Confidence regions based on inefficient estimators

Kód výsledku v IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61989592%3A15310%2F09%3A00010115" target="_blank" >RIV/61989592:15310/09:00010115 - isvavai.cz</a>

Výsledek na webu

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DOI - Digital Object Identifier

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Jazyk výsledku

angličtina

Název v původním jazyce

Confidence regions based on inefficient estimators

Popis výsledku v původním jazyce

We consider an unbiased estimator of a function of mean value parameters, which is not efficient. This inefficient estimator is correlated with a residual vector. Thus, if a unit dispersion is unknown, it is impossible to determine the correct confidenceregion for a function of mean value parameters via a standard estimator of an unknown dispersion with the exception of the case when the ordinary least squares (OLS) estimator is considered in a model with a special covariance structure such that the OLS and the generalized least squares (GLS) estimator are the same, that is the OLS estimator is efficient. Two different estimators of a unit dispersion independent of an inefficient estimator are derived in a singular linear statistical model. Their quality was verified by simulations for several types of experimental designs. Two new estimators of the unit dispersion were compared with the standard estimators based on the GLS and the OLS estimators of the function of the mean value para

Název v anglickém jazyce

Confidence regions based on inefficient estimators

Popis výsledku anglicky

We consider an unbiased estimator of a function of mean value parameters, which is not efficient. This inefficient estimator is correlated with a residual vector. Thus, if a unit dispersion is unknown, it is impossible to determine the correct confidenceregion for a function of mean value parameters via a standard estimator of an unknown dispersion with the exception of the case when the ordinary least squares (OLS) estimator is considered in a model with a special covariance structure such that the OLS and the generalized least squares (GLS) estimator are the same, that is the OLS estimator is efficient. Two different estimators of a unit dispersion independent of an inefficient estimator are derived in a singular linear statistical model. Their quality was verified by simulations for several types of experimental designs. Two new estimators of the unit dispersion were compared with the standard estimators based on the GLS and the OLS estimators of the function of the mean value para

Druh

J_x - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)

CEP obor

BA - Obecná matematika

OECD FORD obor

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Projekt

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Návaznosti

Z - Vyzkumny zamer (s odkazem do CEZ)

Rok uplatnění

2009

Kód důvěrnosti údajů

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Název periodika

Statistics: A Journal of Theoretical and Applied Statistics

ISSN

0233-1888

e-ISSN

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Svazek periodika

43

Číslo periodika v rámci svazku

3

Stát vydavatele periodika

GB - Spojené království Velké Británie a Severního Irska

Počet stran výsledku

11

Strana od-do

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Kód UT WoS článku

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EID výsledku v databázi Scopus

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