Drawing distinct units without replacement and with unequal probabilities from a population is a problem often considered in the literature (e.g. Hanif and Brewer, 1980, Int. Statist. Rev. 48, 317-355). In such a case, the sample mean is a biased estimator of the population mean. For this reason, we
Asymptotic variance of the AR spectral estimator for noisy sinusoidal data
✍ Scribed by Peter Händel; Petre Stoica; Torsten Söderström
- Publisher
- Elsevier Science
- Year
- 1994
- Tongue
- English
- Weight
- 445 KB
- Volume
- 35
- Category
- Article
- ISSN
- 0165-1684
No coin nor oath required. For personal study only.
📜 SIMILAR VOLUMES
Estimation of the covariance matrices in the multivariate balanced one-way random effect model is discussed. The rank of the between-group covariance matrix plays a large role in model building as well as in assessing asymptotic properties of the estimated covariance matrices. The restricted (residu
In order to construct confidence sets for a marginal density f of a strictly stationary continuous time process observed over the time interval [0, T ], it is necessary to have at one's disposal a Central Limit Theorem for the kernel density estimator f T . In this paper we address the question of n