Comparison of Two Estimation Methods of Missing Values Using Pitman-Closeness Criterion

被引：9

作者：

Hamaz, Abdelghani ^{[1
]}

Ibazizen, Mohamed ^{[1
]}

机构：

[1] Univ Mouloud Mammeri, Dept Math, Tizi Ouzou 15000, Algeria

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2009年 / 38卷 / 13期

关键词：

Autoregressive model; Missing value; Pitman-closeness;

D O I：

10.1080/03610920802521190

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this article, a proof is given that the linear interpolator is Pitman-closer than the linear predictor with respect to a missing value of a stationary first-order autoregressive process.

引用

页码：2210 / 2213

页数：4

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