Related papers: On point estimators for Gamma and Beta distributio…
Shrinkage estimation usually reduces variance at the cost of bias. But when we care only about some parameters of a model, I show that we can reduce variance without incurring bias if we have additional information about the distribution of…
Let $X_{\lambda _{1}},X_{\lambda _{2}},\ldots ,X_{\lambda _{n}}$ be independent nonnegative random variables with $X_{\lambda _{i}}\sim F(\lambda _{i}t)$, $i=1,\ldots ,n$, where $\lambda _{i}>0$, $i=1,\ldots ,n$ and $F$ is an absolutely…
Covariate shift arises when covariate distributions differ between source and target populations while the conditional distribution of the response remains invariant, and it underlies problems in missing data and causal inference. We…
Graham, Knuth and Patashnik in their book Concrete Mathematics called for development of a general theory of the solutions of recurrences defined by $$\left|{ n\atop k}\right|=(\alpha n+\beta k+\gamma)\left|{n-1\atop k}\right|+(\alpha'…
We address the problem of existence of unbiased constrained parameter estimators. We show that if the constrained set of parameters is compact and the hypothesized distributions are absolutely continuous with respect to one another, then…
A popular approach for modeling and inference in spatial statistics is to represent Gaussian random fields as solutions to stochastic partial differential equations (SPDEs) of the form $L^{\beta}u = \mathcal{W}$, where $\mathcal{W}$ is…
We formalise and generalise the definition of the family of univariate double two--piece distributions, obtained by using a density--based transformation of unimodal symmetric continuous distributions with a shape parameter. The resulting…
We obtain in closed form the probability distribution for individual measurements of the stress-energy tensor of two-dimensional conformal field theory in the vacuum state, smeared in time against a Gaussian test function. The result is a…
We consider the development of unbiased estimators, to approximate the stationary distribution of Mckean-Vlasov stochastic differential equations (MVSDEs). These are an important class of processes, which frequently appear in applications…
In this work, we study the problem of distributed mean estimation with $1$-bit communication constraints when the variance is unknown. We focus on the specific case where each user has access to one i.i.d. sample drawn from a distribution…
In discrete contexts such as the degree distribution for a graph, \emph{scale-free} has traditionally been \emph{defined} to be \emph{power-law}. We propose a reasonable interpretation of \emph{scale-free}, namely, invariance under the…
When evaluating and comparing models using leave-one-out cross-validation (LOO-CV), the uncertainty of the estimate is typically assessed using the variance of the sampling distribution. Considering the uncertainty is important, as the…
We generalize the following univariate characterization of the Kummer and Gamma distributions to the cone of symmetric positive definite matrices: let $X$ and $Y$ be independent, non-degenerate random variables valued in $(0, \infty)$, then…
The Weibull distribution, with shape parameter $k>0$ and scale parameter $\lambda>0$, is one of the most popular parametric distributions in survival analysis with complete or censored data. Although inference of the parameters of the…
We present a new Unbiased Minimal Variance (UMV) estimator for the purpose of reconstructing the large--scale structure of the universe from noisy, sparse and incomplete data. Similar to the Wiener Filter (WF), the UMV estimator is derived…
Asymptotic properties of three estimators of probability density function of sample maximum $f_{(m)}:=mfF^{m-1}$ are derived, where $m$ is a function of sample size $n$. One of the estimators is the parametrically fitted by the…
Random effects model can account for the lack of fitting a regression model and increase precision of estimating area-level means. However, in case that the synthetic mean provides accurate estimates, the prior distribution may inflate an…
We show that the Gamma distribution is not an adequate fit for the probability density function of drop diameters using the Kolmogorov-Smirnov goodness of fit test. We propose a different parametrization of drop size distributions, which…
This paper presents uniform estimation and inference theory for a large class of nonparametric partitioning-based M-estimators. The main theoretical results include: (i) uniform consistency for convex and non-convex objective functions;…
Semiparametric models are useful in econometrics, social sciences and medicine application. In this paper, a new estimator based on least square methods is proposed to estimate the direction of unknown parameters in semi-parametric models.…