학술논문
On Ban Estimators for Chi Squared Test Criteria
Document Type
research-article
Author
Source
The Annals of Statistics, 1983 Mar 01. 11(1), 183-196.
Subject
Language
English
ISSN
00905364
Abstract
Wijsman (1959a) developed the theory of BAN estimators of a parameter β under some fairly general conditions assuming that n 1/2 (y n - g(β)) → L N s (0, σ(β)). The present article considers the complementary, but somewhat more general, approach under the constraint equation model that restricts the parameter μ so that f(μ) = 0 under general conditions requiring n 1/2 (y n - μ) → L N s (0, σ * (μ)). At the same time, this article weakens Wijsman's differentiability requirement by introducing a p-differentiability condition for regular estimators. Next the theory of BAN estimation is developed for a model combining features of both of these approaches. As a special case of the model above, weighted least squares estimators for a general linear model are shown to be BAN.