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We develop a general framework for generating estimators of a given quantity which are unbiased to a given order in the difference between the true value of the underlying quantity and the fiducial position in theory space around which we…

Cosmology and Nongalactic Astrophysics · Physics 2015-06-22 Mathew S. Madhavacheril , Patrick McDonald , Neelima Sehgal , Anže Slosar

We present a second-order estimator of the mean of a variable subject to missingness, under the missing at random assumption. The estimator improves upon existing methods by using an approximate second-order expansion of the parameter…

Statistics Theory · Mathematics 2015-11-30 Iván Díaz , Marco Carone , Mark J. van der Laan

A difficulty in MSE estimation occurs because we do not specify a full distribution for the survey weights. This obfuscates the use of fully parametric bootstrap procedures. To overcome this challenge, we develop a novel MSE estimator. We…

Methodology · Statistics 2022-10-25 Yanghyeon Cho , Emily Berg

We proposed new and more efficient estimators for estimating population proportion of respondents belonging to two related sensitive attributes in survey sampling by extending the work of Mangat (1994). Our proposed estimators are more…

Methodology · Statistics 2016-01-05 Olusegun S. Ewemooje , Godwin N. Amahia

The term ``empirical predictor'' refers to a two-stage predictor of a linear combination of fixed and random effects. In the first stage, a predictor is obtained but it involves unknown parameters; thus, in the second stage, the unknown…

Statistics Theory · Mathematics 2007-06-13 Kalyan Das , Jiming Jiang , J. N. K. Rao

Several problems in statistics involve the combination of high-variance unbiased estimators with low-variance estimators that are only unbiased under strong assumptions. A notable example is the estimation of causal effects while combining…

Methodology · Statistics 2023-05-25 Michael Oberst , Alexander D'Amour , Minmin Chen , Yuyan Wang , David Sontag , Steve Yadlowsky

Compared to nonparametric estimators in the multivariate setting, kernel estimators for functional data models have a larger order of bias. This is problematic for constructing confidence regions or statistical tests since the bias might…

Statistics Theory · Mathematics 2025-11-21 Melanie Birke , Tim Greger

This paper proposes an estimation framework to assess the performance of sorting over perturbed/noisy data. In particular, the recovering accuracy is measured in terms of Minimum Mean Square Error (MMSE) between the values of the sorting…

Information Theory · Computer Science 2019-09-04 Alex Dytso , Martina Cardone , H. Vincent Poor

Estimation and inference on causal parameters is typically reduced to a generalized method of moments problem, which involves auxiliary functions that correspond to solutions to a regression or classification problem. Recent line of work on…

Econometrics · Economics 2022-11-16 Qizhao Chen , Vasilis Syrgkanis , Morgane Austern

Empirical Bayes estimators are based on minimizing the average risk with the hyper-parameters in the weighting function being estimated from observed data. The performance of an empirical Bayes estimator is typically evaluated by its mean…

Statistics Theory · Mathematics 2025-03-18 Yue Ju , Bo Wahlberg , Håkan Hjalmarsson

This paper proposes a class of estimators for population correlation coefficient when information about the population mean and population variance of one of the variables is not available but information about these parameters of another…

General Mathematics · Mathematics 2007-05-23 M. Khoshnevisan , F. Kaymarm , H. P. Singh , Rajesh Singh , Florentin Smarandache

This study investigates component wise estimation of ordered variances of scale mixture of two normal distributions. For this study two special loss functions are considered namely squared error loss function and entropy loss function. We…

Statistics Theory · Mathematics 2026-01-28 Shrajal Bajpai , Lakshmi Kanta Patra

In the presence of auxiliary information, model-assisted estimators rely on a working model linking the variable of interest to the auxiliary variables in order to improve the efficiency of the Horvitz-Thompson estimator. Model-assisted…

Methodology · Statistics 2025-12-11 Caren Hasler , Esther Eustache

In this paper the elicitation of probabilities from human experts is considered as a measurement process, which may be disturbed by random 'measurement noise'. Using Bayesian concepts a second order probability distribution is derived…

Artificial Intelligence · Computer Science 2013-04-05 Gerhard Paaß

Due to measurement noise, a common problem in in various fields is how to estimate the ratio of two functions. We consider this problem of estimating the ratio of two functions in a nonparametric regression model. Assuming the noise is…

Methodology · Statistics 2013-11-28 Jelena Markovic , Lie Wang

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

Traditionally model averaging has been viewed as an alternative to model selection with the ultimate goal to incorporate the uncertainty associated with the model selection process in standard errors and confidence intervals by using a…

Methodology · Statistics 2021-03-05 Michael Schomaker , Christian Heumann

We present a new method in problems where estimates are needed for finite population domains with small or even zero sample sizes. In contrast to known estimation methods, an auxiliary information is used to model sizes of population units…

Statistics Theory · Mathematics 2014-06-23 Andrius Čiginas , Tomas Rudys

The main goal of this article is to study how an auxiliary information can be used to improve the efficiency of two famous statistical tests: the $ Z$-test and the chi-square test. Many definitions of auxiliary information can be found in…

Statistics Theory · Mathematics 2021-09-03 Mickael Albertus

The empirical Bayes estimators in mixed models are useful for small area estimation in the sense of increasing precision of prediction for small area means, and one wants to know the prediction errors of the empirical Bayes estimators based…

Methodology · Statistics 2016-04-07 Shonosuke Sugasawa , Tatsuya Kubokawa