Asymptotic Relative Efficiency for New Scores in the Generalized F Distribution
نویسندگان
چکیده
منابع مشابه
Asymptotic relative efficiency.
Asymptotic Relative Efficiency ] was pleased to read "Promise in Nonparametrics" by Royeen and Seaver (March, ] 986). As the authors state, analysis of data by non parametric methods when the strong assumptions for parametric counterparts cannot be met provides the researcher with effective statistical procedures that may be more realistic and valid in a given situation. It is also interesting ...
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where Y0 is a (N 1) vector of observations, X0 is a (N k) full rank matrix of known constants, is a (k 1) vector of unknown parameters, and "0 is a (N 1) vector of randomly distributed Gaussian errors with E("0) = 0 and V ar("0) = IN : The least squares estimate of is ̂ = (X 0 0X0) X 0 0Y0: The basic idea in in uence analysis as introduced by Cook (1977) concerns the stability of a linear regre...
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For statistical estimation problems, it is typical and even desirable that more than one reasonable estimator can arise for consideration. One natural and time-honored approach for choosing an estimator is simply to compare the sample sizes at which the competing estimators meet a given standard of performance. This depends upon the chosen measure of performance and upon the particular populati...
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ژورنال
عنوان ژورنال: Communications for Statistical Applications and Methods
سال: 2004
ISSN: 2287-7843
DOI: 10.5351/ckss.2004.11.3.435