Models for combining vector estimators of random parameters
The authors, \textit{D. Young} and \textit{J. Igwe} [ibid. 12, No.12, 1627-1642 (1989; Zbl 0708.62044)] reviewed and extended the theory of modelling the combining of vector estimators of a non-random parameter to attain a better estimator. It is our purpose in this paper to consider the problem of combining vector valued information and develop models for estimating a value of a random parameter by optimally combining the available information (in the form of data vectors, vectors of expert opinion, etc.) to obtain a better estimator of the random vector, X. In the early part of this paper we develop a calculus of variation for solving minimization problems when the function being minimized is a positive semi-definite matrix valued function of a matrix variable. The problem is to search through an admissible set of matrices that one which minimizes the positive semi-definite function with respect to the usual positive semi-definite (psd) ordering criteria. This criterion is sometimes called the Loewner partial ordering, and is simply that \(M_ 1<M_ 2\) if \(M_ 1\), \(M_ 2\) are both psd and \(M_ 2-M_ 1\) is psd and non-zero.
- Estimator models for combining vector estimators
- Combining multivariate estimators of the mean vector
- Estimation of an arbitrary mixture of uniform models
- Estimation of Mixed Parametric Functions In The Variance Components Model
- Estimating covariances of parameter estimates from different models
- Combining estimators of a common parameter across samples
- Combined and least squares empirical likelihood
- Combining statistical models
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