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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

Samples with a common mean but possibly different, ordered variances arise in various fields such as interlaboratory experiments, field studies or the analysis of sensor data. Estimators for the common mean under ordered variances typically…

Statistics Theory · Mathematics 2019-01-30 Ansgar Steland , Yuan-Tsung Chang

Random samples are lossy summaries which allow queries posed over the data to be approximated by applying an appropriate estimator to the sample. The effectiveness of sampling, however, hinges on estimator selection. The choice of…

Statistics Theory · Mathematics 2014-04-10 Edith Cohen

The distribution of the spacing, or the difference between consecutive order statistics, is known only for uniform and exponential random variates. We add here logistic and Gumbel variates, and present an estimator for distributions with a…

Methodology · Statistics 2026-01-30 Greg Kreider

In their fundamental paper on cubic variance functions, Letac and Mora (The Annals of Statistics,1990) presented a systematic, rigorous and comprehensive study of natural exponential families on the real line, their characterization through…

Statistics Theory · Mathematics 2021-02-05 Shaul K. Bar-Lev , Ad Ridder

Panels with large time $(T)$ and cross-sectional $(N)$ dimensions are a key data structure in social sciences and other fields. A central question in panel data analysis is whether to pool data across individuals or to estimate separate…

Methodology · Statistics 2025-12-18 Tim Kutta , Martin Schumann , Holger Dette

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…

Statistics Theory · Mathematics 2024-12-09 Shrajal Bajpai , Lakshmi Kanta Patra

We study a distributed estimation problem in which two remotely located parties, Alice and Bob, observe an unlimited number of i.i.d. samples corresponding to two different parts of a random vector. Alice can send $k$ bits on average to…

Statistics Theory · Mathematics 2018-06-26 Uri Hadar , Ofer Shayevitz

The traditional class of elliptical distributions is extended to allow for asymmetries. A completely robust dispersion matrix estimator (the `spectral estimator') for the new class of `generalized elliptical distributions' is presented. It…

Physics and Society · Physics 2007-05-23 Gabriel Frahm , Uwe Jaekel

This paper develops a new framework for indirect statistical inference with guaranteed necessity and sufficiency, applicable to continuous random variables. We prove that when comparing exponentially transformed order statistics from an…

Statistics Theory · Mathematics 2025-09-25 Z Zhang , X Hu , C Lu , T Liu

The Horvitz-Thompson (HT) estimator is widely used in survey sampling. However, the variance of the HT estimator becomes large when the inclusion probabilities are highly heterogeneous. To overcome this shortcoming, in this paper, a…

Methodology · Statistics 2018-04-13 Xianpeng Zong , Rong Zhu , Guohua Zou

Epidemic models are used to analyze the progression or outcome of an epidemic under different control policies like vaccinations, quarantines, lockdowns, use of face-masks, pharmaceutical interventions, etc. When these models accurately…

Quantitative Methods · Quantitative Biology 2022-04-19 Carlos Hernandez-Suarez , Osval Montsinos Lopez , Ramon Solano-Barajas

We study the problem, introduced by Qiao and Valiant, of learning from untrusted batches. Here, we assume $m$ users, all of whom have samples from some underlying distribution $p$ over $1, \ldots, n$. Each user sends a batch of $k$ i.i.d.…

Data Structures and Algorithms · Computer Science 2019-11-07 Sitan Chen , Jerry Li , Ankur Moitra

This paper addresses the following question: given a sample of i.i.d. random variables with finite variance, can one construct an estimator of the unknown mean that performs nearly as well as if the data were normally distributed? One of…

Statistics Theory · Mathematics 2023-02-06 Stanislav Minsker

This study proposes improved chain-ratio type estimator for estimating population mean using some known values of population parameter(s) of the second auxiliary character. The proposed estimators have been compared with two-phase ratio…

General Mathematics · Mathematics 2008-10-14 Rajesh Singh , Pankaj Chauhan , Nirmala Sawan , Florentin Smarandache

This paper proposes a family of estimators of population mean using information on several auxiliary variables and analyzes its properties in the presence of measurement errors.

General Mathematics · Mathematics 2007-05-23 Jack Allen , Housila P. Singh , Florentin Smarandache

We derive new variance formulas for inference on a general class of estimands of causal average treatment effects in a Randomized Control Trial (RCT). We generalize Robins (1988) and show that when the estimand of interest is the Sample…

Statistics Theory · Mathematics 2017-10-19 Jasjeet S. Sekhon , Yotam Shem-Tov

The consistency of the maximum likelihood estimator for mixtures of elliptically-symmetric distributions for estimating its population version is shown, where the underlying distribution $P$ is nonparametric and does not necessarily belong…

Statistics Theory · Mathematics 2024-10-14 Pietro Coretto , Christian Hennig

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…

Statistics Theory · Mathematics 2014-05-13 Saeid Tahmasebi , Ali Akbar Jafari

Mutual information is a general statistical dependency measure which has found applications in representation learning, causality, domain generalization and computational biology. However, mutual information estimators are typically…

Machine Learning · Statistics 2023-10-17 Paweł Czyż , Frederic Grabowski , Julia E. Vogt , Niko Beerenwinkel , Alexander Marx