Analysis of Distributed Wireless Sensor Systems with a Switched Quantizer by Hui Sun, Xianyu Wang, Kaixin Yang, Tongrui Peng

“…The quantization error of the novel switched quantizer structure is bounded, and the corresponding stability theory for the quantitative estimation approach is proved. Compared with other methods, the simulation results for the introduced method verify that the environmental parameters can be estimated accurately and timely and reduce the burden of network communication bandwidth.…”
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Modeling Stock High-Low Price Range: Fractional Cointegrating VAR Approach (FCVAR) by Elham Farzanegan

“…Accordingly, one can obtain a non-stationary range-based volatility estimator, which is more efficient than a stationary return-based realized volatility estimator. …”
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ULUSLARARASI TURİZM TALEBİNİN EŞBÜTÜNLEŞME ANALİZİ: ANTALYA İÇİN PANEL ARDL YAKLAŞIMI by Sabriye Güven, Mehmet Mert

“…Pooled Mean Group (PMG) estimator is particularly convenient for panels with large T and N. …”
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Macro-economic determinants of the IPO waves: An assessment of G-7 countries [version 2; peer review: 1 approved, 2 approved with reservations, 1 not approved] by Esin Benhür Aktürk, MUSTAFA ÖZYEŞİL

“…An econometric model utilizing a random effect approach was utilized, employing the Driscoll-Kraay resistant standard estimator to address deviations. Results The analysis revealed that stock market returns exert a statistically significant positive influence on the volume of public offerings. …”
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Bank efficiency in the digital age: The role of financial technology in Tanzanian banks by Omary Juma Ally, Yusuph Kulindwa, Lucas Mataba

“…Using panel data and a two-step Generalized Method of Moments (GMM) estimator, the study finds that the FinTech index measuring banks' financial technology development significantly enhances efficiency across all banks, with the largest impact on large banks due to their high financial technology development. …”
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Comparison of Different Confidence Intervals under Type-I Censoring Scheme by Ali Algarni, Abdullah M. Almarashi, Debasis Kundu, G. A. Abd-Elmougod, Sayed Abdel-Khalek

“…We proposed the exact confidence interval, for estimators θ^ and lnθ^, asymptotic confidence intervals, confidence interval under likelihood ratio test, and finally, two bootstrap confidence intervals. …”
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Factor Structure of the Scale of Sensed Parental Competencies: Version for parents (ECPP-p) by Yannet Valencia-Chacón

“…Method: The structural analysis was conducted with confirmatory factor analysis using the estimator WLSMV according to the ordinal nature of the items on the scale. …”
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Optimal Control for Networked Control Systems with Markovian Packet Losses by Xiao Han, Zhijian Ji, Qingyuan Qi

“…Since the precise state information cannot be obtained, thus an optimal recursive estimator is designed. Furthermore, by adopting the dynamic programming approach, we derive the optimal output feedback control, which is based on the solution to a given modified Riccati equation. …”
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Two new nonrandomized response models for surveys on sensitive topics by Andreas Quatember

“… If the direct questioning in surveys on sensitive variables leads to non-ignorable nonresponse and untruthful answers, a considerably biased estimator might be the consequence. For such cases, the higher complexity of the indirect questioning designs such as the nonrandomized response models may pay off in terms of estimation accuracy assuming an increase in respondents’ cooperation. …”
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Performance of Multimodel Schemes for Seasonal Precipitation over Indian Region by Vinay Kumar, Tirthankar Ghosh

“…A well-known statistical estimation theoretic approach, namely, Best Linear Unbiased Estimator (BLUE), is examined on 16 member models. …”
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Exact Interval Inference for the Two-Parameter Rayleigh Distribution Based on the Upper Record Values by Jung-In Seo, Jae-Woo Jeon, Suk-Bok Kang

“…The maximum likelihood method is the most widely used estimation method. On the other hand, it can produce substantial bias, and an approximate confidence interval based on the maximum likelihood estimator cannot be valid when the sample size is small. …”
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Weaker Regularity Conditions and Sparse Recovery in High-Dimensional Regression by Shiqing Wang, Yan Shi, Limin Su

“…Moreover, the present paper shows that, under a sparsity scenario, the Lasso estimator and Dantzig selector exhibit similar behavior. …”
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Investigating the Trend of Changes in some Climatic Elements in Chaharmahal and Bakhtiari Province by Abasali arvin, Abdolazim ghangherme, Davar Hajipour, Mehran Hidari

“…In this study, by using the Mann-Kendall nonparametric method and Sen' s Estimator slope test, the trend of some elements including  precipitation, average of maximum and minimum temperature and the  number of snowy days Chaharmahal and Bakhtiari Province covers part of Zagros and Zardkohe-Bakhtiari highlands, from which three major rivers including Zayandehrud, Dez and Karun originate. in an annual and monthly scale, was evaluated in  the stations of the province during a period of 30 years (1986-2015). …”
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EFMDR-Fast: An Application of Empirical Fuzzy Multifactor Dimensionality Reduction for Fast Execution by Sangseob Leem, Taesung Park

“…Fuzzy-MDR is expanded by a maximum likelihood estimator as a new membership function in empirical fuzzy MDR (EFMDR). …”
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An Analysis of Asymptotic Properties and Error Control under the Exponential Jump-Diffusion Model for American Option Pricing by Mohamed Maidoumi, Boubker Daafi, Mehdi Zahid

“…In doing so, we attempt to control the theoretical error and illustrate the asymptotic characteristics of each model; thus, using a numerical illustration of the convergence of the option price to an equilibrium price, we can notice its behavior when the number of paths tends to be a large number; therefore, we construct a simple estimator on each slice of the number of paths according to an upper and lower bound to control our error. …”
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Fitting Probability Distributions and Statistical Trend Analysis of Rainfall of Agro-climatic Zone of West Bengal by Bhawishya Pradhan, Banjul Bhattacharyya, N. Elakkiya and T. Gowthaman

“…To determine the best-fitting distribution and assess trends, 23 different probability distributions were employed, with the Mann-Kendall test and Sen’s slope estimator used for trend analysis. Goodness-of-fit tests, including the Kolmogorov-Smirnov, Anderson-Darling, and Chi-square tests, were employed to determine the most suitable distribution. …”
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Hybrid Model for Stock Market Volatility by Kofi Agyarko, Nana Kena Frempong, Eric Neebo Wiah

“…The lagged residuals from the GARCH (1, 1) model are fitted with a B-spline estimator and added to the results produced from the GARCH (1, 1) model. …”
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Comparative Analysis of Predicted Gene Expression among Crenarchaeal Genomes by Shibsankar Das, Brajadulal Chottopadhyay, Satyabrata Sahoo

“…In this study, a comparative analysis of predicted highly expressed genes in five crenarchaeal genomes was performed using the score of Modified Relative Codon Bias Strength (MRCBS) as a numerical estimator of gene expression level. We found a systematic strong correlation between Codon Adaptation Index and MRCBS. …”
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UFIR Filtering for GPS-Based Tracking over WSNs with Delayed and Missing Data by Karen Uribe-Murcia, Yuriy S. Shmaliy, Jose A. Andrade-Lucio

“…The GPS-based system provides accurate tracking but is also required to be reliable and robust. As a main estimator, we propose using the unbiased finite impulse response (UFIR) filter, which meets these needs as being more robust than the Kalman filter (KF). …”
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On Concordance Measures for Discrete Data and Dependence Properties of Poisson Model by Taoufik Bouezmarni, Mhamed Mesfioui, Abdelouahid Tajar

“…Also, based on the empirical copula which is viewed as a discrete distribution, we propose a new estimator of the copula function. Finally, we give useful dependence properties of the bivariate Poisson distribution and show the relationship between parameters of the Poisson distribution and both tau and rho.…”
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