Related papers: Small Area Estimation using EBLUPs under the Neste…
Linear Least Squares is a very well known technique for parameter estimation, which is used even when sub-optimal, because of its very low computational requirements and the fact that exact knowledge of the noise statistics is not required.…
This note examines the behavior of generalization capabilities - as defined by out-of-sample mean squared error (MSE) - of Linear Gaussian (with a fixed design matrix) and Linear Least Squares regression. Particularly, we consider a…
The limit distribution of the nonparametric maximum likelihood estimator for interval censored data with more than one observation time per unobservable observation, is still unknown in general. For the so-called separated case, where one…
Clustered sampling is prevalent in empirical regression discontinuity (RD) designs, but it has not received much attention in the theoretical literature. In this paper, we introduce a general model-based framework for such settings and…
Suppose data are fitted to some parametric model but that the true model happens to be one with an additional parameter. When a parameter is to be estimated one can use likelihood estimation in the wider model or in the narrow model.…
We propose to address the common problem of linear estimation in linear statistical models by using a model selection approach via penalization. Depending then on the framework in which the linear statistical model is considered namely the…
The gamma distribution is a useful model for small area prediction of a skewed response variable. We study the use of the gamma distribution for small area prediction. We emphasize a model, called the gamma-gamma model, in which the area…
Spatial small area estimation models have become very popular in some contexts, such as disease mapping. Data in disease mapping studies are exhaustive, that is, the available data are supposed to be a complete register of all the…
We study asymptotic behavior of one-step $M$-estimators based on samples from arrays of not necessarily identically distributed random variables and representing explicit approximations to the corresponding consistent $M$-estimators. These…
Predictive mean matching imputation is popular for handling item nonresponse in survey sampling. In this article, we study the asymptotic properties of the predictive mean matching estimator of the population mean. For variance estimation,…
Several well known estimators of finite population mean and its functions are investigated under some standard sampling designs. Such functions of mean include the variance, the correlation coefficient and the regression coefficient in the…
Location estimation is a central problem in functional data analysis. In this paper, we investigate penalized spline estimators of location for discretely sampled functional data under a broad class of convex loss functions. Our framework…
This work is concerned with the estimation of multidimensional regression and the asymptotic behaviour of the test involved in selecting models. The main problem with such models is that we need to know the covariance matrix of the noise to…
We address the practical construction of asymptotic confidence intervals for smooth (i.e., path-wise differentiable), real-valued statistical parameters by targeted learning from independent and identically distributed data in contexts…
Optimization software enables the solution of problems with millions of variables and associated parameters. These parameters are, however, often uncertain and represented with an analytical description of the parameter's distribution or…
Simulated Moving Bed (SMB) chromatography is a well-known technique for the resolution of several high-value-added compounds. Parameters identification and model topology definition are arduous when one is dealing with complex systems such…
Benchmarking estimation and its risk evaluation is a practically important issue in small area estimation. While Bayesian methods have been widely adopted in small area estimation, existing benchmarking approaches are often ad-hoc, such as…
We consider a linear minimum mean squared error (LMMSE) estimation framework with model mismatch where the assumed model order is smaller than that of the underlying linear system which generates the data used in the estimation process. By…
We present algorithms for nonparametric regression in settings where the data are obtained sequentially. While traditional estimators select bandwidths that depend upon the sample size, for sequential data the effective sample size is…
We introduce a new small area predictor when the Fay-Herriot normal error model is fitted to a logarithmically transformed response variable, and the covariate is measured with error. This framework has been previously studied by Mosaferi…