Bemerkungen zum Vergleich linearer normaler Experimente. (Remarks on the comparison of linear normal experiments)

DOI10.1007/BF01501485MaRDI QIDQ1106576zbMATH OpenOpenAlexFDO

Authors Herbert Heyer

Publication date 1988

Published in Monatshefte für Mathematik (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/178387

zbMATH Keywords

autoregressive estimationbootstrapdesign matricesinformation comparisonlinear normal experimentsLoewner orderingmean estimationrandomizationratio estimationSaddlepoint approximationstwo-sample comparisons

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Theory of statistical experiments (62B15)

Review text

The information comparison \({\mathcal E}_ A> {\mathcal E}_ B\) between two linear normal experiments \({\mathcal E}_ A\), \({\mathcal E}_ B\) is studied in terms of the Loewner ordering \(A\geq B\) between their defining design matrices A,B respectively. The results due to \textit{J. Kiefer} [J. Roy. Stat. Soc., Ser. B 21, 272-319 (ng-generated likelihoods. Saddlepoint approximations are shown to be easy to use and accurate in a variety of simple bootstrap and randomization applications. Examples include mean estimation, ratio estimation, two-sample comparisons, and autoregressive estimation.

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Cites work

• Comparison of linear normal experiments
• Deficiencies between linear normal experiments
• scientific article; zbMATH DE number 3831048 (Why is no real title available?)
• scientific article; zbMATH DE number 3176492 (Why is no real title available?)
• Orderings of linear models

Cited in

(2)

• On a matrix result in comparison of linear experiments
• Order relations for linear models: a survey on recent developments

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