Search results for "ESTIMATOR"
showing 10 items of 313 documents
Sampling properties of the Bayesian posterior mean with an application to WALS estimation
2022
Many statistical and econometric learning methods rely on Bayesian ideas, often applied or reinterpreted in a frequentist setting. Two leading examples are shrinkage estimators and model averaging estimators, such as weighted-average least squares (WALS). In many instances, the accuracy of these learning methods in repeated samples is assessed using the variance of the posterior distribution of the parameters of interest given the data. This may be permissible when the sample size is large because, under the conditions of the Bernstein--von Mises theorem, the posterior variance agrees asymptotically with the frequentist variance. In finite samples, however, things are less clear. In this pa…
Adaptive real-time estimation on road disturbances properties considering load variation via vehicle vertical dynamics
2013
Published version of an article in the journal: Mathematical Problems in Engineering. Also available from the publisher at: http:/dx.doi.org/10.1155/2013/283528 Open Access Vehicle dynamics are directly dependent on tire-road contact forces and torques which are themselves dependent on the wheels' load and tire-road friction characteristics. An acquisition of the road disturbance property is essential for the enhancement of vehicle suspension control systems. This paper focuses on designing an adaptive real-time road profile estimation observer considering load variation via vehicle vertical dynamics. Firstly, a road profile estimator based on a linear Kalman filter is proposed, which has g…
UAV control with switched GNSS-Estimator navigation system∗∗This work was supported by Russian Scientific Foundation (project 14-21-00041) and Saint-…
2015
Abstract In the paper the switched GNSS-Estimator navigation system, recently proposed by the authors, is described and numerically studied in the framework of evaluation of the overall UAV control system accuracy.
A structured filter for Markovian switching systems
2014
In this work, a new methodology for the structuring of multiple model estimation schemas is developed. The proposed filter is applied to the estimation and detection of active mode in dynamic systems. The discrete-time Markovian switching systems represented by several linear models, associated with a particular operating mode, are studied. Therefore, the main idea of this work is the subdivision of the models set to some subsets in order to improve the detection and estimation performances. Each subset is associated with sub-estimators based on models of the subset. In order to compute the global estimate and subset probabilities, a global estimator is proposed. Theoretical developments ba…
Spatial pattern analysis using hybrid models: an application to the Hellenic seismicity
2016
Earthquakes are one of the most destructive natural disasters and the spatial distribution of their epi- centres generally shows diverse interaction structures at different spatial scales. In this paper, we use a multi-scale point pattern model to describe the main seismicity in the Hellenic area over the last 10 years. We analyze the interaction between events and the relationship with geo- logical information of the study area, using hybrid models as proposed by Baddeley et al. ( 2013 ). In our analysis, we find two competing suitable hybrid models, one with a full parametric structure and the other one based on nonpara- metric kernel estimators for the spatial inhomogeneity.
On Some Statistical Properties of the Spatio-Temporal Product Density
2021
We present an extension of the non-parametric edge-corrected Ohser-type kernel estimator for the spatio-temporal product density function. We derive the mean and variance of the estimator and give a closed-form approximation for a spatio-temporal Poisson point process. Asymptotic properties of this second-order characteristic are derived, using an approach based on martingale theory. Taking advantage of the convergence to normality, confidence surfaces under the homogeneous Poisson process are built. A simulation study is presented to compare our approximation for the variance with Monte Carlo estimated values. Finally, we apply the resulting estimator and its properties to analyse the spat…
Penalization and data reduction of auxiliary variables in survey sampling
2012
Survey sampling techniques are quite useful in a way to estimate population parameterssuch as the population total when the large dimensional auxiliary data setis available. This thesis deals with the estimation of population total in presenceof ill-conditioned large data set.In the first chapter, we give some basic definitions that will be used in thelater chapters. The Horvitz-Thompson estimator is defined as an estimator whichdoes not use auxiliary variables. Along with, calibration technique is defined toincorporate the auxiliary variables for sake of improvement in the estimation ofpopulation totals for a fixed sample size.The second chapter is a part of a review article about ridge re…
Heterogeneous Firms, Globalisation and the Distance Puzzle
2015
Despite the strong pace of globalisation, the distance effect on trade is persistent or even growing over time (Disdier and Head, 2008). To solve this distance puzzle, we use the recently developed gravity equation estimator from Helpman et al. (2008) (HMR henceforth). Using three different data sets, we find that the distance coefficient increases over time when ordinary least squares (OLS) is used, while the non-linear estimation of HMR leads to a decline in the distance coefficient over time. The distance puzzle, thus, arises from a growing bias of OLS estimates. The latter is explained by an increase in the importance of the bias from omitting the number of heterogeneous exporting firms…
Selection correction in panel data models: An application to the estimation of females' wage equations
2007
In recent years a number of panel estimators have been suggested for sample selection models, where both the selection equation and the equation of interest contain individual effects which are correlated with the explanatory variables. Not many studies exist that use these methods in practise. We present and compare alternative estimators, and apply them to a typical problem in applied econometrics: the estimation of the wage returns to experience for females. We discuss the assumptions each estimator imposes on the data, and the problems that occur in our applications. This should be particularly useful to practitioners who consider using such estimators in their own application. All esti…
Estimation of ordered response models with sample selection
2011
We introduce two new Stata commands for the estimation of an ordered response model with sample selection. The opsel command uses a standard maximum-likelihood approach to fit a parametric specification of the model where errors are assumed to follow a bivariate Gaussian distribution. The snpopsel command uses the semi-nonparametric approach of Gallant and Nychka (1987, Econometrica 55: 363–390) to fit a semiparametric specification of the model where the bivariate density function of the errors is approximated by a Hermite polynomial expansion. The snpopsel command extends the set of Stata routines for semi-nonparametric estimation of discrete response models. Compared to the other semi-n…