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In this paper we have adapted Bahl and Tuteja (1991) estimator in systematic sampling using auxiliary information. Using Bedi (1996) transformation an improved estimator is also proposed under systematic sampling. The expressions of bias…
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…
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…
This paper proposes a class of ratio type estimators of finite population variance, when the population variance of an auxiliary character is known. Asymptotic expression for mean square error (MSE) is derived and compared with the mean…
In this paper, we propose a transformed na\"ive ratio and product based estimators using the characterizing scalar in presence of auxiliary information of the study variable for estimating the population mode following simple random…
In this paper we have proposed an almost unbiased estimator using known value of some population parameter(s) with known population proportion of an auxiliary variable. A class of estimators is defined which includes [1], [2] and [3]…
The objective of this paper is to propose an unbiased ratio-type estimator for finite population mean when the variables are negatively correlated. Hartley and Ross[2] and Singh and Singh [6] estimators are identified as particular cases of…
Probabilistic values, including Shapley values and semivalues, provide a model-agnostic framework to attribute the behavior of a black-box model to data points or features, with a wide range of applications including explainable artificial…
In this article we provide some nonnegative and positive estimators of the mean squared errors(MSEs) for shrinkage estimators of multivariate normal means. Proposed estimators are shown to improve on the uniformly minimum variance unbiased…
In order to estimate the population mean in the presence of both non-response and measurement errors that are uncorrelated, the paper presents some novel estimators employing ranked set sampling by utilizing auxiliary information.Up to the…
In this paper we have proposed a median based estimator using known value of some population parameter(s) in simple random sampling. Various existing estimators are shown particular members of the proposed estimator. The bias and mean…
Bayesian inference for models that have an intractable partition function is known as a doubly intractable problem, where standard Monte Carlo methods are not applicable. The past decade has seen the development of auxiliary variable Monte…
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…
This paper considers MEP - Mixed Exponential Polynomials as one class of real exponential polynomials. We introduce a method for proving the positivity of MEP inequalities over positive intervals using the Maclaurin series to approximate…
A doubly type-II censored scheme is an important sampling scheme in the life testing experiment and reliability engineering. In the present commutation, we have considered estimating ordered scale parameters of two exponential distributions…
Auxiliary variable is extensively used in survey sampling to improve the precision of estimates. Whenever there is availability of auxiliary information, we want to utilize it in the method of estimation to obtain the most efficient…
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…
Ridge estimator is an alternative to ordinary least square estimator when there is multicollinearity problem. There are many proposed estimators in literature. In this paper, we propose new estimators which are modifications of the…
We study shrinkage estimation of the mean parameters of a class of multivariate distributions for which the diagonal entries of the corresponding covariance matrix are certain quadratic functions of the mean parameter. This class of…
The present paper considers modified extension of the exponential distribution with three parameters. We study the main properties of this new distribution, with special emphasis on its median, mode and moments function and some…