Výsledky vyhledávání - "H. S. Konijn"

Maximum likelihood estimator and confidence intervals for a simple errors in variables model

Autor: H. S. Konijn

Publikováno v: Communications in Statistics - Theory and Methods. 10:983-996

Recently Learner obtained the maximum likelihood estimator for β, the slope coefficient in an affine relation between normal unobservables when an instrumental normal variable is available and the errors of observation are normal and independent. Th

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::8e6b6348997b024feb2a4e554d4dc198
https://doi.org/10.1080/03610928108828089

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Biases, variances and covariances of raking ratio estimators for marginal and cell totals and averages of observed characteristics

Autor: H. S. Konijn

Publikováno v: Metrika. 28:109-121

On the basis of a simple random sample from a population, on which a cross-classification is defined with known marginal frequenciesNi. andN.j, one wishes to estimate the cell frequenciesNij, as well as cell totalsYij, marginal totalsYi. andY.j, and

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::c1a515a3436e46d5eab2663d4b2e2857
https://doi.org/10.1007/bf01902883

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NOTE ON THE NON-EXISTENCE OF A MAXIMUM LIKELIHOOD ESTIMATE1

Autor: H. S. Konijn

Publikováno v: Australian Journal of Statistics. 5:143-146

Summary It is shown that in a regression model with intraclass correlation ρ, maximum likelihood estimates and minimum variance unbiased linear estimates of the regression coefficients are unaffected by the value of ρ when ρ is given, and that the

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::61f94d85921f1895532f4df5718caada
https://doi.org/10.1111/j.1467-842x.1963.tb00294.x

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A RESTATEMENT OF THE CONDITIONS FOR IDENTIFIABILITY IN COMPLETE SYSTEMS OF LINEAR DIFFERENCE EQUATIONS

Autor: H. S. Konijn

Publikováno v: Metroeconomica. 10:182-190

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::5ab1368d8325fef97082cf2af8b1df90
https://doi.org/10.1111/j.1467-999x.1958.tb00807.x

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NON-PARAMETRIC, ROBUST AND SHORT-CUT METHODS IN REGRESSION AND STRUCTURAL ANALYSIS1

Autor: H. S. Konijn

Publikováno v: Australian Journal of Statistics. 3:77-87

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::6bc3af1757bf3c36a199398f1421f8d5
https://doi.org/10.1111/j.1467-842x.1961.tb00313.x

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Non-existence of consistent estimator sequences and unbiased estimators: a practical example

Autor: H. S. Konijn

Publikováno v: Annals of the Institute of Statistical Mathematics. 18:343-350

Under conditions often occurring in practice the variance of the estimated constant in a regression equation with correlated disturbances cannot be estimated without bias or consistently, although it is identifiable.

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::d139f0e88222203d251f35b6e0ef4dd6
https://doi.org/10.1007/bf02869541

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