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Bayesian Estimation of Variance under Fine Stratification via Mean-Variance Smoothing
Sepideh Mosaferi, Shonosuke Sugasawa
Fine stratification survey is useful in many applications as its point estimator is unbiased, but the variance estimator under the design cannot be easily obtained, particularly wh…
Optimal Change Point Detection and Inference in the Spectral Density of General Time Series Models
Sepideh Mosaferi, Abolfazl Safikhani, Peiliang Bai
This paper addresses the problem of detecting change points in the spectral density of time series, motivated by EEG analysis of seizure patients. Seizures disrupt coherence and fu…
Properties of Test Statistics for Nonparametric Cointegrating Regression Functions Based on Subsamples
Sepideh Mosaferi, Mark S. Kaiser, Daniel J. Nordman
Nonparametric cointegrating regression models have been extensively used in financial markets, stock prices, heavy traffic, climate data sets, and energy markets. Models with param…
An Unbiased Predictor for Skewed Response Variable with Measurement Error in Covariate
Sepideh Mosaferi, Malay Ghosh, Shonosuke Sugasawa
We introduce a new small area predictor when the Fay-Herriot normal error model is fitted to a logarithmically transformed response variable, and the covariate is measured with err…
Transformed Fay-Herriot Model with Measurement Error in Covariates
Sepideh Mosaferi, Malay Ghosh, Rebecca C. Steorts
Statistical agencies are often asked to produce small area estimates (SAEs) for positively skewed variables. When domain sample sizes are too small to support direct estimators, ef…
Empirical and Constrained Empirical Bayes Variance Estimation Under A One Unit Per Stratum Sample Design
Sepideh Mosaferi
A single primary sampling unit (PSU) per stratum design is a popular design for estimating the parameter of interest. Although, the point estimator of the design is unbiased and ef…