Related papers: Bias in Gini coefficient estimation for gamma mixt…
The bias of an estimator is defined as the difference of its expected value from the parameter to be estimated, where the expectation is with respect to the model. Loosely speaking, small bias reflects the desire that if an experiment is…
We consider the famous Rasch model, which is applied to psychometric surveys when n persons under test answer m questions. The score is given by a realization of a random binary (n,m)-matrix. Its (j,k)th component indicates whether or not…
Mutual information is a measure of the dependence between random variables that has been used successfully in myriad applications in many fields. Generalized mutual information measures that go beyond classical Shannon mutual information…
Population control is an essential component of any projector Monte Carlo algorithm. This control mechanism usually introduces a bias in the sampled quantities that is inversely proportional to the population size. In this paper, we…
This paper introduces a general framework for estimating variance components in the linear mixed models via general unbiased estimating equations, which include some well-used estimators such as the restricted maximum likelihood estimator.…
The Gini score is a popular tool in statistical modeling and machine learning for model validation and model selection. It is a purely rank based score that allows one to assess risk rankings. The Gini score for statistical modeling has…
Genome-wide association studies (GWAS) have identified thousands of genetic variants associated with complex traits, and some variants are shown to be associated with multiple complex traits. Genetic covariance between two traits is defined…
We consider the problem of estimating the error variance in a general linear model when the error distribution is assumed to be spherically symmetric, but not necessary Gaussian. In particular we study the case of a scale mixture of…
This paper proposes a class of estimators for population correlation coefficient when information about the population mean and population variance of one of the variables is not available but information about these parameters of another…
The aim of survey statistics is to produce estimates with a minimal bias and a corresponding acceptable variance given a specific budget, preferable with a minor response burden for the participants. In recent years, considerable efforts…
We consider robust covariance estimation with group symmetry constraints. Non-Gaussian covariance estimation, e.g., Tyler scatter estimator and Multivariate Generalized Gaussian distribution methods, usually involve non-convex minimization…
The aim of this paper is to establish the asymptotic behavior of the mutual influence of the Gini index and the poverty measures by using the Gaussian fields described in Mergane and Lo(2013). The results are given as representation…
In this paper we propose a bimodal gamma distribution using a quadratic transformation based on the alpha-skew-normal model. We discuss several properties of this distribution such as mean, variance, moments, hazard rate and entropy…
We derive a Bayesian framework for incorporating selection effects into population analyses. We allow for both measurement uncertainty in individual measurements and, crucially, for selection biases on the population of measurements, and…
In this paper, we study the behavior of a kernel estimator of the regression function in the right censored model with $\alpha$-mixing data . The uniform strong consistency over a real compact set of the estimate is established along with a…
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 key indicators of model stability are the population stability index (PSI), which uses the difference in population distribution, and the Kolmogorov-Smirnov statistic (KS) between two distributions. When deriving a binary choice model,…
In this paper we will show that the Gini coefficient and the introduced measure of angular inequality are special cases of a wider indexed family of measurements. We will discuss the properties of the defined class based, inter alia, on a…
There has been a growing interest in statistical inference from data satisfying the so-called manifold hypothesis, assuming data points in the high-dimensional ambient space to lie in close vicinity of a submanifold of much lower dimension.…
When using incorrect or inaccurate signal models to perform parameter estimation on a gravitational wave signal, biased parameter estimates will in general be obtained. For a single event this bias may be consistent with the posterior, but…