An exact formula for the mean squared error of the inverse estimator in the linear calibration problem
From MaRDI portal
Publication:1063355
DOI10.1016/0378-3758(85)90005-9zbMath0574.62058OpenAlexW2070028369MaRDI QIDQ1063355
Publication date: 1985
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0378-3758(85)90005-9
mean squared errorconfluent hypergeometric functionexact formulaexpectations of functions of a Poisson random variableinverse estimatorlinear calibration problem
Related Items (5)
Multivariate calibration: A generalization of the classical estimator ⋮ An effective approach to linear calibration estimation with its applications ⋮ Recurrence relations for noncentral density, distribution functions and inverse moments ⋮ Optimal designs for estimating the control values in multi-univariate regression models ⋮ THE CALIBRATION PROBLEM REVISITED
Cites Work
- A class of modified Stein estimators with easily computable risk functions
- Minimax estimators of the mean of a multivariate normal distribution
- A Bayesian Analysis of the Linear Calibration Problem
- An Analysis of the Linear-Calibration Controversy from the Perspective of Compound Estimation
- An explicit formula for the risk of James-Stein estimators
- Stein's Estimation Rule and Its Competitors--An Empirical Bayes Approach
- Classical and Inverse Regression Methods of Calibration in Extrapolation
- A Bayesian Look at Inverse Linear Regression
- On Inverse Estimation in Linear Regression
- On the Problem of Calibration
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: An exact formula for the mean squared error of the inverse estimator in the linear calibration problem