New perspectives on linear calibration

DOI10.1006/JMVA.1994.1056zbMath0815.62048OpenAlexW1975415341MaRDI QIDQ1340287

V. Pereyra

Publication date: 11 December 1994

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1994.1056

zbMATH Keywords

consistencynuisance parametersquadratic riskinadmissibilitycontrol problemadmissibilityreference priorcalibration modelinverse regression estimator

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Linear inference, regression (62J99) Admissibility in statistical decision theory (62C15)

Related Items (18)

An insight into linear calibration: univariate case ⋮ On estimation in multivariate linear calibration with elliptical errors ⋮ The information domain confidence intervals in univariate linear calibration ⋮ Univariate linear calibration via replicated errors-in-variables model ⋮ An effective approach to linear calibration estimation with its applications ⋮ On best linear and Bayesian linear predictor in calibration ⋮ Probability matching priors for linear calibration ⋮ Comparison of the inverse and classical estimators in multi-univariate linear calibration ⋮ A note on the confidence properties of reference priors for the calibration model ⋮ Bayes, minimax and nonnegative estimators of variance components under Kullback-Leibler loss ⋮ Probability matching priors for an extended statistical calibration model ⋮ Elliptical functional models. ⋮ Noninformative priors for multivariate linear calibration ⋮ Bayesian reference prior analysis for polynomial calibration models ⋮ Exact finite-sample bias and MSE reduction in a simple linear regression model with measurement error ⋮ Optimal estimators for the importance sampling method ⋮ Bayesian analysis of the calibration problem under elliptical distributions. ⋮ Shrinkage and modification techniques in estimation of variance and the related problems: A review

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