Comparison of the inverse and classical estimators in multi-univariate linear calibration
作者： M.S. Srivastava
DOI: 10.1080/03610929508831647
关键词:
摘要: The problem of estimation in the controlled linear calibration with a multivariate response and univariate explanatory variable is considered when covariance matrix unknown. It shown that classical estimator inadmissible whereas inverse admissible. Both estimators have been to be biased (underestimating).
researchgate.net 
sci-hub.se 参考文章(17)
David L. Streiner, An introduction to multivariate statistics. The Canadian Journal of Psychiatry. ,vol. 38, pp. 9- 13 ,(1993) , 10.1177/070674379303800104
James O. Berger, L. Mark Berliner, Asad Zaman, General Admissibility and Inadmissibility Results for Estimation in a Control Problem Annals of Statistics. ,vol. 10, pp. 838- 856 ,(1982) , 10.1214/AOS/1176345875
T. Kubokawa, C.P. Robert, New Perspectives on Linear Calibration Journal of Multivariate Analysis. ,vol. 51, pp. 178- 200 ,(1994) , 10.1006/JMVA.1994.1056
Max Halperin, On Inverse Estimation in Linear Regression Technometrics. ,vol. 12, pp. 727- 736 ,(1970) , 10.1080/00401706.1970.10488723
J. Aitchison, I. R. Dunsmore, Statistical Prediction Analysis Journal of the American Statistical Association. ,vol. 73, pp. 222- ,(1975) , 10.1017/CBO9780511569647
Bruce Hoadley, A Bayesian Look at Inverse Linear Regression Journal of the American Statistical Association. ,vol. 65, pp. 356- 369 ,(1970) , 10.1080/01621459.1970.10481085
C. Srinivasan, A Sharp Necessary and Sufficient Condition for Inadmissibility of Estimators in a Control Problem Annals of Statistics. ,vol. 12, pp. 927- 944 ,(1984) , 10.1214/AOS/1176346712
J. Kiefer, R. Schwartz, Admissible Bayes Character of $T^2-, R^2-$, and Other Fully Invariant Tests for Classical Multivariate Normal Problems Annals of Mathematical Statistics. ,vol. 36, pp. 747- 770 ,(1965) , 10.1214/AOMS/1177700051
C.A.J Lieftinck-Koeijers, Multivariate calibration: a generalization of the classical estimator Journal of Multivariate Analysis. ,vol. 25, pp. 31- 44 ,(1988) , 10.1016/0047-259X(88)90151-0
R. G. Krutchkoff, Classical and Inverse Regression Methods of Calibration Technometrics. ,vol. 9, pp. 425- 439 ,(1967) , 10.1080/00401706.1967.10490486