학술논문

On Ban Estimators for Chi Squared Test Criteria
Document Type
research-article
Source
The Annals of Statistics, 1983 Mar 01. 11(1), 183-196.
Subject
BAN estimation
regular estimators
weighted least squares criterion
Chi squared test criteria
Estimators
Covariance matrices
Estimation methods
Parametric models
Estimation theory
General linear model
Mathematics
Least squares
Matrices
Multilevel models
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.