Related papers: Mean square estimate for relatively short exponent…
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…
This paper proposes and analyzes fully data driven methods for inference about the mean function of a stochastic process from a sample of independent trajectories of the process, observed at discrete time points and corrupted by additive…
This paper deals with the estimation of the quadrature error of a Gaussian formula for weight functions involving fractional powers, exponentials and Bessel functions of the first kind. For this purpose, in this work the averaged and…
We introduce an estimation method for the scaled skewness coefficient of the sample mean of short and long memory linear processes. This method can be extended to estimate higher moments such as curtosis coefficient of the sample mean. Also…
The least squares method allows fitting parameters of a mathematical model from experimental data. This article proposes a general approach of this method. After introducing the method and giving a formal definition, the transitivity of the…
We present a formula for the shrinkage factors of the Partial Least Squares regression estimator and deduce some of their properties, in particular the known fact that some of the factors are >1. We investigate the effect of shrinkage…
We present large sample results for partitioning-based least squares nonparametric regression, a popular method for approximating conditional expectation functions in statistics, econometrics, and machine learning. First, we obtain a…
We consider a new method of the semiparametric statistical estimation for the continuous-time moving average L\'evy processes. We derive the convergence rates of the proposed estimators, and show that these rates are optimal in the minimax…
We give an estimate of exponential sums over singular binary quintic forms in a characteristic-free form, based on the Waring decomposition of binary forms. This extends the method on our preceding result on the space of binary quartics to…
We prove a uniform estimate for sums of Hecke--Maass eigenvalues squared over primes in short intervals that can be regarded as an analogue of Hoheisel's classical prime number theorem for all real analytic cusp forms. Our argument is…
In the present study, we propose a new estimator for population mean of the study variable y in the case of stratified random sampling using the information based on auxiliary variable x. Expression for the mean squared error (MSE) of the…
In this paper we first provide a method to compute confidence intervals for the center of a piecewise normal distribution given a sample from this distribution, under certain assumptions. We then extend this method to an asymptotic setting,…
In this article, we derive an explicit formula for computing confidence interval for the mean of a bounded random variable. Moreover, we have developed multistage point estimation methods for estimating the mean value with prescribed…
We study the problem of estimating a mean pattern from a set of similar curves in the setting where the variability in the data is due to random geometric deformations and additive noise. We propose an estimator based on the notion of…
We prove mean convergence of the Fourier series in Akhiezer-Chebyshev polynomials in $L^p$, $p>1$, using a weighted inequality for the Hilbert transform in an arc of the unit circle.
Let f be a classical holomorphic cusp form for SL_2(Z) of weight k which is a normalized eigenfunction for the Hecke algebra, and let \lambda(n) be its eigenvalues. In this paper we study "shifted convolution sums" of the eigenvalues…
This article presents the problem of estimating the population mean using auxiliary information in the presence of measurement errors. A numerical study is made among the proposed estimator, the exponential ratio estimator, Singh and…
In this paper, a procedure is given for estimating the population mean in simple random sampling without replacement in the presence of auxiliary information. The mean squared error expressions of the proposed estimators have been derived…
In this paper we extend and improve all the previous results known in literature about weighted average, with Ces\`aro weight, of representations of an integer as sum of a positive arbitrary number of prime powers and a non-negative…
Expectile regression is a useful tool for exploring the relation between the response and the explanatory variables beyond the conditional mean. This article develops a continuous threshold expectile regression for modeling data in which…