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A new property of Stein procedure in measurement error model

✍ Scribed by Anil K. Srivastava; Shalabh

Publisher
Elsevier Science
Year
1997
Tongue
English
Weight
215 KB
Volume
32
Category
Article
ISSN
0167-7152

No coin nor oath required. For personal study only.

✦ Synopsis

Stein-rule procedure is a known technique for yielding biased but efficient estimators of parameters. This article demonstrates that it can be utilized for overcoming the inconsistency of least squares estimators in measurement error models and therefrom providing a class of consistent estimators.

πŸ“œ SIMILAR VOLUMES

Improved Estimation in Measurement Error
Improved Estimation in Measurement Error Models Through Stein Rule Procedure
✍ Shalabh πŸ“‚ Article πŸ“… 1998 πŸ› Elsevier Science 🌐 English βš– 203 KB

This paper examines the role of Stein estimation in a linear ultrastructural form of the measurement errors model. It is demonstrated that the application of Stein rule estimation to the matrix of true values of regressors leads to the overcoming of the inconsistency of the least squares procedure a

CORRIGENDUM: Volume 67, Number 1 (1998),
CORRIGENDUM: Volume 67, Number 1 (1998), in the article β€œImproved Estimation in Measurement Error Models Through Stein Rule Procedure,” by Shalabh, pp. 35–48
πŸ“‚ Article πŸ“… 2000 πŸ› Elsevier Science 🌐 English βš– 24 KB

where B and C are nonstochastic matrices of the appropriate order in each case. When additionally B is symmetric, However, in the article, only the first result was utilized, with no serious consequences, as the matrix B is symmetric. The other results in (4) are correct.

A new stochastic model and measurement e
A new stochastic model and measurement errors in residence time distributions of multiphase reactors
✍ C.L. Briens; A. Margaritis; G. Wild πŸ“‚ Article πŸ“… 1995 πŸ› Elsevier Science 🌐 English βš– 809 KB

Residence time distributions are required for modeling, design and optimization of chemical and biochemical multiphase reactors. Most models either cannot discriminate between true backmixing and a spread in fluid velocity or they require a large number of empirical parameters. A new stochastic mode