Comparison of Two Estimation Methods of Missing Values Using Pitman-Closeness Criterion

被引：9
|
作者：
Hamaz, Abdelghani [1 ]
Ibazizen, Mohamed [1 ]
机构：
[1] Univ Mouloud Mammeri, Dept Math, Tizi Ouzou 15000, Algeria
来源：
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2009年 / 38卷 / 13期
关键词：
Autoregressive model; Missing value; Pitman-closeness;
D O I：
10.1080/03610920802521190
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：
In this article, a proof is given that the linear interpolator is Pitman-closer than the linear predictor with respect to a missing value of a stationary first-order autoregressive process.
引用
收藏
页码：2210 / 2213
页数：4
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