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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

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

In this paper, a new modification of ranked set sampling (RSS) is suggested, namely; unified ranked set sampling (URSS) for estimating the population mean and variance. The performance of the empirical mean and variance estimators based on…

Methodology · Statistics 2015-10-07 Ehsan Zamanzade , Amer Ibrahim Al-Omari

Nested-error regression models are widely used for analyzing clustered data. For example, they are often applied to two-stage sample surveys, and in biology and econometrics. Prediction is usually the main goal of such analyses, and…

Statistics Theory · Mathematics 2007-06-13 Peter Hall , Tapabrata Maiti

The performance of a machine learning system is usually evaluated by using i.i.d.\ observations with true labels. However, acquiring ground truth labels is expensive, while obtaining unlabeled samples may be cheaper. Stratified sampling can…

Machine Learning · Computer Science 2019-07-29 Tiancheng Yu , Xiyu Zhai , Suvrit Sra

Surveys are commonly used to facilitate research in epidemiology, health, and the social and behavioral sciences. Often, these surveys are not simple random samples, and respondents are given weights reflecting their probability of…

Methodology · Statistics 2024-08-20 Adway S. Wadekar , Jerome P. Reiter

This paper introduces a new biased estimator for the negative binomial regression model that is a generalization of Liu-type estimator proposed for the linear model in [12]. Since the variance of the maximum likelihood estimator (MLE) is…

Methodology · Statistics 2016-04-11 Yasin Asar

The MDR-EFE method of performing identification of relevant factors within a given collection X_1,...,X_n is developed for stratified samples in the case of binary response variable Y. We establish a criterion of strong consistency of…

Statistics Theory · Mathematics 2016-06-23 Alexander Bulinski , Alexey Kozhevin

In this paper, a shrinkage estimator for the population mean is proposed under known quadratic loss functions with unknown covariance matrices. The new estimator is non-parametric in the sense that it does not assume a specific parametric…

Methodology · Statistics 2014-11-07 Cheng Wang , Tiejun Tong , Longbing Cao , Baiqi Miao

We consider the problem of estimating parameters of stochastic differential equations (SDEs) with discrete-time observations that are either completely or partially observed. The transition density between two observations is generally…

Methodology · Statistics 2015-09-09 Libo Sun , Chihoon Lee , Jennifer A. Hoeting

Model performance evaluation is a critical and expensive task in machine learning and computer vision. Without clear guidelines, practitioners often estimate model accuracy using a one-time completely random selection of the data. However,…

Computer Vision and Pattern Recognition · Computer Science 2024-07-19 Riccardo Fogliato , Pratik Patil , Mathew Monfort , Pietro Perona

Administrative data, or non-probability sample data, are increasingly being used to obtain official statistics due to their many benefits over survey methods. In particular, they are less costly, provide a larger sample size, and are not…

Methodology · Statistics 2021-03-30 Asma Bahamyirou , Mireille E. Schnitzer

We study the problem of estimating the mean of a random vector $X$ given a sample of $N$ independent, identically distributed points. We introduce a new estimator that achieves a purely sub-Gaussian performance under the only condition that…

Statistics Theory · Mathematics 2017-02-03 Gábor Lugosi , Shahar Mendelson

State estimation is a classical problem in quantum information. In optimization of estimation scheme, to find a lower bound to the error of the estimator is a very important step. So far, all the proposed tractable lower bounds use…

Quantum Physics · Physics 2007-05-23 Yoshiyuki Tsuda , Keiji Matsumoto

We express the mean and variance terms in a double exponential regression model as additive functions of the predictors and use Bayesian variable selection to determine which predictors enter the model, and whether they enter linearly or…

Methodology · Statistics 2007-07-17 Remy Cottet , Robert Kohn , David Nott

We develop a new approach for estimating the risk of an arbitrary estimator of the mean vector in the classical normal means problem. The key idea is to generate two auxiliary data vectors, by adding carefully constructed normal noise…

Statistics Theory · Mathematics 2024-04-25 Natalia L. Oliveira , Jing Lei , Ryan J. Tibshirani

In two-phase multiwave sampling, inexpensive measurements are collected on a large sample and expensive, more informative measurements are adaptively obtained on subsets of units across multiple waves. Adaptively collecting the expensive…

Methodology · Statistics 2026-03-18 Dan M. Kluger , Stephen Bates

We consider the problem of estimating a random state vector when there is information about the maximum distances between its subvectors. The estimation problem is posed in a Bayesian framework in which the minimum mean square error (MMSE)…

Statistics Theory · Mathematics 2012-10-30 Dave Zachariah , Isaac Skog , Magnus Jansson , Peter Händel

The two-level normal hierarchical model (NHM) has played a critical role in the theory of small area estimation (SAE), one of the growing areas in statistics with numerous applications in different disciplines. In this paper, we address…

Statistics Theory · Mathematics 2017-01-17 Masayo Yoshimori Hirose , Partha Lahiri

A specific family of point processes are introduced that allow to select samples for the purpose of estimating the mean or the integral of a function of a real variable. These processes, called quasi-systematic processes, depend on a tuning…

Methodology · Statistics 2016-07-19 Matthieu Wilhelm , Yves Tillé , Lionel Qualité