On structural comparative calibration under a \(t\)-model
type: Item
instance of: scholarly article
title: On structural comparative calibration under a \(t\)-model
zbMATH Open document ID: 0934.62075
author: Heleno Bolfarine
author: Manuel Galea-Rojas
published in: Computational Statistics
publication date: 2000-03-02T00:00:00Z
review text: The authors consider the problem of assessing relative calibrations and relative accuracies of a set of \(p\) instruments each designed to measure the same characteristic on a common group of \(n\) individuals by using the \(t\)-distribution. Two models have been proposed to analyse data from such experiments: the regression model version and the factor analysis version. All these models assume errors normally distributed. In this paper the normal distribution is replaced by the \(t\)-distribution. Estimation is approached via the EM-algorithm. The method allows to pass estimators and the information matrix from one model to the other. Some numerical illustrations of the procedures are presented. To derive the information matrix, the authors present some results on expectations of certain functions of normal and \(t\)-random variables.
Mathematics Subject Classification ID: 62J99
Mathematics Subject Classification ID: 62H25
Mathematics Subject Classification ID: 62J05
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 62-08
zbMATH DE Number: 1409714
zbMATH Keywords: EM-algorithm
zbMATH Keywords: expected information
zbMATH Keywords: maximum likelihood estimators
zbMATH Keywords: Student t-distribution
zbMATH Keywords: Wald statistics
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 1409714