Multivariate calibration: A generalization of the classical estimator (Q1110962): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 03:15, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Multivariate calibration: A generalization of the classical estimator |
scientific article |
Statements
Multivariate calibration: A generalization of the classical estimator (English)
0 references
1988
0 references
In univariate calibration problems two different estimators are commonly in use. They are referred to as the classical estimator and the inverse estimator. \textit{R. G. Krutchkoff} [Technometrics 9, 425-439 (1967)] compared these two methods of calibration by means of an extensive Monte Carlo study. Without mathematical proof he concluded that the classical estimator has a uniformly greater mean squared error than the inverse estimator. Krutchkoff's paper resulted in an immediate controversy on the subject of his criterion, for the classical estimator has an infinite mean and mean squared error. In this paper we consider a generalization of the classical estimator for multivariate regression problems. We show that this estimator has a finite mean if the dimension, say p, of the response variable is greater than 2, and we show that the mean squared error is finite if p is greater than 4. We also give exact expressions for the mean and the mean squared error in terms of expectations of Poisson variables, which can be easily approximated.
0 references
multivariate calibration
0 references
controlled experimentation
0 references
classical estimator
0 references
inverse estimator
0 references
multivariate regression problems
0 references
mean squared error
0 references
expectations of Poisson variables
0 references