Jerome Keating | University of Texas at San Antonio (original) (raw)
Papers by Jerome Keating
IEEE International Symposium on Circuits and Systems, 1990
The authors set forth an approach to the robust analysis of periodic digital data. This approach ... more The authors set forth an approach to the robust analysis of periodic digital data. This approach uses optimal order statistic (OS) filters for the filtering of non-Gaussian additive i.i.d. (independently identically distributed) noise and OS and generalized order statistic (GOS) filters to factor out impulsive and/or bursty noise. The noise is not necessarily stationary and may vary with phase (amplitude)
Http Dx Doi Org 10 1080 03610928308828470, Jun 27, 2007
ABSTRACT Estimators of percentiles of location and scale parameter distributions are optimized ba... more ABSTRACT Estimators of percentiles of location and scale parameter distributions are optimized based on Pitman closeness and absolute risk. A median unbiased (MU) estimator and a minimum risk (MR) estimator are shown to exist within a class of estimators, and to depend upon the medians of two completely specified distributions.
Http Dx Doi Org 10 1080 03610928408828740, Aug 6, 2008
ABSTRACT Small sample sizes in material fatigue tests give rise to an adaptive estimator of the l... more ABSTRACT Small sample sizes in material fatigue tests give rise to an adaptive estimator of the l00x(1-p)% normal percentile, which is the 100xp% survival load. The mean squared relative efficiency of the best invariant estimator of normal percentiles to the adaptive estimator is dependent upon the unknown parameters only through the coefficient of variation. The adaptive estimator is shown to be more locally efficient than the best invariant estimator over a subset of the parameter space. However, in the extreme values of p the coverage probabilities of the adaptive estimator provide little more protection than a traditional point estimator over the range of preference based on mean squared relative efficiency.
Journal of Petroleum Technology, 1986
Communications in Statistics-theory and Methods, 1985
Two point estimators of the survival fraction are compared using Pitman's measure of closenes... more Two point estimators of the survival fraction are compared using Pitman's measure of closeness. Expressions for obtaining the conditional mean absolute errors are derived. The “odds” that one estimator is closer to the true value forms the basis for determining the preferred estimator in the normal failure model which is often used in industrial quality control.
Encyclopedia of Research Design, 2010
Statistics & Probability Letters, 1984
ABSTRACT A method for deriving point estimates of percentiles in the extreme-value distribution c... more ABSTRACT A method for deriving point estimates of percentiles in the extreme-value distribution conditioned on the ancillary information is given. The resulting conditional median unbiased estimate is the same regardless of the arbitrary choice of equivariant estimators. The conditional median unbiased estimator is also shown to be optimal with respect to Pitman Nearness.
Statistical Methodology, 2011
Journal of Statistical Computation and Simulation, 1989
... JEROME P. KEATING and VERONICA CZITROM Dwi>wn of Matimnattcs, compute^ Science, ilnd Stati... more ... JEROME P. KEATING and VERONICA CZITROM Dwi>wn of Matimnattcs, compute^ Science, ilnd Statistics, The U?:ioersity cf Texas at Sun Antonio, San Antonio, Texas 78285, USA T :he least squares ectimatnr and the James-Stein estimator of rhe vector-valued paranleiel in a ...
Journal of Quantitative Analysis in Sports, 2000
With the advent of the Bowl Championship Series (BCS) much emphasis has been placed on ranking te... more With the advent of the Bowl Championship Series (BCS) much emphasis has been placed on ranking teams. We consider several mathematical methods for ranking college football teams based on point differential including least squares with fixed or mixed effects. We also ...
Communications in Statistics - Theory and Methods, 1983
ABSTRACT Estimators of percentiles of location and scale parameter distributions are optimized ba... more ABSTRACT Estimators of percentiles of location and scale parameter distributions are optimized based on Pitman closeness and absolute risk. A median unbiased (MU) estimator and a minimum risk (MR) estimator are shown to exist within a class of estimators, and to depend upon the medians of two completely specified distributions.
Communications in Statistics - Theory and Methods, 1984
ABSTRACT Small sample sizes in material fatigue tests give rise to an adaptive estimator of the l... more ABSTRACT Small sample sizes in material fatigue tests give rise to an adaptive estimator of the l00x(1-p)% normal percentile, which is the 100xp% survival load. The mean squared relative efficiency of the best invariant estimator of normal percentiles to the adaptive estimator is dependent upon the unknown parameters only through the coefficient of variation. The adaptive estimator is shown to be more locally efficient than the best invariant estimator over a subset of the parameter space. However, in the extreme values of p the coverage probabilities of the adaptive estimator provide little more protection than a traditional point estimator over the range of preference based on mean squared relative efficiency.
Communications in Statistics - Theory and Methods, 2006
We suggest and compare two multiple change-point algorithms (segmentation and sequential) for acc... more We suggest and compare two multiple change-point algorithms (segmentation and sequential) for accurate detection of the onset of abrupt leaks in blended underground storage tanks. We apply these algorithms to two simulated scenarios to demonstrate the advantages of the sequential algorithm, and then we apply the sequential algorithm to the Cary blended site data. In addition, we obtain a confidence
Communications in Statistics - Simulation and Computation, 1983
A derivation of the critical values of the two sample F max-test is given together with many of t... more A derivation of the critical values of the two sample F max-test is given together with many of the properties of the critical values. Tables of the critical values are given for a broad range of sample sizes and levels of significance.
this article, we review afundamental approach in density estimation andillustrate the procedure o... more this article, we review afundamental approach in density estimation andillustrate the procedure on the lengths of homeruns hit by Sammy Sosa and Mark McGwire in theGreat Home Run Race of "98.
The American Statistician, May 1, 1988
In the comparison of estimators, the typical viewpoint of mean squared error has been challenged ... more In the comparison of estimators, the typical viewpoint of mean squared error has been challenged by C. R. Rao. In this article we propose a method of selecting estimators in normal populations based on their regions of preference. These regions of preference are a natural consequence of Rao's emphasis on Pitman nearness. We apply the method in the case of estimation of the mean of a bivariate normal through the James-Stein class.
Communications in Statistics Theory and Methods, 1991
RefDoc Bienvenue - Welcome. Refdoc est un service / is powered by. ...
IEEE International Symposium on Circuits and Systems, 1990
The authors set forth an approach to the robust analysis of periodic digital data. This approach ... more The authors set forth an approach to the robust analysis of periodic digital data. This approach uses optimal order statistic (OS) filters for the filtering of non-Gaussian additive i.i.d. (independently identically distributed) noise and OS and generalized order statistic (GOS) filters to factor out impulsive and/or bursty noise. The noise is not necessarily stationary and may vary with phase (amplitude)
Http Dx Doi Org 10 1080 03610928308828470, Jun 27, 2007
ABSTRACT Estimators of percentiles of location and scale parameter distributions are optimized ba... more ABSTRACT Estimators of percentiles of location and scale parameter distributions are optimized based on Pitman closeness and absolute risk. A median unbiased (MU) estimator and a minimum risk (MR) estimator are shown to exist within a class of estimators, and to depend upon the medians of two completely specified distributions.
Http Dx Doi Org 10 1080 03610928408828740, Aug 6, 2008
ABSTRACT Small sample sizes in material fatigue tests give rise to an adaptive estimator of the l... more ABSTRACT Small sample sizes in material fatigue tests give rise to an adaptive estimator of the l00x(1-p)% normal percentile, which is the 100xp% survival load. The mean squared relative efficiency of the best invariant estimator of normal percentiles to the adaptive estimator is dependent upon the unknown parameters only through the coefficient of variation. The adaptive estimator is shown to be more locally efficient than the best invariant estimator over a subset of the parameter space. However, in the extreme values of p the coverage probabilities of the adaptive estimator provide little more protection than a traditional point estimator over the range of preference based on mean squared relative efficiency.
Journal of Petroleum Technology, 1986
Communications in Statistics-theory and Methods, 1985
Two point estimators of the survival fraction are compared using Pitman's measure of closenes... more Two point estimators of the survival fraction are compared using Pitman's measure of closeness. Expressions for obtaining the conditional mean absolute errors are derived. The “odds” that one estimator is closer to the true value forms the basis for determining the preferred estimator in the normal failure model which is often used in industrial quality control.
Encyclopedia of Research Design, 2010
Statistics & Probability Letters, 1984
ABSTRACT A method for deriving point estimates of percentiles in the extreme-value distribution c... more ABSTRACT A method for deriving point estimates of percentiles in the extreme-value distribution conditioned on the ancillary information is given. The resulting conditional median unbiased estimate is the same regardless of the arbitrary choice of equivariant estimators. The conditional median unbiased estimator is also shown to be optimal with respect to Pitman Nearness.
Statistical Methodology, 2011
Journal of Statistical Computation and Simulation, 1989
... JEROME P. KEATING and VERONICA CZITROM Dwi>wn of Matimnattcs, compute^ Science, ilnd Stati... more ... JEROME P. KEATING and VERONICA CZITROM Dwi>wn of Matimnattcs, compute^ Science, ilnd Statistics, The U?:ioersity cf Texas at Sun Antonio, San Antonio, Texas 78285, USA T :he least squares ectimatnr and the James-Stein estimator of rhe vector-valued paranleiel in a ...
Journal of Quantitative Analysis in Sports, 2000
With the advent of the Bowl Championship Series (BCS) much emphasis has been placed on ranking te... more With the advent of the Bowl Championship Series (BCS) much emphasis has been placed on ranking teams. We consider several mathematical methods for ranking college football teams based on point differential including least squares with fixed or mixed effects. We also ...
Communications in Statistics - Theory and Methods, 1983
ABSTRACT Estimators of percentiles of location and scale parameter distributions are optimized ba... more ABSTRACT Estimators of percentiles of location and scale parameter distributions are optimized based on Pitman closeness and absolute risk. A median unbiased (MU) estimator and a minimum risk (MR) estimator are shown to exist within a class of estimators, and to depend upon the medians of two completely specified distributions.
Communications in Statistics - Theory and Methods, 1984
ABSTRACT Small sample sizes in material fatigue tests give rise to an adaptive estimator of the l... more ABSTRACT Small sample sizes in material fatigue tests give rise to an adaptive estimator of the l00x(1-p)% normal percentile, which is the 100xp% survival load. The mean squared relative efficiency of the best invariant estimator of normal percentiles to the adaptive estimator is dependent upon the unknown parameters only through the coefficient of variation. The adaptive estimator is shown to be more locally efficient than the best invariant estimator over a subset of the parameter space. However, in the extreme values of p the coverage probabilities of the adaptive estimator provide little more protection than a traditional point estimator over the range of preference based on mean squared relative efficiency.
Communications in Statistics - Theory and Methods, 2006
We suggest and compare two multiple change-point algorithms (segmentation and sequential) for acc... more We suggest and compare two multiple change-point algorithms (segmentation and sequential) for accurate detection of the onset of abrupt leaks in blended underground storage tanks. We apply these algorithms to two simulated scenarios to demonstrate the advantages of the sequential algorithm, and then we apply the sequential algorithm to the Cary blended site data. In addition, we obtain a confidence
Communications in Statistics - Simulation and Computation, 1983
A derivation of the critical values of the two sample F max-test is given together with many of t... more A derivation of the critical values of the two sample F max-test is given together with many of the properties of the critical values. Tables of the critical values are given for a broad range of sample sizes and levels of significance.
this article, we review afundamental approach in density estimation andillustrate the procedure o... more this article, we review afundamental approach in density estimation andillustrate the procedure on the lengths of homeruns hit by Sammy Sosa and Mark McGwire in theGreat Home Run Race of "98.
The American Statistician, May 1, 1988
In the comparison of estimators, the typical viewpoint of mean squared error has been challenged ... more In the comparison of estimators, the typical viewpoint of mean squared error has been challenged by C. R. Rao. In this article we propose a method of selecting estimators in normal populations based on their regions of preference. These regions of preference are a natural consequence of Rao's emphasis on Pitman nearness. We apply the method in the case of estimation of the mean of a bivariate normal through the James-Stein class.
Communications in Statistics Theory and Methods, 1991
RefDoc Bienvenue - Welcome. Refdoc est un service / is powered by. ...