Consequences of Departure from Normality on the Properties of Calibration Estimators

Shalabh und Toutenburg, Helge (2005): Consequences of Departure from Normality on the Properties of Calibration Estimators. Sonderforschungsbereich 386, Discussion Paper 441

Abstract

This paper considers the classical and inverse calibration estimators and discusses the consequences of departure from normality of errors on their bias and mean squared error properties when the errors in calibration process are small.

• Dokumententyp: Paper
• Fakultät: Mathematik, Informatik und Statistik > Statistik > Sonderforschungsbereich 386 ; Sonderforschungsbereiche > Sonderforschungsbereich 386
• Themengebiete: 500 Naturwissenschaften und Mathematik > 510 Mathematik
• Sprache: Englisch