标题: Fixed-sample optimal non-orthogonal estimating functions in the presence of nuisance parameters
作者: Chen, CR
Wang, LC
統計學研究所
Institute of Statistics
关键字: estimating function;fixed-sample optimal;Moore-Penrose inverse;non-orthogonal;nuisance parameter;parameter of interest
公开日期: 1-十二月-2004
摘要: In the paper, an important necessary and sufficient condition for a commonly used non-orthogonal estimating function to be fixed-sample optimal is proposed. The class of all fixed-sample optimal non-orthogonal estimating functions is characterized under the proposed condition. A simple counterexample without any fixed-sample optimal non-orthogonal estimating function is constructed to show that the proposed condition does not necessarily hold. The usefulness and applicability of the proposed method are illustrated by two classical examples with many nuisance parameters.
URI: http://hdl.handle.net/11536/25611
ISSN: 1027-5487
期刊: TAIWANESE JOURNAL OF MATHEMATICS
Volume: 8
Issue: 4
起始页: 653
结束页: 671
显示于类别:Articles