Exact Mean Squared Error Comparisons of the Inverse and Classical Estimators in Multi-univariate Linear Calibration

Samuel D. Oman*, M. S. Srivastava

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

9 Scopus citations

Abstract

The problem of controlled linear calibration with a multivariate response and univariate explanatory variable is considered. Exact expressions (in terms of functions of Poisson variables) are derived for the mean squared error of the inverse estimator. These expressions are compared with ones previously derived for the mean squared error of the classical estimator. Previous comparisons between the two estimators have suggested that neither dominates the other. We prove that this is true, and provide numerical comparisons of the two estimators' risk functions.

Original languageEnglish
Pages (from-to)473-488
Number of pages16
JournalScandinavian Journal of Statistics
Volume23
Issue number4
StatePublished - Dec 1996

Keywords

  • Controlled calibration
  • Multivariate linear regression
  • Poisson variables

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