Conditional estimation of average on the basis of weighting data

DOI10.1007/BF02777580MaRDI QIDQ1884794zbMATH OpenOpenAlexFDO

Authors Janusz L. Wywiał

Publication date 5 November 2004

Published in Statistical Papers (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02777580

zbMATH Keywords

order statisticauxiliary variablerelative efficiencyconditional momentssample quantilesconditional estimationtruncated probability distribution

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Order statistics; empirical distribution functions (62G30)

Recommendations

• Weighted averaging using adaptive estimation of the weights
• Weighted averaging, Jeffrey conditioning and invariance
• scientific article; zbMATH DE number 1071399
• Averaging estimation for conditional covariance models
• Weighted averages of random variables and exact weights
• Estimating conditional means with heavy tails
• On some properties of weighted averaging with variable weights

Cited in

(2)

• When is the mean self-consistent?
• Nonparametric Estimation of Conditional Expectation with Auxiliary Information and Dimension Reduction

This page was built for publication: Conditional estimation of average on the basis of weighting data

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1884794)