NEW PERSPECTIVES ON LINEAR CALIBRATION

[摘要] In univariate calibration, two standard estimators are usually opposed: the classical estimator and the inverse regression estimator. Controversies have followed the use of both estimators and we consider them from a decision-theoretic perspective, establishing the inadmissibility of the classical estimator and the admissibility of the inverse regression estimator. The latter allowing for a Bayesian interpretation, we also develop a fully noninformative study of the calibration model and derive a reference prior which avoids the inconsistency drawbacks of the inverse regression estimator. (C) 1994 Academic Press, Inc.

[发布日期] 1994-10-01

[关键词] CALIBRATION PROBLEM;INVERSE REGRESSION;CONTROL PROBLEM;CONSISTENCY;QUADRATIC RISK;ADMISSIBILITY;REFERENCE PRIORS;NUISANCE PARAMETERS