相关论文: Moment-based Parameter Estimation for ${\Gamma}$-p…

In this paper, we consider robust estimation of claim severity models in insurance, when data are affected by truncation (due to deductibles), censoring (due to policy limits), and scaling (due to coinsurance). In particular, robust…

We consider fluctuations of error terms $\Delta(x)$ appearing in the asymptotic formula for a summatory function of coefficients of the Dirichlet series. These are quantified via $\Omega$ and $\Omega_{\pm}$ estimates. We obtain $\Omega$…

Parameter estimation is one of the most important tasks in statistics, and is key to helping people understand the distribution behind a sample of observations. Traditionally parameter estimation is done either by closed-form solutions…

This study examines five models derived from the Pacif parametrization scheme of the Hubble parameter ($H$), yielding various linear to quintic forms of the deceleration parameter (DP). Our goal is to explore the impact of these DP…

We consider parameter estimation, hypothesis testing and variable selection for partially time-varying coefficient models. Our asymptotic theory has the useful feature that it can allow dependent, nonstationary error and covariate…

Phase wrapping is a major problem in direction-of-arrival (DOA) estimation using phase-difference observations. For a sensor pair with an inter-sensor spacing greater than half of the wavelength ($\lambda/2$) of the signal, phase wrapping…

This paper addresses the problem of state and parameter estimation for a class of second-order systems with single output. A new filtered transformation is proposed for the system via dynamic vector and matrix. In this method, the dynamics…

For many inference problems in statistics and econometrics, the unknown parameter is identified by a set of moment conditions. A generic method of solving moment conditions is the Generalized Method of Moments (GMM). However, classical GMM…

Estimation of the four generalized lambda distribution parameters is not straightforward, and available estimators that perform best have large computation times. In this paper, we introduce a simple two-step estimator of the parameters…

A general calculational method is applied to investigate symmetry relations among divergent amplitudes in a free fermion model. A very traditional work on this subject is revisited. A systematic study of one, two and three point functions…

The parametric instability of upper hybrid wave decay into back scattered upper hybrid wave and lower hybrid wave is considered for conditions of inhomogeneous plasma of spherical tokamaks. The possibility of absolute instability is…

Method of moment estimators exhibit appealing statistical properties, such as asymptotic unbiasedness, for nonconvex problems. However, they typically require a large number of samples and are extremely sensitive to model misspecification.…

Standard weak measurement with an assistant pointer and single weak interaction constrains measurement precision and quantity of interaction parameters, and a compelling characterization of quantum effect featuring weak-value amplification…

Missing data occur in a variety of applications of extreme value analysis. In the block maxima approach to an extreme value analysis, missingness is often handled by either ignoring missing observations or dropping a block of observations…

We study non-parametric estimation of the value function of an infinite-horizon $\gamma$-discounted Markov reward process (MRP) using observations from a single trajectory. We provide non-asymptotic guarantees for a general family of…

We present a maximum-likelihood method for parameter estimation in terahertz time-domain spectroscopy. We derive the likelihood function for a parameterized frequency response function, given a pair of time-domain waveforms with known…

The wavelet spectra is a common starting point for estimating the Hurst exponent of a self-similar signal using wavelet-based techniques. The decay of the $\log_2$ average energy of the detail wavelet coefficients as a function of the level…

We consider estimation of a single unknown parameter embedded in a quantum state. Quantum Cram\'er-Rao bound (QCRB) is the ultimate limit of the mean squared error for any unbiased estimator. While it can be achieved asymptotically for a…

We present improved methods for calculating confidence intervals and $p$-values in situations where standard asymptotic approaches fail due to small sample sizes. We apply these techniques to a specific class of statistical model that can…

Measurement of deviations in the Kerr metric using gravitational wave (GW) observations will provide a clear signal of new Physics. Previous studies have developed multiple parameterizations (e.g. ``bumpy" spacetime) to characterize such…