Article | 22-July-2019
In this article, two-parameter estimators in linear model with multicollinearity are considered. An alternative efficient two-parameter estimator is proposed and its properties are examined. Furthermore, this was compared with the ordinary least squares (OLS) estimator and ordinary ridge regression (ORR) estimators. Also, using the mean squares error criterion the proposed estimator performs more efficiently than OLS estimator, ORR estimator and other reviewed two-parameter estimators. A
Ashok V. Dorugade
Statistics in Transition New Series, Volume 20 , ISSUE 2, 173–185
Research Article | 18-March-2020
In this paper, the Horvitz and Thompson (1952) estimator will be modified; so that, the modified estimators will use the availability of the auxiliary variable. Furthermore, the modified estimators are extended to be used in stratified sampling designs. Empirical studies are given for comparison purposes.
J. Al-Jararha,
Mazen Sulaiman
Statistics in Transition New Series, Volume 21 , ISSUE 1, 37–53
Article | 06-July-2017
The present paper deals with a new median based ratio estimator for the estimation of finite population means in the absence of an auxiliary variable. The bias and mean squared error of the proposed median based ratio estimator are obtained. The performance of the median based ratio estimator is compared with that of the SRSWOR sample mean, ratio estimator and linear regression estimator for certain natural population. It is shown from the numerical comparisons that the proposed median based
J. Subramani
Statistics in Transition New Series, Volume 17 , ISSUE 4, 591–604
Research paper | 31-October-2017
The problem of estimation of finite population mean on the current occasion based on the samples selected over two occasions has been considered. In this paper, first a chain ratio-to-regression estimator was proposed to estimate the population mean on the current occasion in two-occasion successive (rotation) sampling using only the matched part and one auxiliary variable, which is available in both the occasions. The bias and mean square error of the proposed estimator is obtained. We
Zoramthanga Ralte,
Gitasree Das
Statistics in Transition New Series, Volume 16 , ISSUE 2, 183–202
Article | 13-June-2021
Estimation techniques for a domain parameter play a very significant role in the theory of sample surveys. In the recent years many advanced methodologies have been developed for domain estimation. In particular, direct and synthetic estimators are applied for the estimation of domain mean in the government and private sectors under certain assumptions as to the size of the samples relating to particular domains. The findings demonstrate that the direct estimator fails to perform more
Brij Behari Khare,
Ashutosh Ashutosh,
Piyush Kant Rai
Statistics in Transition New Series, Volume 22 , ISSUE 2, 189–200
Research Article | 08-December-2021
The exponentiated Burr Type XII (EBXII) distribution has wide applications in reliability and economic studies. In this article, the estimation of the probability density function and the cumulative distribution function of EBXII distribution is considered. We examine the maximum likelihood estimator, the uniformly minimum variance unbiased estimator, the least squares estimator, the weighted least squares estimator, the maximum product spacing estimator, the Cramér–von-Mises
Amal S. Hassan,
Salwa M. Assar,
Kareem A. Ali,
Heba F. Nagy
Statistics in Transition New Series, Volume 22 , ISSUE 4, 171–189
Article | 13-December-2019
The most dominant problem in the survey sampling is to obtain the better ratio estimators for the estimation of population mean or population variance. Estimation theory is enhanced by using the auxiliary information in order to improve on designs, precision and efficiency of estimators. A modified class of ratio estimator is suggested in this paper to estimate the population mean. Expressions for the bias and the mean square error of the proposed estimators are obtained. Both analytical and
Mir Subzar,
S. Maqbool,
T. A. Raja,
Prayas Sharma
Statistics in Transition New Series, Volume 20 , ISSUE 4, 181–189
Article | 22-January-2018
In this paper, we consider the problem of estimation of population mean of a study variable by making use of first-phase sample mean and first-phase sample median of the auxiliary variable at the estimation stage. The proposed new estimator of the population mean is compared to the sample mean estimator, ratio estimator and the difference type estimator for the fixed cost of the survey by using the concept of two-phase sampling. The magnitude of the relative efficiency of the proposed new
Kalyan Rao Vadlamudi,
Stephen A. Sedory,
Sarjinder Singh
Statistics in Transition New Series, Volume 18 , ISSUE 4, 637–650
Article | 22-July-2019
Auditors need information on the performance of different statistical methods when applied to audit populations. The aim of the study was to examine the reliability and efficiency of a strategy combining systematic Monetary Unit Sampling and confidence intervals for the total error based on the Horvitz-Thompson estimator with normality assumption. This strategy is a possible alternative for testing audit populations with high error rates. Using real and simulated data sets, for the majority of
Bartłomiej Janusz
Statistics in Transition New Series, Volume 20 , ISSUE 2, 85–106
Article | 05-September-2021
Synthetic estimators are known to produce estimates of population mean in areas where no sampled data are available, but such estimates are usually highly biased with invalid confidence statements. This paper presents a calibrated synthetic estimator of the population mean which addresses these problematic issues. Two known special cases of this estimator were obtained in the form of combined ratio and combined regression synthetic estimators, using selected tuning parameters under stratified
Matthew Joshua Iseh,
Ekaette Inyang Enang
Statistics in Transition New Series, Volume 22 , ISSUE 3, 15–30
Sampling Methods | 22-July-2018
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
Siraj Muneer,
Javid Shabbir,
Alamgir Khalil
Statistics in Transition New Series, Volume 19 , ISSUE 2, 259–276
Research paper | 30-October-2017
In this paper some classes of modified ratio type estimators with additive and multiplicative adjustments made to the simple mean per unit estimator and classical ratio estimator are suggested to obtain more efficient ratio type estimators compared to the classical one. Their biases and mean square errors are obtained and compared with first order approximations.
A. K. P. C. Swain,
Manjula Das
Statistics in Transition New Series, Volume 16 , ISSUE 1, 37–52
Article | 11-July-2017
Abstract
In this article we have suggested some improved estimators of a scale parameter of log-logistic distribution (LLD) under a situation where the units in a sample can be ordered by judgement method without any error. We have also suggested some linear shrinkage estimator of a scale parameter of LLD. Efficiency comparisons are also made in this work.
Housila P. Singh,
Vishal Mehta
Statistics in Transition New Series, Volume 18 , ISSUE 1, 53–74
Research Article | 18-March-2020
This paper addresses the problem of an alternative approach to estimating the population mean of the study variable with the help of the auxiliary variable under stratified random sampling. The properties of the suggested estimator have been studied under large sample approximation. It has been demonstrated that the suggested estimator is more efficient than other considered estimators. To judge the merits of the proposed estimator, an empirical study has been carried out to support the present
Rohini Yadav,
Rajesh Tailor
Statistics in Transition New Series, Volume 21 , ISSUE 1, 1–12
Article | 22-January-2018
The present article is concerned with the problem of estimating an unknown population proportion p, say, of a certain population characteristic in a dichotomous population using the data collected through ranked set sampling (RSS) strategy. Here, it is assumed that the proportion p is not fixed but a random quantity. A Bayes estimator of p is proposed under squared error loss function assuming that the prior density of p belongs to the family of Beta distributions. The performance of the
Radhakanta Das,
Vivek Verma,
Dilip C. Nath
Statistics in Transition New Series, Volume 18 , ISSUE 4, 589–608
Article | 22-July-2019
The spatial autoregressive (SAR) models are widely used in spatial econometrics for analyzing spatial data involving spatial autocorrelation structure. The present paper derives a Generalized Bayes estimator for estimating the parameters of a SAR model. The admissibility and minimaxity properties of the estimator have been discussed. For investigating the finite sample behaviour of the estimator, the results of a simulation study have been presented. The results of the paper are applied to
Anoop Chaturvedi,
Sandeep Mishra
Statistics in Transition New Series, Volume 20 , ISSUE 2, 15–31
Article | 17-July-2017
Abstract
In this paper, the effect of misspecification due to omission of relevant variables on the dominance of the r − (k, d) class estimator proposed by Özkale (2012), over the ordinary least squares (OLS) estimator and some other competing estimators when some of the regressors in the linear regression model are correlated, have been studied with respect to the mean squared error criterion. A simulation study and numerical example have been demostrated to compare the performance of the
Shalini Chandra,
Gargi Tyagi
Statistics in Transition New Series, Volume 18 , ISSUE 1, 27–52
Article | 20-September-2020
Classic survey methods are ineffective when surveying a small or rare population. Several methods have been developed to address this issue, but often without providing a full mathematical justification. In this paper we propose estimators of parameters relating to Random Route Sampling and explore their basic properties. A formula for the Horvitz-Thompson estimator weights is presented. Finally, a case of a tourism-related survey conducted in Poland is discussed.
Sebastian Wójcik
Statistics in Transition New Series, Volume 21 , ISSUE 3, 185–193
Research paper | 30-October-2017
Many dual frame estimators have been proposed in the statistics literature. Some of these estimators are theoretically optimal but hard to apply in practice, whereas others are applicable but have larger variances than the first group. In this paper, a Joint Calibration Estimator (JCE) is proposed that is simple to apply in practice and meets many desirable properties for dual frame estimators. The JCE is asymptotically design unbiased conditional on the strong relationship between the
Mahmoud A. Elkasabi,
Steven G. Heeringa,
James M. Lepkowski
Statistics in Transition New Series, Volume 16 , ISSUE 1, 7–36
Article | 20-December-2020
Continuous distribution of variables under study and auxiliary variables are considered. The purpose of the paper is to estimate the mean of the variable under study using a sampling design which is dependent on the observation of a continuous auxiliary variable in the whole population. Auxiliary variable values observed in this population allow to estimate the inclusion density function of the sampling design. The variance of the continuous version of the Horvitz-Thompson estimator under the
Janusz L. Wywiał
Statistics in Transition New Series, Volume 21 , ISSUE 5, 1–16
Article | 20-December-2020
The unrelated design has been shown to improve the efficiency of a randomized response method and reduces respondents’ suspicion. In the light of this, the paper proposes a new Unrelated Randomized Response Model constructed by incorporating an unrelated question into the alternative unbiased estimator in the dichotomous randomized response model proposed by Ewemooje in 2019. An unbiased estimate and variance of the model are thus obtained. The variance of the proposed model decreases as
Adetola Adedamola Adediran,
Femi Barnabas Adebola,
Olusegun Sunday Ewemooje
Statistics in Transition New Series, Volume 21 , ISSUE 5, 119–132
Article | 24-August-2017
important reasons are weighting for unequal probability of selection, compensation for nonresponse, and post-stratification. Many highly efficient estimation methods in survey sampling require strong information about auxiliary variables, x. The most common estimation methods using auxiliary information in estimation stage are regression and ratio estimator. This paper proposes a sequential data weighting procedure for the estimators of combined ratio mean in complex sample surveys and general variance
Aylin Alkaya,
H. Öztaş Ayhan,
Alptekin Esin
Statistics in Transition New Series, Volume 18 , ISSUE 2, 247–270
Research Communicate | 27-May-2018
In this paper, a product exponential method of imputation has been suggested and their corresponding resultant point estimator has been proposed for estimating the population mean in sample surveys. The expression of bias and the mean square error of the suggested estimator has also been derived, up to the first order of large sample approximations. Compared with the mean imputation method, Singh and Deo (Statistical Papers (2003)) and Adapted estimator (Bahl and Tuteja (1991)), the simulation
Shakti Prasad
Statistics in Transition New Series, Volume 19 , ISSUE 1, 159–166
Article | 27-May-2019
The present paper revisits an estimator proposed by Boes (1966) – James (1978), herein called BJ estimator, which was constructed for estimating mixing proportion in a mixed model based on independent and identically distributed (i.i.d.) random samples, and also proposes a completely new (smoothed) estimator for mixing proportion based on independent and not identically distributed (non-i.i.d.) random samples. The proposed estimator is nonparametric in true sense based on known &ldquo
Y. S. Ramakrishnaiah,
Manish Trivedi,
Konda Satish
Statistics in Transition New Series, Volume 20 , ISSUE 1, 87–102
Article | 15-September-2020
matrix of Y by Σ, one can obtain a class of AK estimators as linear combinations of Y, where the coefficients of a linear combination in the class are functions of the two coefficients A and K. The coefficients A and K were optimized by the Census Bureau under rather strong assumptions on Σ such as the stationarity of Σ over a decade. We devise an evaluation study in order to compare the AK estimator with a number of rival estimators. To this end, we construct three different
Daniel Bonnéry,
Yang Cheng,
Partha Lahiri
Statistics in Transition New Series, Volume 21 , ISSUE 4, 166–190
Research Communicate | 20-November-2017
The problem of estimating a proportion of objects with a particular attribute in a finite population is considered. The classical estimator is compared with the estimator, which uses the information that the population is divided among two strata. Theoretical results are illustrated with a numerical example.
Dominik Sieradzki,
Wojciech Zieliński
Statistics in Transition New Series, Volume 18 , ISSUE 3, 541–548
Article | 24-August-2017
order of approximation. Usual ratio estimator is identified as a particular case of the suggested estimators. Optimum replacement strategy is also discussed. The proposed family of estimators at optimum condition is compared with the simple mean per unit estimator, Cochran (1977) estimator and existing other members of the family. Expressions of optimization are derived and results have been justified through numerical study interpretation.
Nazeema T. Beevi,
C. Chandran
Statistics in Transition New Series, Volume 18 , ISSUE 2, 227–245
Sampling Methods | 26-May-2018
The present paper emphasizes the role of two auxiliary variables on both the occasions to improve the precision of estimates at the current (second) occasion in two-occasion successive sampling. Information on two auxiliary variables, which are positively correlated with the study variable, has been used with the aid of exponential type structures and an efficient estimation procedure of population mean on the current (second) occasion has been suggested. The behaviour of the proposed estimator
Jaishree Prabha Karna,
Dilip Chandra Nath
Statistics in Transition New Series, Volume 19 , ISSUE 1, 25–44
Sampling Methods | 20-November-2017
We propose a variance estimator based on factor type imputation in the presence of non-response. Properties of the proposed classes of estimators are studied and their optimality conditions are derived. The proposed classes of factor type ratio estimators are shown to be more efficient than some of the existing estimators, namely, the usual unbiased estimator of variance, ratio-type, dual to ratio type and ratio cum dual to ratio estimators. Their performances are assessed on the basis of
RANJITA PANDEY,
KALPANA YADAV
Statistics in Transition New Series, Volume 18 , ISSUE 3, 375–392
Research paper | 01-November-2017
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
Angela Luna,
Li-Chun Zhang,
Alison Whitworth,
Kirsten Piller
Statistics in Transition New Series, Volume 16 , ISSUE 4, 585–602
Article | 22-July-2019
Based on one parameter exponential record data, we conduct statistical inferences (maximum likelihood estimator and Bayesian estimator) for the suggested model parameter. Our second aim is to predict the future (unobserved) records and to construct their corresponding prediction intervals based on observed set of records. In the estimation and prediction processes, we consider the square error loss and the Kullback-Leibler loss functions. Numerical simulations were conducted to evaluate the
Raed r. . Abu Awwad
Statistics in Transition New Series, Volume 20 , ISSUE 2, 1–14
Article | 15-September-2020
We consider nonparametric estimation of a distribution function when data are collected from multiple overlapping data sources. Main statistical challenges include (1) heterogeneity of data sets, (2) unidentified duplicated records across data sets, and (3) dependence due to sampling without replacement from a data source. The proposed estimator is computable without identifying duplication but corrects bias from duplicated records. We show the uniform consistency of the proposed estimator over
Takumi Saegusa
Statistics in Transition New Series, Volume 21 , ISSUE 4, 144–158
Article | 06-July-2017
includes both area effects and unit level random errors. The population is made up of mutually exclusive domains of different sizes, ranging from a small number of units to a large number of units. We select many independent simple random samples of fixed size from the population and compute various estimates for each sample using the available auxiliary information. The estimates computed for the simulation included the Horvitz-Thompson estimator, the synthetic estimator (indirect estimate
Michael A. Hidiroglou,
Victor M. Estevao
Statistics in Transition New Series, Volume 17 , ISSUE 1, 133–154
Article | 20-December-2020
panel autoregressive model with multiple breaks present in all parameters, i.e. in the autoregressive coefficient and mean and error variance, which is a generalisation of various sub-models. The Bayesian approach is applied to estimate the model parameters and to obtain the highest posterior density interval. Strong evidence is observed to support the Bayes estimator and then it is compared with the maximum likelihood estimator. A simulation experiment is conducted and an empirical application on
Varun Agiwal,
Jitendra Kumar,
Dahud Kehinde Shangodoyin
Statistics in Transition New Series, Volume 21 , ISSUE 5, 133–149
Article | 06-July-2017
In the paper methods of reducing the so-called boundary effects, which appear in the estimation of certain functional characteristics of a random variable with bounded support, are discussed. The methods of the cumulative distribution function estimation, in particular the kernel method, as well as the phenomenon of increased bias estimation in boundary region are presented. Using simulation methods, the properties of the modified kernel estimator of the distribution function are investigated
Aleksandra Baszczyńska
Statistics in Transition New Series, Volume 17 , ISSUE 3, 541–556
Article | 01-December-2015
Uncalibrated visual servoing based on SVR-Jacobian estimator is proposed in unknown environment. Multiple support vector regression (SVR) machines are used to estimate the Jacobian matrix of images，and the nonlinear mapping between the image features of the curved line and the robot joint angle is constructed, uncalibrated robot impedance control can be carried out．Image Jacobian matrix expression with Gaussian kernel is put forward, the effectiveness of the presented approach is verified by
Li Erchao,
Li Zhanming,
He Junxue
International Journal on Smart Sensing and Intelligent Systems, Volume 8 , ISSUE 4, 2159–2174
Research Article | 08-December-2021
The proper choice of strata boundaries is an important factor determining the efficiency of the estimator of the considered characteristics of a population. In this article, the Cum3√Di(x,z) Rule (i=3,4) for obtaining approximately optimum strata boundaries has been applied, taking into account a single-study variable along with two concomitant variables serving as the basis of the stratification variables. The relative efficiency of the proposed methods has been demonstrated
Faizan Danish,
S. E. H. Rizvi
Statistics in Transition New Series, Volume 22 , ISSUE 4, 19–40
Article | 08-December-2021
A study that would otherwise be eligible is commonly excluded from a meta-analysis when the standard error of its treatment-effect estimator, or the estimate of the variance of the outcomes, is not reported and cannot be recovered from the available information. This is wasteful when the estimate of the treatment effect is reported. We assess the loss of informa tion caused by this practice and explore methods of imputation for the missing variance. The methods are illustrated on two sets of
Nicholas T. Longford
Statistics in Transition New Series, Volume 22 , ISSUE 4, 1–17
Article | 06-July-2017
Jan Kordos
Statistics in Transition New Series, Volume 17 , ISSUE 1, 105–132
Article | 22-January-2018
Kumari Priyanka,
Richa Mittal
Statistics in Transition New Series, Volume 18 , ISSUE 4, 569–587
Article | 27-May-2019
This paper addresses the problem of estimation of population mean of sensitive character using non-sensitive auxiliary variable at current wave in two wave successive sampling. A general class of estimator is proposed and studied under randomized and scrambled response model. Many existing estimators have been modified to work for sensitive population mean estimation. The modified estimators became the members of proposed general class of estimators. The detail properties of all the estimators
Kumari Priyanka,
Pidugu Trisandhya
Statistics in Transition New Series, Volume 20 , ISSUE 1, 41–65
Research Communicate | 18-March-2020
This study proposes a new class of exponential-type estimators in simple random sampling for the estimation of the population mean of the study variable using information of the population proportion possessing certain attributes. Theoretically, mean squared error (MSE) equations of the suggested ratio exponential estimators are obtained and compared with the Naik and Gupta (1996) ratio and product estimators, the ratio and product exponential estimator presented in Singh et al. (2007) and the
Tolga Zaman
Statistics in Transition New Series, Volume 21 , ISSUE 1, 159–168
Article | 05-September-2021
Based on a record sample from the Rayleigh model, we consider the problem of estimating the scale and location parameters of the model and predicting the future unobserved record data. Maximum likelihood and Bayesian approaches under different loss functions are used to estimate the model’s parameters. The Gibbs sampler and Metropolis-Hastings methods are used within the Bayesian procedures to draw the Markov Chain Monte Carlo (MCMC) samples, used in turn to compute the Bayes estimator
Raed R. Abu Awwad,
Omar M. Bdair,
Ghassan K. Abufoudeh
Statistics in Transition New Series, Volume 22 , ISSUE 3, 59–79
Article | 27-December-2017
Electro-hydraulic actuator (EHA system) identification is to describe the characteristic of the system that useful for prediction or control system design. There are numerous methods of EHA modeling but there has not been much model using fractional-order (FO) model. In this work, integer-order (IO) model and FO model are developed to model EHA system. Output-error method is used as the estimator for both model. The coefficient of IO model was first estimated and using the estimated coefficient
Nuzaihan Mhd Yusof,
Norlela Ishak,
Ramli Adnan,
Yahaya Md. Sam,
Mazidah Tajjudin,
Mohd Hezri Fazalul Rahiman
International Journal on Smart Sensing and Intelligent Systems, Volume 9 , ISSUE 1, 32–48
Article | 15-September-2020
small area estimators for linkage errors have been proposed when the domains are correctly specified. In this paper we compare the na¨ıve and the adjusted unit level estimators with the area level estimators that are not affected by the linkage errors. The comparison encourages the use of the adjusted unit level estimator.
Loredana Di Consiglio,
Tiziana Tuoto
Statistics in Transition New Series, Volume 21 , ISSUE 4, 103–122
Research paper | 31-October-2017
This paper develops allocation methods for stratified sample surveys in which small area estimation is a priority. We assume stratified sampling with small areas as the strata. Similar to Longford (2006), we seek efficient allocation that minimizes a linear combination of the mean squared errors of composite small area estimators and of an estimator of the overall mean. Unlike Longford, we define mean-squared error in a model-assisted framework, allowing a more natural interpretation of results
W. B. Molefe,
D. K. Shangodoyin,
R. G. Clark
Statistics in Transition New Series, Volume 16 , ISSUE 2, 163–182
Article | 22-January-2018
Alina Jędrzejczak,
Jan Kubacki
Statistics in Transition New Series, Volume 18 , ISSUE 4, 725–742
Article | 15-March-2019
M. R. Irshad,
R. Maya
Statistics in Transition New Series, Volume 19 , ISSUE 4, 597–620
Article | 06-July-2017
estimators have been obtained. Asymptotic optimum estimator (AOE) in the family of estimators is identified. Some subclasses of estimators of the proposed family of estimators have been identified along with their properties. We have also given the theoretical comparisons among the estimators discussed in this paper. ASM Classification: 62D05.
Housila P. Singh,
Surya K. Pal
Statistics in Transition New Series, Volume 17 , ISSUE 4, 605–630
Article | 13-December-2019
optimal allocation vector and relative variance than in such purely numerical tools (although the eigenproblem solution provides also numerical solutions, see, e.g. Wesołowski and Wieczorkowski (2017)). The domain-wise optimal allocation and the respective optimal variance of the estimator are determined by the unique direction (defined in terms of the positive eigenvector of matrix D) in the space RI, where I is the number of domains in the population.
Jacek Wesołowski
Statistics in Transition New Series, Volume 20 , ISSUE 4, 1–12
Research paper | 31-October-2017
analysis because different estimators (decisions) are appropriate for different perspectives. An example of planning an intervention in a developing country’s districts with high rate of illiteracy is described. The example exposes the deficiencies of the general concept of efficiency and shows that the criterion for the quality of an estimator has to be formulated specifically for the problem at hand. In the problem, the established small-area estimators perform poorly because the minimum mean squared
Nicholas T. Longford
Statistics in Transition New Series, Volume 16 , ISSUE 1, 65–82
Research Article | 13-December-2017
A type of parameter estimation technique based on the linear integral filter (LIF) method, the least-absolute error with variable forgetting factor (LAE+VFF) estimation method, is proposed in this paper to estimate the railway wheelset parameters modelled as a time-varying continuous-time (C-T) system. The inputs to the parameter estimator are the control signal and the railway wheelset system output, which is the wheelset’s lateral velocity. The algorithm includes an instrumental variable (IV
H. Selamat,
A. J. Alimin,
Y. M. Sam
International Journal on Smart Sensing and Intelligent Systems, Volume 1 , ISSUE 3, 754–770
Article | 20-December-2020
The business environment dynamics is governed by a high degree of uncertainty and risk; consequently, in a majority of cases investors face serious difficulties when making business decisions. Additionally, when detailed statistical information relating to industry is missing, any decisions may become a matter of highly risky conjectures. The present article proposes a simultaneous equation model based on the entropy econometrics estimator for recovering some key industrial subsector long-term
Second Bwanakare,
Marek Cierpiał-Wolan
Statistics in Transition New Series, Volume 21 , ISSUE 5, 179–191
Article | 03-July-2017
Katarzyna Budny
Statistics in Transition New Series, Volume 18 , ISSUE 1, 1–20
Article | 27-May-2019
Danny Pfeffermann,
Dano Ben-Hur,
Olivia Blum
Statistics in Transition New Series, Volume 20 , ISSUE 1, 7–19
Article | 05-September-2021
Syed Abdul Rehman,
Javid Shabbir
Statistics in Transition New Series, Volume 22 , ISSUE 3, 193–205
Article | 24-August-2017
theoretical derivations for unbiased estimator, variance and variance es-timators are presented for several sampling schemes. A numerical illustration is performed to make a comparative study of the relative efficiencies of the direct and inverse mechanism.
Kajal Dihidar,
Manjima Bhattacharya
Statistics in Transition New Series, Volume 18 , ISSUE 2, 193–210
Article | 22-January-2018
estimation methods, which rely on information from outside the subpopulation of interest, which usually increases estimation precision. The main aim of this paper is to show results of estimation of the poverty indicator at a lower level of spatial aggregation than the one used so far, that is at the level of subregions in Poland (NUTS 3) using the small area estimation methodology (SAE), i.e. a model–based technique – the EBLUP estimator based on the Fay–Herriot model. By optimally
Marcin Szymkowiak,
Andrzej Młodak,
Łukasz Wawrowski
Statistics in Transition New Series, Volume 18 , ISSUE 4, 609–635
Article | 06-July-2017
Olusanya Elisa Olubusoye,
Grace Oluwatoyin Korter,
Afees Adebare Salisu
Statistics in Transition New Series, Volume 17 , ISSUE 4, 659–670
Article | 20-December-2020
Ehab M. Almetwally,
Hanan A. Haj Ahmad
Statistics in Transition New Series, Volume 21 , ISSUE 5, 61–84
Article | 06-July-2017
information. Even a small number of substantive outliers of random effects results in a large estimate of the random effects variance in the Fay-Herriot model, thereby achieving little shrinkage to the synthetic part of the model or little reduction in the posterior variance associated with the regular Bayes estimator for any of the small areas. While the scale mixture of normal distributions with a known mixing distribution for the random effects has been found to be effective in the presence of
Adrijo Chakraborty,
Gauri Sankar Datta,
Abhyuday Mandal
Statistics in Transition New Series, Volume 17 , ISSUE 1, 67–90
Article | 06-July-2017
María Guadarrama,
Isabel Molina,
J. N. K. Rao
Statistics in Transition New Series, Volume 17 , ISSUE 1, 41–66
Article | 06-July-2017
Janusz Wywiał
Statistics in Transition New Series, Volume 17 , ISSUE 3, 411–428