Existence of Consistent Estimates of the Directional Parameter in a Linear Structural Relation Between Two Varibles
Neyman, Jerzy
Ann. Math. Statist., Tome 22 (1951) no. 4, p. 497-512 / Harvested from Project Euclid
Let $Z_n$ denote the system of $8n$ independent pairs of measurements $(X_{ik}, Y_{ik}),$ for $4i = 1, 2, \cdots, n$ and $k = 1, 2, \cdots, 8,$ of two nonobservable random variables $\xi_{ik}$ and $\eta_{ik},$ known to satisfy a linear relation of the form $\xi_{ik} \cos \theta^\ast + \eta_{ik} \sin \theta^\ast - p = 0,$ where $p$ is an arbitrary real number and $\theta^\ast$ may have any value between the limits $-\frac{1}{2}\pi < \theta^\ast \leqq \frac{1}{2}\pi$. The purpose of the paper is to construct a class of estimates $T_n(Z_n)$ of the parameter $\theta$ defined as follows: when $\theta^\ast = \frac{1}{2}\pi$ then $\theta = 0$; otherwise $\theta \equiv \theta^\ast$. Each estimate $T_n(Z_n)$ of the class considered converges in probability to $\theta$ as $n \rightarrow \infty$ under the following conditions: (i) except when $\theta = 0$, the variables $\xi_{ik}$ are nonnormal; (ii) any nonnormal components of the errors of measurements, $X_{ik} - \xi_{ik}$ and $Y_{ik} - \eta_{ik},$ are mutually independent, independent of $\xi_{ik}$ and of the normal components of these errors; (iii) the normal components of the errors may be correlated but as a pair are independent of $\xi_{ik}$.
Publié le : 1951-12-14
Classification: 
@article{1177729540,
     author = {Neyman, Jerzy},
     title = {Existence of Consistent Estimates of the Directional Parameter in a Linear Structural Relation Between Two Varibles},
     journal = {Ann. Math. Statist.},
     volume = {22},
     number = {4},
     year = {1951},
     pages = { 497-512},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177729540}
}
Neyman, Jerzy. Existence of Consistent Estimates of the Directional Parameter in a Linear Structural Relation Between Two Varibles. Ann. Math. Statist., Tome 22 (1951) no. 4, pp.  497-512. http://gdmltest.u-ga.fr/item/1177729540/