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Items for "mean square error"

An Empirical Study on the Accuracy of Ratio and Regression Estimators in the Presence of Measurement Errors

When the survey data are equipped with measurement errors, the essential properties of the estimates are adversely affected...

Keywords: Auxiliary variable, bias, mean square error, measurement error, simple random sampling

11/2006 | Monte Carlo Methods and Applications, Walter de Gruyter
An Efficient Randomized Quasi-Monte Carlo Algorithm for the Pareto Distribution

This paper studies a new randomized quasi-Monte Carlo method for estimating the mean and variance of the Pareto distribution...

Keywords: Discrepancy, efficiency, Goodness-of-fit test, mean square error, Quasi-Monte Carlo methods, Random number generation

04/2007 | Monte Carlo Methods and Applications, Walter de Gruyter
Extrapolation of multidimensional stationary processes

Estimation problems are considered for a functional which depends on the unknown values of a multidimensional stationary stochastic process based on observations of the process for t < 0...

Keywords: multidimensional stationary process, optimal linear estimate, mean square error, spectral characteristics, least favorable spectral density, minimax-robust spectral characteristics

08/2006 | Random Operators and Stochastic Equations, Walter de Gruyter