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In the present study we have proposed an improved family of estimators for estimation of population mean using the auxiliary information of median, quartile deviation, Gini's mean difference, Downton's Method, Probability Weighted Moments and their linear combinations with correlation coefficient and coefficient of variation. The performance of the proposed family of estimators is analysed by mean square error and bias and compared with the existing estimators in the literature. By this comparison we conclude that our proposed family of estimators is more efficient than the existing estimators. To support the theoretical results, we also provide the empirical study. (original abstract)
This paper presents various methods used for estimating the size of the shadow economy. Each method is evaluated and its strengths and weaknesses are discussed, as well as results each method yields. The purpose of the paper is threefold: Firstly, to demonstrate that there is no single infallible method for estimating the size and development of the shadow economy and results can differ significantly between different approaches. The MIMIC approach, discussed in greater detail, is often used due to its flexibility. Secondly, the paper discusses the very definition of the shadow economy and factors contributing to its growth. Finally, latest estimations of the size of the shadow economies of 143 countries over the period 1996 to 2014 are presented.(original abstract)
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Content available remote Estimation of the Partial Order on the Basis of Pairwise Comparisons
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The problem of estimation of the partial order on the basis of multiple pairwise comparisons in binary and multivalent form, with random errors, is investigated. The estimators are based on the idea of the nearest adjoining order (see Slater, 1961; Klukowski 2011). Two approaches are examined: comparisons indicating the direction of preference (binary) and comparisons indicating the difference of ranks (multivalent) - both with possibility of existence of incomparable elements. The properties of estimators and the optimization problems formulated in order to obtain them are similar to those for the case of complete relation. However, the assumptions about the distributions of comparison errors are different - they comprise the case of incomparable elements. (original abstract)
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Content available remote Recursive Optimal Estimation in Szarkowski Rotation Scheme
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In late 90ties Szarkowski observed that under the rotation pattern typical for the Labour Force Survey the recursion for the optimal estimator of the mean on a given occasion has to use estimators and observations only from three last occasions. Since the fundamental work of Patterson (1950) it had been known that for rotation patterns with "holes" it is a difficult problem to determine the depth of such recursion formulas. Under special assumptions the problem has been settled only recently in Kowalski and Wesołowski (2010). In the present paper it is shown that these assumptions are always satisfied in the case of the Szarkowski rotation pattern 110011. Moreover, explicit formulas for the coefficients of recursion are derived. (original abstract)
W artykule zdefiniowano ergodyczność odcinkowych łańcuchów Markowa (PMC) w sensie zwykłym i Cesaro. W celu określenia ergodyczności PMC należy zastosować odpowiednio skonstruowany trójwymiarowy jednorodny łańcuch Markowa (HMC). Pokazano również, że własności przestrzeni stanów i rozkład ergodyczny łańcucha trójwymiarowego są ściśle powiązane z własnościami przestrzeni stanów i rozkładem ergodycznym jednego HMC wprowadzonego do PMC.
In this article, we propose a class of generalized exponential type estimators to estimate the finite population mean by using two auxiliary variables under non-response in simple random sampling. The proposed estimator under non-response in different situations has been studied and gives minimum mean square error as compared to all other considered estimators. Usual exponential ratio type estimator, exponential product type estimator and many more estimators are also identified from the proposed estimator. We use three real data sets to obtain the efficiencies of estimators. (original abstract)
This paper addresses the problem of producing small area estimates of Ethnicity by Local Authority in England. A Structure Preserving approach is proposed, making use of the Generalized Structure Preserving Estimator. In order to identify the best way to use the available aggregate information, three fixed effects models with increasing levels of complexity were tested. Finite Population Mean Square Errors were estimated using a bootstrap approach. However, more complex models did not perform substantially better than simpler ones. A mixed-effects approach does not seem suitable for this particular application because of the very small sample sizes observed in many areas. Further research on a more flexible fixed-effects estimator is proposed. (original abstract)
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Content available remote An Information - Theoretic Approach to the Measurement Error Model
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In this paper, the idea of generalized maximum entropy estimation approach (Golan et al. 1996) is used to fit the general linear measurement error model. A Monte Carlo comparison is made with the classical maximum likelihood estimation (MLE) method. The results showed that, the GME is outperformed the MLE estimators in terms of mean squared error. A real data analysis is also presented. (original abstract)
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Content available remote Estimating Potential Output Using Business Survey Data in a SVAR Framework
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Potential output and the related concept of output gap play a central role in the macroeconomic policy interventions and evaluations. In particular, the output gap, defined as the difference between actual and potential output, conveys useful information on the cyclical position of a given economy. The aim of this paper is to propose estimates of the Italian potential GDP based on structural VAR models. With respect to other techniques, like the univariate filters (i.e. the Hodrick-Prescott filter), the estimates obtained through the SVAR methodology are free from end-of-sample problems, thus resulting particularly useful for short-term analysis. In order to provide information on the economic fluctuations, data coming from business surveys are considered in the SVAR model. This kind of data, given their cyclical profile, are particularly useful for detrending purposes, as they allow including information concerning the business cycle activity. To assess the estimates reliability, an end-of-sample revisions evaluation is performed. The ability of the cyclical GDP component obtained with the SVAR decomposition to detect business cycle turning points, over the expansion and recession phases of the Italian business cycle chronology is then performed. (original abstract)
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Content available remote Triangular Method of Spatial Sampling
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In this paper a new adaptive method of spatial sampling - a triangular method of spatial sampling is presented. The theory of this method is developed. Benefits of decreased size of a sample, when this method is used, are discussed. Initial sampling of the first three elements is described and density of sampling at the initial stage is obtained by Monte Carlo method. The density is defined on the basis of the logarithm of inverse square of the Euclidean distance function. Simulation of the triangular method of spatial sampling is conducted. An example is research on a forest. The aim of this research is to approximate the ability of trees to absorb carbon dioxide. In this example the triangular method of spatial sampling is used at the strata sampling stage. Density of sampling in the simulated forest is obtained using Monte Carlo method. (original abstract)
Celem pracy jest przedstawienie i uzasadnienie pewnej metody estymacji parametrów otwartego liniowego modelu von Neumanna. Metoda ta opiera się na pewnym odpowiedniku stochastycznym dla modelu teoretycznego, w którym elementom modelu nadaje się charakter probabilistyczny. (fragment tekstu)
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