估計函數

標題:	估計函數 Finite-Sample Optimal Estimating Functions in the Presence of a Nuisance Parameter
作者:	張瑋華 Wei Hwa Chang 陳志榮 Chih Rung Chen 統計學研究所
關鍵字:	finite-sample optimal;estimating function;score;generalized inverse;quasi-score;linear model;non-orthogonal model;finite-sample optimal;estimating function;score;generalized inverse;quasi-score;linear model;non-orthogonal model
公開日期:	1998
摘要:	In this paper, we first extend some classical criteria for characterizing any finite-sample optimal estimating functions for the parameter of interest in a more general setting. Secondly, we give appropriate sufficient conditions for the existence of any finite-sample optimal estimating function for the parameter of interest in linear or non-orthogonal models. Finally, the example of megalithic stone rings (Angell and Barber, 1977) is discussed thoroughly to illustrate the theory. In this paper, we first extend some classical criteria for characterizing any finite-sample optimal estimating functions for the parameter of interest in a more general setting. Secondly, we give appropriate sufficient conditions for the existence of any finite-sample optimal estimating function for the parameter of interest in linear or non-orthogonal models. Finally, the example of megalithic stone rings (Angell and Barber, 1977) is discussed thoroughly to illustrate the theory.
URI:	http://140.113.39.130/cdrfb3/record/nctu/#NT870337010 http://hdl.handle.net/11536/63999
Appears in Collections:	Thesis