Best quadratic unbiased estimators (BQUE's) of variance components from unbalanced data in the 1-way classification random model are derived under zero mean and normality assumptions. An estimator of ...

The SURVEYMEANS procedure uses the Taylor expansion method to estimate sampling errors of estimators based on complex sample designs. This method obtains a linear approximation for the estimator and ...

The conditional variance function in a heteroscedastic, nonparametric regression model is estimated by linear smoothing of squared residuals. Attention is focused on local polynomial smoothers. Both ...

Compare and contrast between the following concepts: Estimator and estimate An estimator is simply a rule or formula that tells us how to go about estimating a population quantity, such as population ...

Robust portfolios converge towards mean-variance portfolios at low uncertainty of asset returns. Robust portfolios converge towards risk-based portfolios at high uncertainty of asset returns. At ...