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We prove conditional asymptotic normality of a class of quadratic U-statistics that are dominated by their degenerate second order part and have kernels that change with the number of observations. These statistics arise in the construction…

Methodology · Statistics 2015-12-09 James Robins , Lingling Li , Eric Tchetgen Tchetgen , Aad van der Vaart

Doubly robust estimators of causal effects are a popular means of estimating causal effects. Such estimators combine an estimate of the conditional mean of the outcome given treatment and confounders (the so-called outcome regression) with…

Methodology · Statistics 2019-01-17 David Benkeser , Weixin Cai , Mark J van der Laan

Auxiliary information is increasingly available from administrative and other data sources, but it is often incomplete and of non-probability origin. We propose a two-step small area estimation approach in which the first step relies on…

Methodology · Statistics 2026-02-16 Donatas Šlevinskas , Ieva Burakauskaitė , Andrius Čiginas

Because of the constraint that the estimators be bona fide physical states, any quantum state tomography scheme - including the widely used maximum likelihood estimation - yields estimators that may have a bias, although they are consistent…

Quantum Physics · Physics 2014-05-22 Jiangwei Shang , Hui Khoon Ng , Berthold-Georg Englert

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

Conditional effects are commonly used measures for understanding how treatment effects vary across different groups, and are often used to target treatments/interventions to groups who benefit most. In this work we review existing methods…

Machine Learning · Statistics 2026-04-14 Jiacheng Ge , Iván Díaz

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

Marginal model is a popular instrument for studying longitudinal data and cluster data. This paper investigates the estimator of marginal model with subgroup auxiliary information. To marginal model, we propose a new type of auxiliary…

Methodology · Statistics 2018-06-11 Jie He , Xiaogang Duan , Shumei Zhang , Hui Li

The Bayes linear estimator is derived by minimizing the Bayes risk with respect to the squared loss function. Non-unbiased estimators such as ordinary ridge, typical shrinkage, fractional rank, and restricted least squares estimators, as…

Statistics Theory · Mathematics 2026-01-15 Hirai Mukasa

The sample mean is often used to aggregate different unbiased estimates of a parameter, producing a final estimate that is unbiased but possibly high-variance. This paper introduces the Bayesian median of means, an aggregation rule that…

Statistics Theory · Mathematics 2019-06-05 Paulo Orenstein

Small area models are mixed effects regression models that link the small areas and borrow strength from similar domains. When the auxiliary variables used in the models are measured with error, small area estimators that ignore the…

Methodology · Statistics 2018-10-23 Serena Arima , Silvia Polettini

Machine learning algorithms are increasingly used to inform critical decisions. There is a growing concern about bias, that algorithms may produce uneven outcomes for individuals in different demographic groups. In this work, we measure…

Machine Learning · Computer Science 2021-06-01 Runshan Fu , Yangfan Liang , Peter Zhang

In various statistical settings, the goal is to estimate a function which is restricted by the statistical model only through a conditional moment restriction. Prominent examples include the nonparametric instrumental variable framework for…

Methodology · Statistics 2025-05-28 AmirEmad Ghassami , James M. Robins , Andrea Rotnitzky

We present estimators for entropy and other functions of a discrete probability distribution when the data is a finite sample drawn from that probability distribution. In particular, for the case when the probability distribution is a joint…

comp-gas · Physics 2008-02-03 David R. Wolf , David H. Wolpert

We propose and study three confidence intervals (CIs) centered at an estimator that is intentionally biased to reduce mean squared error. The first CI simply uses an unbiased estimator's standard error; compared to centering at the unbiased…

Econometrics · Economics 2025-02-04 David M. Kaplan , Xin Liu

We consider a small area estimation model under square-root transformation in the presence of functional measurement error. When measurement error is present, the Bayes predictor can no longer be used as it depends on the covariates even if…

Methodology · Statistics 2023-09-27 Ka Long Keith Ho , Masayo Y. Hirose , Malay Ghosh

In this paper, we propose an estimator of the second-order parameter of randomly right-truncated Pareto-type distributions data and establish its consistency and asymptotic normality. Moreover, we derive an asymptotically unbiased estimator…

Statistics Theory · Mathematics 2016-10-21 Nawel Haouas , Abdelhakim Necir , Brahim Brahimi

Estimation using pooled sampling has long been an area of interest in the group testing literature. Such research has focused primarily on the assumed use of fixed sampling plans (i), although some recent papers have suggested alternative…

Statistics Theory · Mathematics 2017-03-27 Gregory Haber , Yaakov Malinovsky , Paul Albert

A bias-reduced estimator is proposed for the mean absolute deviation parameter of a median regression model. A workaround is devised for the lack of smoothness in the sense conventionally required in general bias-reduced estimation. A local…

Methodology · Statistics 2023-05-04 Michele Lambardi di San Miniato

This paper proposes a new estimator for selecting weights to average over least squares estimates obtained from a set of models. Our proposed estimator builds on the Mallows model average (MMA) estimator of Hansen (2007), but, unlike MMA,…

Econometrics · Economics 2019-12-04 Kenichiro McAlinn , Kosaku Takanashi