estimators

The precision estimators are willing to commit to tends to decline as the cost of the project goes up.

The estimators, m and b, that satisfy the least-squared-error criterion can be found in two basic ways.

Estimators must read the specifications carefully and never bid on a project they do not fully understand.

However, the exact census error cannot be calculated, at most, its estimators can be only calculated.

With independent samples, researches aim at the strong consistency of the weighted kernel estimators of nonparametric regression functions.

While not all useful estimators are unbiased , virtually all economists agree that consistency is a minimal requirement for an estimator.

When checking door, frame, and hardware schedules, estimators must check the swing as well.

Unbiased estimators are not necessarily consistent, but those whose variances shrink to zero as the sample size grows are consistent.

Furthermore asymptotic properties of estimators under reasonable assumptions are established.

The asymptotic normality and consistency of the proposed estimators are proved under some appropriate conditions.

We begin by establishing the unbiasedness of OLS estimators under a set of assumptions.

Spectral decomposition estimators of variance component matrix in mixed linear model are generalized to multivariate mixed linear model.

The properties of the estimators for inequality-constrained problems with known variances have been studied a lot.

Consequently they give insight into the potential performance of quantitation estimators.

The consistency and asymptotic normality behaviors are also investigated for the estimators.

Then, the universal penalized least squares estimators are compared with penalized least squares estimators.

In these cases, estimators determine the linear footage of the seal needed and include its cost and labor charges in the estimate.

We compare MSEs of new separate ratio estimators with traditional separate ratio estimators.

Then we derive the computation formula for the cross-covariance matrix between any two local estimators.

Admissibility of linear estimators of Bernoulli distribution mean values under matrix loss .

Will estimators become approximately normally distributed when sample size gets large?

The multi-peak of complex likelihood function causes the difficulty to gain maximum likelihood estimators.

Coordinate with cost estimators and purchasing to obtain accurate costs for special projects.

by the matching method, nonparametric estimators of homothetically separable functions is given.

The strong consistency of the estimators under suitable conditions is proved.

The concept is useful in assessing the large sample properties of econometric estimators .

We will study the properties of the distributions of OLS estimators over different random samples from the population.

In section 3, we obtain the consistency of the estimators of the unknown parameters in the structural EV polynomial model.

The unified optimal and steady-state white noise and quasi-white noise estimators are presented.

The estimators were obtained by MLE method, and the estimators have asymptotic normality.

The accuracy relations among three fuses and local estimators are proved.

At high speed, a key point is the robustness at parameter variations of estimators.

Estimators are given uninterrupted time for quantity take-off.

Computers can help estimators in most phases of their Work.

Many estimators are thus left searching for methods that can yield more accurate results.

We will introduce the fixed- and random-effect estimators.

Tables 4 and 5 illustrate the importance of implementing efficient multi-alphabet estimators in CTW.

Some estimators can detect signals 50 to 100 dB from main signal.

General admissibility for linear estimators of multivariate regression coefficients with respect to a restricted parameter set

Asymptotic Properties of the Right Endpoint Estimators of a Distribution

Admissibility of Special Linear Estimators of a Multivariate Geometrical Mean under Matrix Loss

Admissibility for linear estimators of the common mean matrix parameter in a general multivariate linear model

Strong Convergence Rates of the Estimators for a Class of Semiparametric Regression Model

Strong Consistency for Estimators of a Class Semi-Parametric Reliability Regression Model

All Admissible Linear Estimators of Regression Coefficient in a Linear Model with Respect to an Inequality Constraint

Asymptotic Properties of the Endpoint Estimators of a Distribution

Admissibility for Linear Estimators in a Multivariate Linear Model with Respect to an Inequality Restriction

Strong Consistency of Estimators of a Semiparametric Regression Model under Fixed Design

Spurious Regression in Panel Data With General Serial correlation--Asymptotic and Finite Sample Properties of the Estimators

Admissibility of Linear Estimators of Regression Coefficient in a General Variance Component Model

Statistical properties for least squares identifying estimators in an SIMO system

Strong Consistency of a Class of Nonparametric Estimators in Partial Linear Model

Admissible linear estimators of regression coefficient in a multivariate linear model

Admissibility of Linear Estimators of Regression Coefficient in a Variance Component Model

Admissibility of Linear Estimators in Growth Curve Model with Respect to a Restricted Parameter Set

The Statistical Property of Semiparametric Estimators with Positively Definite Regular Matrix

The Linear Admissible and Minimax Estimators of a Common Mean of Growth Curve Model

Admissibility of Nonhomogeneous Linear Estimators of Matrix Function under Matrix Loss Function in Growth Curve Model

Using the Difference Between Multiple Estimators'Outputs to Track Maneuvering Targets and Its Simulations

Sequential Adjustment Estimators: A New Method for Incomplete Post-stratification Estimators

Maximum Likelihood Estimators of Parameters in Seemingly Unrelated Regression System

Admissibility of Linear Estimators to Regression Coefficient Under Balanced Loss Functions

Strong Convergence Rates of Nearest Neighbor Estimators for Regression Function under Random Censored

A comparative study of pilot-based channel estimators for wireless OFDM

Asymptotic properties of estimators in a partial linear model with random censoring

The Convergence Rate of Variance Component's Empirical Bayes Estimators in Mixed-Linear Model

Strong Consistency of Estimators in Semiparametric Regression Model for Longitudinal Data

A Weighted Block-matching Criterion for the Hardware Implementation of Motion Estimators

The Convergence Rates of Kernel Estimators for the Distribution Free Regression Function

Consistency of Estimators in Semiparametric Regression Model for Longitudinal Data

Admissibility of Linear Estimators of Regression Coefficient under Matrix Loss Function

Several problems should be noticed by building engineering estimators

Some Estimators About Approximations and Convergent Rates for Operator Semigroups

Information Fusion Kalman Estimators for Time-varying Systems with Different Local Dynamic Models

Cross Correlation Function Based Time Delay Estimators Implemented in Frequency Domain

Efficiency of Estimators Efficiency of Maximum Likelihood Estimators

Strong Consistency of Estimators for Semiparametric Regression Model Under NA Samples

The Estimators of Mean for Semiparametric Varying-Coefficient Models with Response Missing at Random

Strong Consistent and Asymptotic Normal Estimators in Local-Scale Model Under Random Censorship

Admissibility of nonhomogeneous linear estimators of Bernoulli mean with matrix loss

Asymptotic Behavior of Several Kernel Estimators of Hazard Rate Function for Censored Dependent Dat

Bayes Inference for Loss and Risk Function of Distribution Parameter Estimators

Admissibility for Linear Estimators of the Common Mean Matrix Parameter

Study on Construction Organization Stress Management on Estimators

Decoupling Wiener state estimators for systems with white and colored observation noises

Improved projection based M-estimators for fundamental matrix in stereovision

Strong convergence of the location invariant Hill-type estimators

The empirical biases and mean square errors of estimators for the seasonal model parameter

Censoring Estimators of a Positive Tail Index

Limit Theorem for Integrated Square Error of Orthogonal Series Density Estimators

CLM assumptions and Sampling Distributions of the OLS Estimators

Admissibility of Linear Estimators of Gamma Distribution Mean Values under Matrix Loss

Wavelet-Based Estimators of the Mean Regression Function With Long Memory Date

Optimal Extended Calibration Estimators in Survey Sampling

Unified Wiener State Estimators for Systems with Coloured Observation Noise

Comparison for Interval Estimators of the Locational Parameters in Simulation Output

The Weighted Kernel Estimators of NonparametricRegression Function with Censored Data

Comparison of MINQUE and Simple Estimators under Entropy and Symmetry Loss Functions

Consistency of Estimators of Nonparametric Regression Functions for Pairwise NQD Sequences

Moderate deviations for the kernel density estimators

The Biased Estimators of the Parameters in the Linear Model with Aggregated Date

Unifying and universal optimal white noise estimators for time-varying systems

Unifying and universal optimal noise estimators for time-varying systems

The Identification of Proving Unbiased Estimators

Edgeworth Expansion of L-Estimators in Semi-parametric Regression Model

The Relation for Unbiased Estimators under the Mixed Model and Its Reduced Models

The Resolve of Regulate Factors about Several Unbiased Estimators

Mean Consistency for Estimators of Linear and Nonparametric Regression Model Under Lp-mixingale Errors

Admissibility for the linear estimators of normal mean value

On the Ratio of Estimators of Panel Model's Spectral Decomposition Eigenvalues

Optimal Multistage Kalman Estimators with Random Bias

The Mean Imputation Estimators of Generalized Varying-ciefficient Models with Missing Data

The Posteriori Error Estimators for Integral Equation Eigenvalue Problem

Expected Values and Variances of the OLS estimators OLS

Estimators of Parameters in A Single Index Time Series Model

The Admissibility of Linear Estimators under Matrix Loss

S-estimators in the linear regression model with dependent error terms

Accuracy analysis and comparison of some FFT-based frequency estimators

A new proof of the admissibility for linear estimators

A New Class of Biased Linear Estimators in Deficient-rank Linear Models

Application of Robust Estimators in Low Level Vision

Optimal White Noise Estimators Based on Kalman Filtering for Systems with Correlated Noises

Parameter Estimators in EV Models with Missing Data

Ratio of two ratio estimators

Estimators use a digitizer to speed the take-off process

Based on a Depth Function Reweighted Estimators of Multivariate Location and Scatter

A Class of Biased Estimators Based on SVD in Linear Model