Bias Analysis and Correction in Weighted-L1 Estimators for the First-Order Bifurcating Autoregressive Model Article Swipe
Tamer Elbayoumi
,
Sayed Mostafa
·
YOU?
·
· 2024
· Open Access
·
· DOI: https://doi.org/10.20944/preprints202409.2024.v1
YOU?
·
· 2024
· Open Access
·
· DOI: https://doi.org/10.20944/preprints202409.2024.v1
This study examines the bias in weighted least absolute deviation (WL1) estimation within the context of stationary first-order bifurcating autoregressive (BAR(1)) models, which are frequently employed to analyze binary tree-like data, including applications in cell lineage studies. Initial findings indicate that WL1 estimators can demonstrate substantial and problematic biases, especially when small to moderate sample sizes. The autoregressive parameter and the correlation between model errors influence the volume and direction of the bias. To address this issue, we propose two bootstrap-based bias-corrected estimators for the WL1 estimator. We conduct extensive simulations to assess the performance of these bias-corrected estimators. Our empirical findings demonstrate that these estimators effectively reduce the bias inherent in WL1 estimators, with their performance being particularly pronounced at the extremes of the autoregressive parameter range.
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Metadata
- Type
- preprint
- Language
- en
- Landing Page
- http://doi.org/10.20944/preprints202409.2024.v1
- OA Status
- green
- Related Works
- 10
- OpenAlex ID
- https://openalex.org/W4402876208
All OpenAlex metadata
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- OpenAlex ID
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https://openalex.org/W4402876208Canonical identifier for this work in OpenAlex
- DOI
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https://doi.org/10.20944/preprints202409.2024.v1Digital Object Identifier
- Title
-
Bias Analysis and Correction in Weighted-L1 Estimators for the First-Order Bifurcating Autoregressive ModelWork title
- Type
-
preprintOpenAlex work type
- Language
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enPrimary language
- Publication year
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2024Year of publication
- Publication date
-
2024-09-25Full publication date if available
- Authors
-
Tamer Elbayoumi, Sayed MostafaList of authors in order
- Landing page
-
https://doi.org/10.20944/preprints202409.2024.v1Publisher landing page
- Open access
-
YesWhether a free full text is available
- OA status
-
greenOpen access status per OpenAlex
- OA URL
-
https://doi.org/10.20944/preprints202409.2024.v1Direct OA link when available
- Concepts
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Autoregressive model, Estimator, STAR model, SETAR, Econometrics, Mathematics, Order (exchange), Applied mathematics, First order, Economics, Statistics, Autoregressive integrated moving average, Time series, FinanceTop concepts (fields/topics) attached by OpenAlex
- Cited by
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0Total citation count in OpenAlex
- Related works (count)
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10Other works algorithmically related by OpenAlex
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