A generalized inverse regression estimator in multi-univariate linear calibration

被引:2
|
作者
Takeuchi, H [1 ]
机构
[1] TOKYO KEIZAI UNIV,DEPT ECON,KOKUBUNJI,TOKYO 185,JAPAN
关键词
classical estimator; inverse regression; Krutchkoff estimator;
D O I
10.1080/03610929708832070
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
A multivariate linear calibration problem, in which response variable is multivariate and explanatory variable is univariate, is considered. In this paper a class of generalized inverse regression estimators is proposed in multi-univariate linear calibration. It includes the classical estimator and the inverse regression one (or Krutchkoff estimator). For the proposed estimator we derive the expressions of bias and mean square error (MSE). Furthermore the behavior of these characteristics is investigated through an analytical method. In addition through a numerical study we confirm the existence of a generalized inverse regression estimator to improve both the classical and the inverse regression estimators on the MSE criterion.
引用
收藏
页码:2645 / 2669
页数:25
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