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Sampling Bias Correction in the Model of Mixtures with Varying Concentrations

โœ Scribed by Sugakova, Olena; Maiboroda, Rostyslav


Book ID
120748524
Publisher
Springer US
Year
2013
Tongue
English
Weight
906 KB
Volume
17
Category
Article
ISSN
1387-5841

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It is well known that the ordinary least-squares estimates (OLSE) of autoregressive models are biased in small sample. In this paper, an attempt is made to obtain the unbiased estimates in the sense of median or mean. Using Monte Carlo simulation techniques, we extend the median-unbiased estimator p