequences of using the Mean Absolute Percentage Error (MAPE) as a measure of quality for regression models. We show that finding the best model under the MAPE is equivalent to doing weighted Mean Absolute Error…

Machine Learning · Statistics 2015-06-16 Arnaud De Myttenaere , Boris Golden , Bénédicte Le Grand , Fabrice Rossi

Estimating the generalization error (GE) of machine learning models is fundamental, with resampling methods being the most common approach. However, in non-standard settings, particularly those where observations are not independently and…

Several well known estimators of finite population mean and its functions are investigated under some standard sampling designs. Such functions of mean include the variance, the correlation coefficient and the regression coefficient in the…

Statistics Theory · Mathematics 2023-05-25 Anurag Dey , Probal Chaudhuri

An empirical best linear unbiased prediction (EBLUP) estimator is utilized for efficient inference in small-area estimation. To measure its uncertainty, we need to estimate its mean squared error (MSE) since the true MSE cannot generally be…

Methodology · Statistics 2016-12-14 Masayo Yoshimori Hirose

This note examines the behavior of generalization capabilities - as defined by out-of-sample mean squared error (MSE) - of Linear Gaussian (with a fixed design matrix) and Linear Least Squares regression. Particularly, we consider a…

Statistics Theory · Mathematics 2021-09-21 Karthik Duraisamy

The manuscript discusses how to incorporate random effects for quantile regression models for clustered data with focus on settings with many but small clusters. The paper has three contributions: (i) documenting that existing methods may…

Methodology · Statistics 2022-02-24 Maria Laura Battagliola , Helle Sørensen , Anders Tolver , Ana-Maria Staicu

In this paper, some of the properties of non-parametric estimation of the expectation of g(X) (any function of X), by using a Judgment Post-stratification Sample (JPS), are discussed. A class of estimators (including the standard JPS…

Methodology · Statistics 2013-11-20 Ali Dastbaravarde , Nasser Reza Arghami , Majid Sarmad

In this paper we deal with the estimation of population variance of the study variable y using auxiliary information on variable x. A family of ratio and product-type estimators are proposed using suitable transformation on both random…

Statistics Theory · Mathematics 2013-09-16 Viplav K. Singh , Rajesh Singh

We study a semi-/nonparametric regression model with a general form of nonclassical measurement error in the outcome variable. We show equivalence of this model to a generalized regression model. Our main identifying assumptions are a…

Econometrics · Economics 2021-06-01 Christoph Breunig , Stephan Martin

We derive minimax generalized Bayes estimators of regression coefficients in the general linear model with spherically symmetric errors under invariant quadratic loss for the case of unknown scale. The class of estimators generalizes the…

Statistics Theory · Mathematics 2010-09-14 Yuzo Maruyama , William E. Strawderman

Model-assisted estimation with complex survey data is an important practical problem in survey sampling. When there are many auxiliary variables, selecting significant variables associated with the study variable would be necessary to…

Methodology · Statistics 2020-04-01 Shonosuke Sugasawa , Jae Kwang Kim

In the present study, we propose estimators based on geometric and harmonic mean for estimating population mean using information on two auxiliary attributes in simple random sampling. We have shown that, when we have multi-auxiliary…

Applications · Statistics 2013-09-20 Rajesh Singh , Sachin Malik , A. A. Adewara , Florentin Smarandache

Subsampling is a computationally efficient and scalable method to draw inference in large data settings based on a subset of the data rather than needing to consider the whole dataset. When employing subsampling techniques, a crucial…

Methodology · Statistics 2025-10-08 Amalan Mahendran , Helen Thompson , James M. McGree

Response-biased sampling, in which samples are drawn from a popula- tion according to the values of the response variable, is common in biomedical, epidemiological, economic and social studies. In particular, the complete obser- vations in…

Methodology · Statistics 2016-10-31 Kani Chen , Yuanyuan Lin , Yuan Yao , Chaoxu Zhou

Analysis of sample survey data often requires adjustments to account for missing data in the outcome variables of principal interest. Standard adjustment methods based on item imputation or on propensity weighting factors rely heavily on…

Methodology · Statistics 2016-03-08 Wei-Yin Loh , John Eltinge , MoonJung Cho , Yuanzhi Li

This paper presents a family of dual to ratio-cum-product estimators for the finite population mean. Under simple random sampling without replacement (SRSWOR) scheme, expressions of the bias and mean-squared error (MSE) up to the first…

Methodology · Statistics 2013-06-03 Rajesh Singh , Mukesh Kumar , P. Chauhan , N. Sawan , S. Florentin

The present manuscript is concerned with component-wise estimation of the positive power of ordered restricted standard deviation of two normal populations with certain restrictions on the means. We propose several improved estimators under…

Statistics Theory · Mathematics 2025-08-26 Somnath Mondal , Lakshmi Kanta Patra

This paper investigates the minimum mean square error (MMSE) estimation of x, given the observation y = Hx+n, when x and n are independent and Gaussian Mixture (GM) distributed. The introduction of GM distributions, represents a…

Statistics Theory · Mathematics 2011-08-18 John T. Flam , Saikat Chatterjee , Kimmo Kansanen , Torbjorn Ekman