Consequences of Departure from Normality on the Properties of Calibration Estimators

Shalabh; Toutenburg, Helge (2005): Consequences of Departure from Normality on the Properties of Calibration Estimators. Collaborative Research Center 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.

• Item Type: Paper (Research Paper)
• Faculties: Mathematics, Computer Science and Statistics > Statistics > Collaborative Research Center 386; Special Research Fields > Special Research Field 386
• Subjects: 500 Science > 510 Mathematics
• Language: English