Now showing items 1-8 of 8

    • A review of the results on the Stein approach for estimators improvement 

      Voinov, V. G. (Vasilii Grigo'evich); Nikulin, M. S. (Institut d'Estadística de Catalunya, 1995)
      Article
      Open Access
      Since 1956, a large number of papers have been devoted to Stein's technique of obtaining improved estimators of parameters, for several statistical models. We give a brief review of these papers, emphasizing those aspects ...
    • Bolshev's method of confidence limit construction 

      Bagdonavicius, V. Vilijandas; Nikoulina, Valentina; Nikulin, M. S. (Institut d'Estadística de Catalunya, 1997)
      Article
      Open Access
      Confidence intervals and regions for the parameters of a distribution are constructed, following the method due to L. N. Bolshev. This construction method is illustrated with Poisson, exponential, Bernouilli, geometric, ...
    • Goodness-of-fit test for the family of logistic distributions 

      Aguirre, N.; Nikulin, M. S. (Institut d'Estadística de Catalunya, 1994)
      Article
      Open Access
      Chi-squared goodness-of-fit test for the family of logistic distributions id proposed. Different methods of estimation of the unknown parameters θ of the family are compared. The problem of homogeneity is considered.
    • Les correccions de continuïtat en distribucions Binomial i Poisson, i la correcció de Yates en el test khi-quadrat en taules de contingència 2 x 2 

      Nikulin, M. S.; Cuadras, C.M. (Carlos Maria) (Institut d'Estadística de Catalunya, 1993)
      Article
      Open Access
      Este artículo desarrolla y comenta diversas correcciones de continuidad a las aproximaciones normal y chi-cuadrado de algunas distribuciones discretas.
    • On the problem of the means of weighted normal populations 

      Nikulin, M. S.; Voinov, V. G. (Vasilii Grigo'evich) (Institut d'Estadística de Catalunya, 1995)
      Article
      Open Access
      An analytical problem, which arises in the statistical problem of comparing the means of two normal distributions, the variances of which -as well as their ratio- are unknown, is well known in the mathematical statistics ...
    • Remarques sur le maximum de vraisemblance 

      Huber, Catherine; Nikulin, M. S. (Institut d'Estadística de Catalunya, 1997)
      Article
      Open Access
      Some paradoxes on the maximum likelihood principle are presented and commented. We consider the properties of the maximum likelihood estimators as a particular case of the M-estimators. We propose a unified theory which ...
    • Statistical analysis of the generalized additive semiparametric survival model with random covariate 

      Bagdonavicius, V. Vilijandas; Nikulin, M. S. (Institut d'Estadística de Catalunya, 1997)
      Article
      Open Access
      Generalizations of the additive hazards model are considered. Estimates of the regression parameters and baseline function are proposed, when covariates are random. The asymptotic properties of estimators are considered.
    • Unbiased estimators of multivariate discrete distributions and chi-square goodness-of-fit test 

      Nikulin, M. S.; Voinov, V. G. (Vasilii Grigo'evich) (Institut d'Estadística de Catalunya, 1993)
      Article
      Open Access
      We consider the problem of estimation of the value of a real-valued function u(θ), θ = (θ1, ..., θk)T, on the basis of a sample from non-truncated or truncated multivariate Modified Power Series Distributions. Using the ...