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Use of our bias correction technique enables us to obtain accurate estimates of effective bandwidths using relatively short block lengths.
Recommendations · Empirical Effective Bandwidth Estimation for IPTV Admission Control · Effective bandwidth estimation and testing for Markov sources · Tiered ...
We show that direct estimators that have been proposed for this purpose are biased when the source traffic is autocorrelated. By explicitly computing the bias ...
Our proposed robust bias correction method delivers valid confidence intervals (and related inference procedures) even when using the MSE-optimal bandwidth for ...
We show that direct estimators that have been proposed for this purpose are biased when the source traffic is autocorrelated. By explicitly computing the bias ...
Robust bias-corrected (RBC) inference methods are valid when using the MSE-optimal bandwidth, but we show that they yield suboptimal confidence intervals in ...
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Apr 12, 2007 · The degree of bias correction determines the rate of relative convergence of the resulting bandwidth. The bias correction targets finite sample ...
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Oct 18, 2016 · 4.1.1 Sensitivity Analysis. A researcher implements the CCT bias-correction method by calculating the local quadratic es- timator of the ...
In this article, we propose a new method of bias reduction in nonparametric regression estimation. The proposed new estimator has asymptotic bias order h4, ...
Aug 12, 2015 · We study the effects of bias correction on confidence interval coverage in the context of kernel density and local polynomial regression estimation.
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