Related papers: Exponential ratio-product type estimators under se…
In situations where the sampling units in a study can be more easily ranked based on the measurement of an auxiliary variable, ranked set sampling provide unbiased estimators for the mean of a population that they are more efficient than…
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…
We compare estimators of the (essential) supremum and the integral of a function $f$ defined on a measurable space when $f$ may be observed at a sample of points in its domain, possibly with error. The estimators compared vary in their…
In this paper we deal with the estimation of population variance of the study variable y using auxiliary information on variable x. A family of ratio and product-type estimators are proposed using suitable transformation on both random…
The present study discuss the problem of estimating the finite population mean using auxiliary attribute in stratified random sampling. In this paper taking the advantage of point bi-serial correlation between the study variable and…
We introduce a new class of mean regression estimators -- penalized maximum tangent likelihood estimation -- for high-dimensional regression estimation and variable selection. We first explain the motivations for the key ingredient, maximum…
Given two populations from which independent binary observations are taken with parameters $p_1$ and $p_2$ respectively, estimators are proposed for the relative risk $p_1/p_2$, the odds ratio $p_1(1-p_2)/(p_2(1-p_1))$ and their logarithms.…
In this brief paper we find computable exponential convergence rates for a large class of stochastically ordered Markov processes. We extend the result of Lund, Meyn, and Tweedie (1996), who found exponential convergence rates for…
In a recent review, Liu, Pek, & Maydeu-Olivares (2025b) classified reliability coefficients into two types: classical test theory (CTT) reliability and proportional reduction in mean squared error (PRMSE). This article focuses on…
This article suggests an efficient class of estimators of population median of the study variable using an auxiliary variable. Asymptotic expressions of bias and mean square error of the proposed class of estimators have been obtained.…
This paper proposes a general family of estimators for estimating the population mean in systematic sampling in the presence of non-response adapting the family of estimators proposed by Khoshnevisan et al. (2007). In this paper we have…
We propose a two parameter ratio-product-ratio estimator for a finite population mean in a simple random sample without replacement following the methodology in Ray and Sahai (1980), Sahai and Ray (1980), Sahai and Sahai (1985) and Singh…
A new approach of obtaining stratified random samples from statistically dependent random variables is described. The proposed method can be used to obtain samples from the input space of a computer forward model in estimating expectations…
This paper suggests a generalized class of estimators for population mean of the qualitative study variable in simple random sampling using information on an auxiliary variable. Asymptotic expressions of bias and mean square error of the…
Estimation of the ordered scale parameter of a two scale mixture of the exponential distribution is considered under Stein loss and symmetric loss. Under certain conditions, we prove that the inadmissibility equivariant estimator exhibits…
We use bias-reduced estimators of high quantiles, of heavy-tailed distributions, to introduce a new estimator of the mean in the case of infinite second moment. The asymptotic normality of the proposed estimator is established and checked,…
In sample survey, when data is collected, it is assumed that whatever is reported by respondent is correct. However, given the issues of prestige bias, personal respect, respondents self reported data often produces over-or-under estimated…
Consider the problem of estimating a weighted average of the means of $n$ strata, based on a random sample with realized $K_i$ observations from stratum $i, \; i=1,...,n$. This task is non-trivial in cases where for a significant portion of…
Nested sampling is a simulation method for approximating marginal likelihoods proposed by Skilling (2006). We establish that nested sampling has an approximation error that vanishes at the standard Monte Carlo rate and that this error is…
In this paper, we derive closed-form estimators for the parameters of some probability distributions belonging to the exponential family. A bootstrap bias-reduced version of these proposed closed-form estimators are also derived. A Monte…