On Ban Estimators for Chi Squared Test Criteria
Bemis, Kerry G. ; Bhapkar, Vasant P.
Ann. Statist., Tome 11 (1983) no. 1, p. 183-196 / Harvested from Project Euclid
Wijsman (1959a) developed the theory of BAN estimators of a parameter $\beta$ under some fairly general conditions assuming that $n^{1/2}(y_n - g(\beta)) \rightarrow_L N_s(0, \sigma(\beta))$. The present article considers the complementary, but somewhat more general, approach under the constraint equation model that restricts the parameter $\mu$ so that $f(\mu) = 0$ under general conditions requiring $n^{1/2}(y_n - \mu) \rightarrow_L N_s(0, \sigma^\ast(\mu))$. At the same time, this article weakens Wijsman's differentiability requirement by introducing a $p$-differentiability condition for regular estimators. Next the theory of BAN estimation is developed for a model combining features of both of these approaches. As a special case of the model above, weighted least squares estimators for a general linear model are shown to be BAN.
Publié le : 1983-03-14
Classification:  BAN estimation,  regular estimators,  weighted least squares criterion,  Chi squared test criteria,  62F12,  62F05
@article{1176346068,
     author = {Bemis, Kerry G. and Bhapkar, Vasant P.},
     title = {On Ban Estimators for Chi Squared Test Criteria},
     journal = {Ann. Statist.},
     volume = {11},
     number = {1},
     year = {1983},
     pages = { 183-196},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176346068}
}
Bemis, Kerry G.; Bhapkar, Vasant P. On Ban Estimators for Chi Squared Test Criteria. Ann. Statist., Tome 11 (1983) no. 1, pp.  183-196. http://gdmltest.u-ga.fr/item/1176346068/