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Autor
Ramakrishnaiah Y.S. (Osmania University in Hyderabad, India), Trivedi Manish (School of Sciences, Indira Gandhi; National Open University, New Delhi, India), Satish Konda (Aurora College in Hyderabad, India)
Tytuł
On the Smoothed Parametric Estimation of Mixing Proportion under Fixed Design Regression Model
Źródło
Statistics in Transition, 2019, vol. 20, nr 1, s. 87-102, tab., abeks, bibliogr. s. 99-100
Słowa kluczowe
Metody estymacji, Modele regresji, Metody statystyczne
Estimation methods, Regression models, Statistical methods
Uwagi
summ.
Abstrakt
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 "kernel function" as described in the introduction. We investigated the following results of the smoothed estimator under the non-i.i.d. set-up such as (a) its small sample behaviour is compared with the unsmoothed version (BJ estimator) based on their mean square errors by using Monte-Carlo simulation, and established the percentage gain in precision of smoothed estimator over its unsmoothed version measured in terms of their mean square error, (b) its large sample properties such as almost surely (a.s.) convergence and asymptotic normality of these estimators are established in the present work. These results are completely new in the literature not only under the case of i.i.d., but also generalises to non-i.i.d. set-up. (original abstract)
Dostępne w
Biblioteka Główna Uniwersytetu Ekonomicznego w Krakowie
Biblioteka SGH im. Profesora Andrzeja Grodka
Biblioteka Główna Uniwersytetu Ekonomicznego w Katowicach
Pełny tekst
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Bibliografia
Pokaż
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Cytowane przez
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ISSN
1234-7655
Język
eng
URI / DOI
http://dx.doi.org/10.21307/stattrans-2019-005
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