Gotowe bibliografie tematyczne / Estimator Procedure

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Gotowa bibliografia na temat „Estimator Procedure”

Autor: Grafiati

Data publikacji: 8 września 2023

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Artykuły w czasopismach na temat "Estimator Procedure"

Gould, W. R., L. A. Stefanski i K. H. Pollock. "Use of simulation–extrapolation estimation in catch–effort analyses". Canadian Journal of Fisheries and Aquatic Sciences 56, nr 7 (1.07.1999): 1234–40. http://dx.doi.org/10.1139/f99-052.

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All catch-effort estimation methods implicitly assume catch and effort are known quantities, whereas in many cases, they have been estimated and are subject to error. We evaluate the application of a simulation-based estimation procedure for measurement error models (J.R. Cook and L.A. Stefanski. 1994. J. Am. Stat. Assoc. 89: 1314-1328) in catch-effort studies. The technique involves a simulation component and an extrapolation step, hence the name SIMEX estimation. We describe SIMEX estimation in general terms and illustrate its use with applications to real and simulated catch and effort data. Correcting for measurement error with SIMEX estimation resulted in population size and catchability coefficient estimates that were substantially less than naive estimates, which ignored measurement errors in some cases. In a simulation of the procedure, we compared estimators from SIMEX with "naive" estimators that ignore measurement errors in catch and effort to determine the ability of SIMEX to produce bias-corrected estimates. The SIMEX estimators were less biased than the naive estimators but in some cases were also more variable. Despite the bias reduction, the SIMEX estimator had a larger mean squared error than the naive estimator for one of two artificial populations studied. However, our results suggest the SIMEX estimator may outperform the naive estimator in terms of bias and precision for larger populations.

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Cordue, Patrick L. "Designing optimal estimators for fish stock assessment". Canadian Journal of Fisheries and Aquatic Sciences 55, nr 2 (1.02.1998): 376–86. http://dx.doi.org/10.1139/f97-228.

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Many estimation procedures are used in the provision of fisheries stock assessment advice. Most procedures use estimators that have optimal large-sample characteristics, but these are often applied to small-sample data sets. In this paper, a minimum integrated average expected loss (MIAEL) estimation procedure is presented. By its design a MIAEL estimator has optimal characteristics for the type of data it is applied to, given that the model assumptions of the particular problem are satisfied. The estimation procedure is developed within a decision-theoretic framework and illustrated with a Bernoulli and a fisheries example. MIAEL estimation is related to optimal Bayes estimation, as both procedures seek an estimator that minimizes an integrated loss function. In most fisheries applications a global MIAEL estimator will be difficult to determine, and a MIAEL estimator will need to be found within a given class of estimators. "Squared f-error," a generalization of the common squared error loss function is defined. It is shown that an estimator can be improved (for a given squared f-error loss function) by using its best linear transformation which is the MIAEL estimator within the class of linear transformations (in f space).

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Rautenbach, H. M., i J. J. J. Roux. "Statistical analysis based on quaternion normal random variables". Suid-Afrikaanse Tydskrif vir Natuurwetenskap en Tegnologie 4, nr 3 (18.03.1985): 120–27. http://dx.doi.org/10.4102/satnt.v4i3.1042.

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The quaternion normal distribution is derived and a number of characteristics are highlighted. The maximum likelihood estimation procedure in the quaternion case is examined and the conclusion is reached that the estimation procedure is simplified if the unknown parameters of the associated real probability density function are estimated. The quaternion estimator is then obtained by regarding these estimators as the components of the quaternion estimator. By means of a example attention is given to a test criterium which can be used in the quaternion model.

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Schreuder, H. T., Z. Ouyang i M. Williams. "Point-Poisson, point-pps, and modified point-pps sampling: efficiency and variance estimation". Canadian Journal of Forest Research 22, nr 8 (1.08.1992): 1071–78. http://dx.doi.org/10.1139/x92-142.

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Modified point-pps (probability proportional to size) sampling selects at least one sample tree per point and yields a fixed sample size. Point-Poisson sampling is as efficient as this modified procedure but less efficient than regular point-pps sampling in a simulation study estimating total volume using either the Horvitz–Thompson (ŶHT) or the weighted regression estimator (Ŷwr). Point-pps sampling is somewhat more efficient than point-Poisson sampling for all estimators except ŶHT, and point-Poisson sampling is always somewhat more efficient than modified point-pps sampling across.all estimators. For board foot volume the regression estimators are more efficient than ŶHT for all three procedures. Point-pps sampling is always most efficient, except for ŶHT, and point-Poisson sampling is always more efficient than the modified point-pps procedure. We recommend using Ŷgr (generalized regression estimator), Ŷwr, or ŶHT for total volume and Ŷgr for board foot volume. Three variance estimators estimate the variances of the regression estimates with small bias; we recommend the simple bootstrap variance estimator because it is simple to compute and does as well as its two main competitors. It does well for ŶHT, too, for all three procedures and should be used for ŶHT in point-Ppisson sampling in preference to the Grosenbaugh variance approximation. An unbiased variance estimator is given for ŶHT with the modified point-pps procedure, but the simple bootstrap variance is equally good.

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Koppelman, Frank S., i Laurie A. Garrow. "Efficiently Estimating Nested Logit Models with Choice-Based Samples". Transportation Research Record: Journal of the Transportation Research Board 1921, nr 1 (styczeń 2005): 63–69. http://dx.doi.org/10.1177/0361198105192100108.

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Choice-based samples oversample infrequently chosen alternatives to obtain an effective representation of the behavior of people who select these alternatives. However, the use of choice-based samples requires recognition of the sampling process in formulating the estimation procedure. In general, this procedure can be accomplished by applying weights to the observed choices in the estimation process. Unfortunately, the use of such weighted estimation procedures for choice models does not yield efficient estimators. However, for the special case of the multinomial logit model with a full set of alternative-specific constants, the standard maximum likelihood estimator–-which is efficient–-can be used with adjustment of the alternative-specific constants. The same maximum likelihood estimator can also be used with adjustment to estimate nested logit models with choice-based samples. The proof of this property is qualitatively described, and examples demonstrate how to apply the adjustment procedure.

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Fatima, Mehreen, Saman Hanif Shahbaz, Muhammad Hanif i Muhammad Qaiser Shahbaz. "A modified regression-cum-ratio estimator for finite population mean in presence of nonresponse using ranked set sampling". AIMS Mathematics 7, nr 4 (2022): 6478–88. http://dx.doi.org/10.3934/math.2022361.

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<abstract> <p>Several situations arise where decision-making is required for some characteristics of an asymmetrical population for example estimation of the weekly number of server breakdowns at a company. The estimation methods based upon classical sampling designs are not suitable in such situations and some specialized methods and/or estimators are required. The ranked set sampling is a procedure that is suitable in such situations. In this paper, a new estimator is proposed that can be used to estimate population characteristics in case of asymmetrical populations. The proposed estimator is useful for estimation of population mean in the presence of non-response in study variable by using ranked set sampling procedure. The estimator is based upon two auxiliary variables to reduce the effect of asymmetry. The use of two auxiliary variables is also helpful in minimizing the variation in the estimation of the population mean of the study variable. The ranked set sampling procedure is used to get better accuracy as the actual measurements may be time-consuming, expensive, or difficult to obtain in a small sample size. The use of ranked set sampling also reduces the effect of asymmetry in the characteristics under study. The expressions for the mean square error and bias for the proposed estimators have been derived. The performance of the proposed estimator is evaluated by using real-life data and a simulation study is carried out to get an overview of efficiency. The relative efficiency of the proposed estimator is compared with some existing estimators. It has been found that the proposed estimator is highly efficient as compared with Mohanty's regression cum ratio estimator in simple random sampling and is more reliable in the case of non-response with a small sample size.</p> </abstract>

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Chen, Liqiong, Antonio F. Galvao i Suyong Song. "Quantile Regression with Generated Regressors". Econometrics 9, nr 2 (12.04.2021): 16. http://dx.doi.org/10.3390/econometrics9020016.

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This paper studies estimation and inference for linear quantile regression models with generated regressors. We suggest a practical two-step estimation procedure, where the generated regressors are computed in the first step. The asymptotic properties of the two-step estimator, namely, consistency and asymptotic normality are established. We show that the asymptotic variance-covariance matrix needs to be adjusted to account for the first-step estimation error. We propose a general estimator for the asymptotic variance-covariance, establish its consistency, and develop testing procedures for linear hypotheses in these models. Monte Carlo simulations to evaluate the finite-sample performance of the estimation and inference procedures are provided. Finally, we apply the proposed methods to study Engel curves for various commodities using data from the UK Family Expenditure Survey. We document strong heterogeneity in the estimated Engel curves along the conditional distribution of the budget share of each commodity. The empirical application also emphasizes that correctly estimating confidence intervals for the estimated Engel curves by the proposed estimator is of importance for inference.

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Chang, Yen-Ching. "Speeding up estimation of the Hurst exponent by a two-stage procedure from a large to small range". Engineering Computations 34, nr 1 (6.03.2017): 3–17. http://dx.doi.org/10.1108/ec-01-2016-0036.

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Purpose The Hurst exponent has been very important in telling the difference between fractal signals and explaining their significance. For estimators of the Hurst exponent, accuracy and efficiency are two inevitable considerations. The main purpose of this study is to raise the execution efficiency of the existing estimators, especially the fast maximum likelihood estimator (MLE), which has optimal accuracy. Design/methodology/approach A two-stage procedure combining a quicker method and a more accurate one to estimate the Hurst exponent from a large to small range will be developed. For the best possible accuracy, the data-induction method is currently ideal for the first-stage estimator and the fast MLE is the best candidate for the second-stage estimator. Findings For signals modeled as discrete-time fractional Gaussian noise, the proposed two-stage estimator can save up to 41.18 per cent the computational time of the fast MLE while remaining almost as accurate as the fast MLE, and even for signals modeled as discrete-time fractional Brownian motion, it can also save about 35.29 per cent except for smaller data sizes. Originality/value The proposed two-stage estimation procedure is a novel idea. It can be expected that other fields of parameter estimation can apply the concept of the two-stage estimation procedure to raise computational performance while remaining almost as accurate as the more accurate of two estimators.

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Sohail, Muhammad Umair, Nursel Koyuncu i Muhammad Areeb Iqbal Sethi. "Almost Unbiased Estimation of Coefficient of Dispression from Imputed Data". STATISTICS, COMPUTING AND INTERDISCIPLINARY RESEARCH 3, nr 2 (31.12.2021): 143–54. http://dx.doi.org/10.52700/scir.v3i2.55.

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This article develops an almost unbiased estimation of coefficient of dispersion by the productive use of coefficient of dispersion of the auxiliary variable in two phase sampling. Expressions for variances of the proposed estimators are obtained up to first order of approximation. The relative efficiencies of proposed unbiased ratio estimator are compared with navie estimator by using simulated data sets. Thus, we conclude that the proposed imputation procedure is more efficient than traditional estimator.

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Rozprawy doktorskie na temat "Estimator Procedure"

Dharmasena, Tibbotuwa Deniye Kankanamge Lasitha Sandamali, i Sandamali dharmasena@rmit edu au. "Sequential Procedures for Nonparametric Kernel Regression". RMIT University. Mathematical and Geospatial Sciences, 2008. http://adt.lib.rmit.edu.au/adt/public/adt-VIT20090119.134815.

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In a nonparametric setting, the functional form of the relationship between the response variable and the associated predictor variables is unspecified; however it is assumed to be a smooth function. The main aim of nonparametric regression is to highlight an important structure in data without any assumptions about the shape of an underlying regression function. In regression, the random and fixed design models should be distinguished. Among the variety of nonparametric regression estimators currently in use, kernel type estimators are most popular. Kernel type estimators provide a flexible class of nonparametric procedures by estimating unknown function as a weighted average using a kernel function. The bandwidth which determines the influence of the kernel has to be adapted to any kernel type estimator. Our focus is on Nadaraya-Watson estimator and Local Linear estimator which belong to a class of kernel type regression estimators called local polynomial kerne l estimators. A closely related problem is the determination of an appropriate sample size that would be required to achieve a desired confidence level of accuracy for the nonparametric regression estimators. Since sequential procedures allow an experimenter to make decisions based on the smallest number of observations without compromising accuracy, application of sequential procedures to a nonparametric regression model at a given point or series of points is considered. The motivation for using such procedures is: in many applications the quality of estimating an underlying regression function in a controlled experiment is paramount; thus, it is reasonable to invoke a sequential procedure of estimation that chooses a sample size based on recorded observations that guarantees a preassigned accuracy. We have employed sequential techniques to develop a procedure for constructing a fixed-width confidence interval for the predicted value at a specific point of the independent variable. These fixed-width confidence intervals are developed using asymptotic properties of both Nadaraya-Watson and local linear kernel estimators of nonparametric kernel regression with data-driven bandwidths and studied for both fixed and random design contexts. The sample sizes for a preset confidence coefficient are optimized using sequential procedures, namely two-stage procedure, modified two-stage procedure and purely sequential procedure. The proposed methodology is first tested by employing a large-scale simulation study. The performance of each kernel estimation method is assessed by comparing their coverage accuracy with corresponding preset confidence coefficients, proximity of computed sample sizes match up to optimal sample sizes and contrasting the estimated values obtained from the two nonparametric methods with act ual values at given series of design points of interest. We also employed the symmetric bootstrap method which is considered as an alternative method of estimating properties of unknown distributions. Resampling is done from a suitably estimated residual distribution and utilizes the percentiles of the approximate distribution to construct confidence intervals for the curve at a set of given design points. A methodology is developed for determining whether it is advantageous to use the symmetric bootstrap method to reduce the extent of oversampling that is normally known to plague Stein's two-stage sequential procedure. The procedure developed is validated using an extensive simulation study and we also explore the asymptotic properties of the relevant estimators. Finally, application of our proposed sequential nonparametric kernel regression methods are made to some problems in software reliability and finance.

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Lee, Stephen Man Sing. "Generalised bootstrap procedures". Thesis, University of Cambridge, 1993. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.319569.

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Chan, Tsz-hin, i 陳子軒. "Hybrid bootstrap procedures for shrinkage-type estimators". Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2012. http://hub.hku.hk/bib/B48521826.

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In statistical inference, one is often interested in estimating the distribution of a root, which is a function of the data and the parameters only. Knowledge of the distribution of a root is useful for inference problems such as hypothesis testing and the construction of a confidence set. Shrinkage-type estimators have become popular in statistical inference due to their smaller mean squared errors. In this thesis, the performance of different bootstrap methods is investigated for estimating the distributions of roots which are constructed based on shrinkage estimators. Focus is on two shrinkage estimation problems, namely the James-Stein estimation and the model selection problem in simple linear regression. A hybrid bootstrap procedure and a bootstrap test method are proposed to estimate the distributions of the roots of interest. In the two shrinkage problems, the asymptotic errors of the traditional n-out-of-n bootstrap, m-out-of-n bootstrap and the proposed methods are derived under a moving parameter framework. The problem of the lack of uniform consistency of the n-out-of-n and the m-out-of-n bootstraps is exposed. It is shown that the proposed methods have better overall performance, in the sense that they yield improved convergence rates over almost the whole range of possible values of the underlying parameters. Simulation studies are carried out to illustrate the theoretical findings.
published_or_final_version
Statistics and Actuarial Science
Master
Master of Philosophy

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Binard, Carole. "Estimation de fonctions de régression : sélection d'estimateurs ridge, étude de la procédure PLS1 et applications à la modélisation de la signature génique du cancer du poumon". Thesis, Nice, 2016. http://www.theses.fr/2016NICE4015.

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Cette thèse porte sur l’estimation d'une fonction de régression fournissant la meilleure relation entredes variables pour lesquelles on possède un certain nombre d’observations. Une première partie portesur une étude par simulation de deux méthodes automatiques de sélection du paramètre de laprocédure d'estimation ridge. D'un point de vue plus théorique, on présente et compare ensuite deuxméthodes de sélection d'un multiparamètre intervenant dans une procédure d'estimation d'unefonction de régression sur l'intervalle [0,1]. Dans une deuxième partie, on étudie la qualité del'estimateur PLS1, d'un point de vue théorique, à travers son risque quadratique et, plus précisément,le terme de variance dans la décomposition biais/variance de ce risque. Enfin, dans une troisièmepartie, une étude statistique sur données réelles est menée afin de mieux comprendre la signaturegénique de cellules cancéreuses à partir de la signature génique des sous-types cellulaires constituantle stroma tumoral associé
This thesis deals with the estimation of a regression function providing the best relationship betweenvariables for which we have some observations. In a first part, we complete a simulation study fortwo automatic selection methods of the ridge parameter. From a more theoretical point of view, wethen present and compare two selection methods of a multiparameter, that is used in an estimationprocedure of a regression function on [0,1]. In a second part, we study the quality of the PLS1estimator through its quadratic risk and, more precisely, the variance term in its bias/variancedecomposition. In a third part, a statistical study is carried out in order to explain the geneticsignature of cancer cells thanks to the genetic signatures of cellular subtypes which compose theassociated tumor stroma

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Denne, Jonathan S. "Sequential procedures for sample size estimation". Thesis, University of Bath, 1996. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.320460.

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Gao, Weiguo. "Portfolio optimization based on robust estimation procedures". Link to electronic thesis, 2004. http://www.wpi.edu/Pubs/ETD/Available/etd-0430104-144655/.

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Ehlers, Rene. "Maximum likelihood estimation procedures for categorical data". Pretoria : [s.n.], 2002. http://upetd.up.ac.za/thesis/available/etd-07222005-124541.

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Adams, Michael Roy. "Development of a User Cost Estimation Procedure for Work Zones". Diss., CLICK HERE for online access, 2005. http://contentdm.lib.byu.edu/ETD/image/etd860.pdf.

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Mohamed, Ahmed H. "Optimizing the estimation procedure in INS/GPS integration for kinematic applications". Thesis, National Library of Canada = Bibliothèque nationale du Canada, 1999. http://www.collectionscanada.ca/obj/s4/f2/dsk1/tape8/PQDD_0031/NQ38492.pdf.

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Ericsson, Anna. "Evaluation of an automated formant estimation procedure with optimized formant ceiling". Thesis, Stockholms universitet, Institutionen för lingvistik, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:su:diva-185197.

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This study evaluates an automated formant estimation procedure designed to adapt to speakers and variations in speech. The adaption is achieved by using the formant ceiling with the least variation (in combined estimates of F1 and F2) as the optimal ceiling. This optimization renders the best possible estimations given the data, therefore it could presumably also adapt to variations such as high fo. The procedure has not been evaluated by using material with known formant frequencies. Therefore, this is done here. The performance of the procedure is tested through comparison with a common procedure with fixed ceilings, based on speaker sex. The estimations are carried out on synthetic vowel tokens, systematically varied in formant frequencies and in fo, to match the natural variation within vowels and between speakers. The formant estimations are compared to target values, compared between procedures and to earlier studies. The results reveal that the formant estimation procedure with optimized ceilings does not perform better than the common procedure. Both procedures perform better than earlier methods, but neither deals satisfactorily with high fo.
Denna studie utvärderar en automatisk formantmätningsprocedur utvecklad för anpassning efter talare och variationer i tal. Anpassningen åstadkoms genom att använda det formanttak som uppvisar minst variation (i mätningar av F1 och F2 i kombination) som det optimerade taket. Denna optimering ger bästa möjliga estimeringar utifrån data, därför skulle troligtvis anpassningen även kunna ske till variation såsom hög fo. Proceduren har inte utvärderats genom att använda material med kända formantfrekvenser, varför det görs här. Formantmätningsprocedurens prestation testas genom jämförelse med gängse procedur med fasta formanttak, baserade på skillnader mellan kön. Formantmätningarna utförs på syntetiska vokalexemplar, systematiskt varierade i formantfrekvenser och i fo för att motsvara naturlig variation inom vokaler och mellan talare. Formantmätningarna jämförs mot ursprungsvärdena, procedurerna sinsemellan och med tidigare studier. Resultatet visar att formantmätningsproceduren med optimerat formanttak inte presterar bättre än den gängse proceduren. Båda procedurer presterar bättre än tidigare metoder, men ingen hanterar hög fo på ett tillfredställande sätt.

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Książki na temat "Estimator Procedure"

Fole, Alemayehu Geda, i Kenya Institute for Public Policy Research and Analysis., red. Estimation procedure and estimated results of the KIPPRA-Treasury Macro Model. Nairobi, Kenya: Kenya Institute for Public Policy Research and Analysis, 2001.

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Ashworth, A. Willis's practice and procedure for the quantity surveyor. Oxford: Blackwell Science, 2002.

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Johnston, Hal. Bidding and estimating procedures for construction. Wyd. 2. Upper Saddle River, NJ: Prentice Hall, 2001.

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A, Ashworth, i Willis Arthur James 1895-, red. Practice and procedure for the quantity surveyor. Wyd. 9. London: Collins, 1987.

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A, Ashworth, i Willis J. Andrew, red. Practice and procedure for the quantity surveyor. Oxford: Blackwell Scientific Publications, 1994.

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Alabi, Oladipo. Builders' pricing and tendering procedures in Nigeria. Ibadan, Nigeria: Julab Publishers, 1987.

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Marshall & Swift (Firm), red. Repair/remodel program procedure manual. Los Angeles: Marshall & Swift, 1985.

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Willis, Christopher J. Practice and procedure for the quantity surveyor. Wyd. 9. Oxford: BSP Professional, 1990.

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D, Mahoney William, i R. S. Means Company, red. Means mechanical estimating: Standards and procedures. Kingston, Ma: R.S. Means Co., 1987.

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Ives, Sallie M. Population estimation procedures for small areas. Alexandria, VA: American Chamber of Commerce Researchers Association, 1991.

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Części książek na temat "Estimator Procedure"

Di Cosmo, Lucio. "Plot Level Estimation Procedures and Models". W Springer Tracts in Civil Engineering, 119–49. Cham: Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-030-98678-0_6.

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AbstractQuantitative variable raw data recorded in the sample plots require pre-processing before the NFI estimators of totals and densities can be used to produce statistics. The objective of the plot level estimates is to estimate the variables of interest for each sample point expanded to the 1 km2 area of the cell that the point represents. The intensity and complexity of the computations vary considerably depending on the variable, the way it is obtained by the measured items (e.g., DBH measurement vs. basal area), whether all the items in the sample plot or only a subsample of them are measured, and the availability of models. The definitive result of the computations are tallies, volumes, biomass and carbon stocks but estimates of additional variables at intermediate steps may be needed (e.g., total tree height). This chapter describes the methods and the models used in INFC2015 for the estimation of the variables related to trees (e.g., tallies, basal area), small trees and shrubs (e.g., biomass, carbon stock), stumps (e.g., volume, biomass), stock variation (e.g., the wood annually produced by growth and that removed). Some of the models described were produced in view of the INFC needs, before and after it was established in 2001, while others were created during the NFI computation processes. Finally, the conversion factors needed to estimate the biomass of deadwood, saplings and shrubs were obtained through an additional field campaign of the second Italian NFI (INFC2005) and the following laboratory analyses.

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Campolo, Maria Gabriella, Antonino Di Pino Incognito i Edoardo Otranto. "Reducing Bias of the Matching Estimator of Treatment Effect in a Nonexperimental Evaluation Procedure". W Models for Data Analysis, 87–107. Cham: Springer International Publishing, 2023. http://dx.doi.org/10.1007/978-3-031-15885-8_7.

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Heumann, Christian, i Moritz Grenke. "An Efficient Model Averaging Procedure for Logistic Regression Models Using a Bayesian Estimator with Laplace Prior". W Statistical Modelling and Regression Structures, 79–90. Heidelberg: Physica-Verlag HD, 2009. http://dx.doi.org/10.1007/978-3-7908-2413-1_5.

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Frühwirth, Rudolf, i Are Strandlie. "Track Fitting". W Pattern Recognition, Tracking and Vertex Reconstruction in Particle Detectors, 103–27. Cham: Springer International Publishing, 2020. http://dx.doi.org/10.1007/978-3-030-65771-0_6.

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AbstractTrack fitting is an application of established statistical estimation procedures with well-known properties. For a long time, estimators based on the least-squares principle were—with some notable exceptions—the principal methods for track fitting. More recently, robust and adaptive methods have found their way into the reconstruction programs. The first section of the chapter presents least-squares regression, the extended Kalman filter, regression with breakpoints, general broken lines and the triplet fit. The following section discusses robust regression by the M-estimator, the deterministic annealing filter, and the Gaussian-sum filter for electron reconstruction. The next section deals with linearized fits of space points to circles and helices. The chapter concludes with a section on track quality and shows how to test the track hypothesis, how to detect outliers, and how to find kinks in a track.

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von Collani, Elart, i Klaus Dräger. "Traditional Estimation Procedures". W Binomial Distribution Handbook for Scientists and Engineers, 32–56. Boston, MA: Birkhäuser Boston, 2001. http://dx.doi.org/10.1007/978-1-4612-0215-8_3.

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Lieberman, Offer, i László Mátyás. "Improved Estimation Procedures". W Advanced Studies in Theoretical and Applied Econometrics, 574–82. Dordrecht: Springer Netherlands, 1996. http://dx.doi.org/10.1007/978-94-009-0137-7_21.

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Magiera, Ryszard. "Bayes Sequential Estimation Procedures". W Operations Research ’92, 372–74. Heidelberg: Physica-Verlag HD, 1993. http://dx.doi.org/10.1007/978-3-662-12629-5_103.

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Boone, William J., i John R. Staver. "Rasch Measurement Estimation Procedures". W Advances in Rasch Analyses in the Human Sciences, 187–98. Cham: Springer International Publishing, 2020. http://dx.doi.org/10.1007/978-3-030-43420-5_14.

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McDonald, Lyman L., i Bryan F. J. Manly. "Calibration of Biased Sampling Procedures". W Estimation and Analysis of Insect Populations, 467–83. New York, NY: Springer New York, 1989. http://dx.doi.org/10.1007/978-1-4612-3664-1_34.

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Farebrother, Richard William. "The Least Median of Squared Residuals Procedure". W L1-Norm and L∞-Norm Estimation, 37–41. Berlin, Heidelberg: Springer Berlin Heidelberg, 2013. http://dx.doi.org/10.1007/978-3-642-36300-9_6.

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Streszczenia konferencji na temat "Estimator Procedure"

Corbier, C., J.-C. Carmona i V. A. Alvarado. "A new robust estimation approach: An extended threshold M-estimator procedure". W 2011 8th International Conference on Electrical Engineering, Computing Science and Automatic Control (CCE 2011). IEEE, 2011. http://dx.doi.org/10.1109/iceee.2011.6106691.

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Barone, Steven, Goran Svenda i Sonja Kanjuh. "Distribution State Estimator Tuning Procedure – SA Power Networks' Challenges and Learnings". W 2022 IEEE PES Innovative Smart Grid Technologies Conference Europe (ISGT-Europe). IEEE, 2022. http://dx.doi.org/10.1109/isgt-europe54678.2022.9960636.

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Shopa, Nikita, Dmitry Bazylev, Sergey Vrazhevsky i Artem Kremlev. "Parameter Estimator for Twin Rotor MIMO System based on DREM Procedure". W 17th International Conference on Informatics in Control, Automation and Robotics. SCITEPRESS - Science and Technology Publications, 2020. http://dx.doi.org/10.5220/0009875506890694.

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Tetambe, Ravi P., i C. Rajakumar. "Estimation of Error in Acoustic Analysis". W ASME 1994 International Computers in Engineering Conference and Exhibition and the ASME 1994 8th Annual Database Symposium collocated with the ASME 1994 Design Technical Conferences. American Society of Mechanical Engineers, 1994. http://dx.doi.org/10.1115/cie1994-0443.

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Abstract Application of error estimation in acoustical analysis is shown. Based on the Zienkiewicz-Zhu1 error estimator for stress analysis, a procedure for predicting the error in pressure distribution computed from a frequency domain analysis of acoustic cavities is outlined. Examples are presented to illustrate the usefulness of the error estimator in adaptively meshing the acoustic domain to minimize the error at different excitation frequencies.

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Di Carlo, Simone, Alessandro Fontanella, Alan Facchinetti, Sara Muggiasca, Federico Taruffi i Marco Belloli. "Experimental Validation of a Wave Elevation Observer on a Floating Wind Turbine Model". W ASME 2021 3rd International Offshore Wind Technical Conference. American Society of Mechanical Engineers, 2021. http://dx.doi.org/10.1115/iowtc2021-3508.

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Abstract The scope of this work is to investigate if and how it is possible to estimate the incident wave elevation on a floating wind turbine, with the purpose of improved control strategies. A Kalman based algorithm is proposed, which receives as input the rigid motions of the floater and estimates the wave elevation hitting the floating platform. The structure of the observer is described and the estimator is tested numerically on the OC3-Hywind platform coupled with the 5-MW reference wind turbine from NREL. Limitations to the estimation procedure are discussed. Finally the algorithm is tested on experimental data coming from a wave basin experimental campaign on a floating wind turbine model. The algorithm still needs improvements, but results are encouraging in the development of this technology.

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Almeida, C. A. "An Effective Adaptive Procedure in Nonlinear Finite Element Analysis". W ASME 1995 15th International Computers in Engineering Conference and the ASME 1995 9th Annual Engineering Database Symposium collocated with the ASME 1995 Design Engineering Technical Conferences. American Society of Mechanical Engineers, 1995. http://dx.doi.org/10.1115/cie1995-0746.

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Abstract A methodology initially proposed for authomatic mesh generation of triangular and quadrilateral finite element discretizations in linear two-dimension problems is now extended to material nonlinear analysis. The technique, which is based on a h-adaptive process, is capable of achieving a specified discretization density using a powerful mesh generator. The element solutions at the nodes are obtained through a general stress recovery procedure employing an a posteriori error estimator. The constitutive equation is approached in the formulation using a flow theory to describe the elasto-plastic material behavior. In this study the von Mises condition is employed for the state of multiaxial stress corresponding to the start of plastic flow, the normality condition furnishes a flow rule in the plastic strain increments subsequent to yielding and the kinematic hardening is assumed as hardening rule. The adaptive procedure is based on the complete mesh regeneration and specific mesh requirements (boundary conditions, geometry definitions and space node function), and aims for an optimality condition with the least number of elements that yields an uniform error distribution in all elements. In the stress recovery process the nodal values are assumed to belong to a polinomial expansion defined over patches of elements adjoining a particular assembly node considered. The nodal point parameters, at each element, are obtained using a least square fit of superconvergent sampling points existing in the patch. The material uniaxial elasto-plastic constitutive behavior is represented using overlays, defined over small strain increments, allowing for the representation of the material kinematic hardening behavior beyond the classical bilinear relation. The procedure error estimation is obtained from differences between the post-processed stress gradients and those from the finite element solutions. The energy error norm associated with stress field diferences and the finite element strain energy gives an effective error estimate, used for comparison with the process tolerance. Evaluation of the proposed technique is presented through two numerical sampling analyses that illustrate its applicability in the improvement of the solution accurance of general two-dimension finite element model solutions.

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Tarraf, Danielle C., i H. Harry Asada. "Non-Disruptive Online Identification of Linearly Parametrized Systems". W ASME 2001 International Mechanical Engineering Congress and Exposition. American Society of Mechanical Engineers, 2001. http://dx.doi.org/10.1115/imece2001/dsc-24572.

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Abstract The subject of this paper is online identification of systems described by linearly parametrized models, under the assumption that the parameters in question are slowly time varying, and with the requirement that the normal operation of the system is left completely undisturbed by the estimation procedure. A Lyapunov-based parameter estimator design for a class of LP systems is presented, assuming that we have no control over any of the system inputs, including control inputs. The estimation is guaranteed to converge provided good knowledge of extreme scenarios is available and provided certain observability-like requirements, derived in the paper, are met. The proposed design procedure is interpreted in the light of observer design for an ‘envelope’, augmented system where the parameters to be estimated are treated as slow state variables. Illustrative numerical examples follow; Good performance is observed both for the idealized case and for the case where sensor noise is present.

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Fernandes, P., P. Girdinio, P. Molfino i M. Repetto. "An enhanced error estimator procedure for finite element field computation with adaptive mesh refinement". W International Conference on Magnetics. IEEE, 1990. http://dx.doi.org/10.1109/intmag.1990.734626.

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Li, D. Q. "Bayesian Estimation of Occurrence Probability of Cracks in Offshore Platforms". W 25th International Conference on Offshore Mechanics and Arctic Engineering. ASMEDC, 2006. http://dx.doi.org/10.1115/omae2006-92079.

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To ensure safety of offshore platforms, non-destructive inspections are often conducted after the installation of offshore platforms. It is often impractical to inspect 100 percent of tubular joints of offshore platforms due to high costs and possible delays. Accordingly, the presence of cracks may not be fully detected as only a limited number of tubular joints can be inspected. This paper proposes a procedure to predict the occurrence probability of crack in tubular joints of offshore platforms based on ultrasonic inspections supplemented with engineers’ experiences. This procedure is developed in the Bayesian framework. To conduct the updating and estimating of the occurrence probability of cracks, formulae for calculating the updated probability distribution and Bayesian estimator of occurrence probability are derived. Then, the occurrence probability of crack is updated based on results from ultrasonic inspections. Results from numerical examples indicate that a reasonable estimation of the occurrence probability of crack can be obtained using the proposed procedure. Both the inspection results from the ultrasonic inspection and the crack size have a significant influence on the estimated occurrence probability of crack. The use of the available information from engineers’ experiences or similar projects can lead to a more accurate estimation of the occurrence probability of crack. The quality of offshore platforms will be overestimated if the uncertainty in crack size is not accounted for.

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Filip, I., I. Szeidert, L. Mihet-Popa i C. Vasar. "On-line tuning procedure of a recursive parameter estimator used for a synchronous generator adaptive control". W IEEE International Joint Conference on Computational Cybernetics and Technical Informatics (ICCC-CONTI 2010). IEEE 8th International Conference on Computational Cybernetics and 9th International Conference on Technical Informatics. IEEE, 2010. http://dx.doi.org/10.1109/icccyb.2010.5491229.

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Raporty organizacyjne na temat "Estimator Procedure"

Cattaneo, Matias D., Richard K. Crump i Weining Wang. Beta-Sorted Portfolios. Federal Reserve Bank of New York, lipiec 2023. http://dx.doi.org/10.59576/sr.1068.

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Beta-sorted portfolios—portfolios comprised of assets with similar covariation to selected risk factors—are a popular tool in empirical finance to analyze models of (conditional) expected returns. Despite their widespread use, little is known of their statistical properties in contrast to comparable procedures such as two-pass regressions. We formally investigate the properties of beta-sorted portfolio returns by casting the procedure as a two-step nonparametric estimator with a nonparametric first step and a beta-adaptive portfolios construction. Our framework rationalizes the well-known estimation algorithm with precise economic and statistical assumptions on the general data generating process. We provide conditions that ensure consistency and asymptotic normality along with new uniform inference procedures allowing for uncertainty quantification and general hypothesis testing for financial applications. We show that the rate of convergence of the estimator is non-uniform and depends on the beta value of interest. We also show that the widely used Fama-MacBeth variance estimator is asymptotically valid but is conservative in general and can be very conservative in empirically relevant settings. We propose a new variance estimator, which is always consistent and provide an empirical implementation which produces valid inference. In our empirical application we introduce a novel risk factor—a measure of the business credit cycle—and show that it is strongly predictive of both the cross-section and time-series behavior of U.S. stock returns.

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Villamizar-Villegas, Mauricio, i Yasin Kursat Onder. Uncovering Time-Specific Heterogeneity in Regression Discontinuity Designs. Banco de la República de Colombia, listopad 2020. http://dx.doi.org/10.32468/be.1141.

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The literature that employs Regression Discontinuity Designs (RDD) typically stacks data across time periods and cutoff values. While practical, this procedure omits useful time heterogeneity. In this paper we decompose the RDD treatment effect into its weighted time-value parts. This analysis adds richness to the RDD estimand, where each time-specific component can be different and informative in a manner that is not expressed by the single cutoff or pooled regressions. To illustrate our methodology, we present two empirical examples: one using repeated cross-sectional data and another using time-series. Overall, we show a significant heterogeneity in both cutoff and time-specific effects. From a policy standpoint, this heterogeneity can pick up key differences in treatment across economically relevant episodes. Finally, we propose a new estimator that uses all observations from the original design and which captures the incremental effect of policy given a state variable. We show that this estimator is generally more precise compared to those that exclude observations exposed to other cutoffs or time periods. Our proposed framework is simple and easily replicable and can be applied to any RDD application that carries an explicitly traceable time dimension.

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Stanley, Bill, undefined i undefined. CPRC Carbon Estimate Procedures. The Nature Conservancy, maj 2003. http://dx.doi.org/10.3411/col.12121754.

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Medler, Charles L. Direct Statistical Thermal Wind Estimation Procedure. Fort Belvoir, VA: Defense Technical Information Center, marzec 1989. http://dx.doi.org/10.21236/ada211256.

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Evans, James, David Kretschmann i David Green. Procedures for estimation of Weibull parameters. Madison, WI: U.S. Department of Agriculture, Forest Service, Forest Products Laboratory, 2019. http://dx.doi.org/10.2737/fpl-gtr-264.

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Carrasco, Marine, i N'golo Koné. Test for Trading Costs Effect in a Portfolio Selection Problem with Recursive Utility. CIRANO, styczeń 2023. http://dx.doi.org/10.54932/bjce8546.

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This paper addresses a portfolio selection problem with trading costs on stock market. More precisely, we develop a simple GMM-based test procedure to test the significance of rading costs effect in the economy with a áexible form of transaction costs. We also propose a two-step procedure to test overidentifying restrictions in our GMM estimation. In an empirical analysis, we apply our test procedures to the class of anomalies used in Novy-Marx and Velikov (2016). We show that transaction costs have a significant effect on investors behavior for many anomalies. In that case, investors significantly improve the out-of-sample performance of their portfolios by accounting for trading costs.

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Kott, Phillip S. Calibration-Weighting a Stratified Simple Random Sample with SUDAAN. RTI Press, marzec 2022. http://dx.doi.org/10.3768/rtipress.2022.mr.0048.2204.

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This report shows how to apply the calibration-weighting procedures in SAS-callable SUDAAN (Version 11) to a stratified simple random sample drawn from a complete list frame for an establishment survey. The results are calibrated weights produced via raking, raking to a size variable, and pseudo-optimal calibration that potentially reduce and appropriately measure the standard errors of estimated totals. The report then shows how to use these procedures to remove selection bias caused by unit nonresponse under a plausible response model. Although unit nonresponse is usually assumed to be a function of variables with known population or full-sample estimated totals, calibration weighting can often be used when nonresponse is assumed to be a function of a variable known only for unit respondents (i.e., not missing at random). When producing calibrated weights for an establishment survey, one advantage the SUDAAN procedures have over most of their competitors is that their linearization-based variance estimators can capture the impact of finite-population correction.

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Rapp, Richard H. The Study of Gravity Field Estimation Procedures. Fort Belvoir, VA: Defense Technical Information Center, wrzesień 1985. http://dx.doi.org/10.21236/ada164564.

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Heckert, N. A., i J. A. Lechner. Extreme wind estimates by the conditional mean exceedance procedure. Gaithersburg, MD: National Institute of Standards and Technology, 1995. http://dx.doi.org/10.6028/nist.ir.5531.

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Wang, Yong-Yi. PR-350-154501-R01 Evaluation of Girth Weld Flaws in Vintage Pipelines. Chantilly, Virginia: Pipeline Research Council International, Inc. (PRCI), czerwiec 2019. http://dx.doi.org/10.55274/r0011600.

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Being able to estimate the tensile strain capacity (TSC) of vintage girth welds is sometimes necessary in the integrity management of vintage pipelines. For instance, assessing the girth weld integrity could be a top priority after a confirmed ground movement event. Decisions may also be needed about the disposition of a girth weld when weld anomalies are found. This project is aimed to develop a TSC estimation tool for vintage girth welds. The work includes two parts: (1) the development of a TSC estimation tool via numerical analysis and (2) the evaluation of the developed tool via experimental testing. This report covers both the development and evaluation of the TSC estimation tool. The tool was developed by taking the outcome of the case-specific TSC analysis using Level 4a procedures of the PRCI-CRES tensile strain models and considering large ranges of material and dimensional parameters. The curved wide plate (CWP) and accompanying small-scale tests were conducted to evaluate the tool. The applicability and limitations of the tool are covered in this report. The tool developed in this project has a user-friendly interface and an accompanying help manual. The tool takes user inputs, such as the geometry and material properties of pipe and weld, flaw dimensions, and pipeline pressure, and provides an estimated TSC. For the inputs that might not have readily available values, recommended values are provided. This tool allows the evaluation of the impact of various input parameters on TSC. The ability to estimate the TSC enables operators to assess the integrity of vintage girth welds, thus facilitating the prioritization of maintenance activities and reducing unnecessary remediation work.

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