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Title of Journal: Ann Inst Stat Math

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Abbravation: Annals of the Institute of Statistical Mathematics

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Kluwer Academic Publishers-Plenum Publishers

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10.1016/j.amjmed.2003.08.001

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1572-9052

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Yates type estimators of a common mean

Authors: C G Bhattacharya
Publish Date: 1978/12/01
Volume: 30, Issue: 3, Pages: 407-414
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Abstract

We also obtain some necessary conditions forhat mu to have a variance smaller than that ofx It can be seen that with the exception of linked block designs for any design belonging to the class calledD1class by Shah 16 YatesRao estimator for recovery of interblock information has the same form as that ofhat mu Hence for such designs the above results can be used to examine if Yates estimator is good ie better than the intrablock estimator Shah 16 resolved this question for linked block designs which include the symmetrical BIBDs Here we consider asymmetrical BIBDs and show that Yates estimator is good for all such designs listed in Fisher and Yates table 5 with two exceptions For one of these two designs we show that Yates estimator is not uniformly better than the intrablock estimator

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  2. Smoothing algorithms for state–space models
  3. Maximum likelihood estimation in the proportional hazards cure model
  4. Conditional independence, conditional mixing and conditional association
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  6. Estimating the intensity of a cyclic Poisson process in the presence of linear trend
  7. Recursive equations in finite Markov chain imbedding
  8. Full likelihood inferences in the Cox model: an empirical likelihood approach
  9. Connectedness of PBIB designs having asymmetrical association schemes
  10. Limiting size index distributions for ball-bin models with Zipf-type frequencies
  11. Higher-order accurate polyspectral estimation with flat-top lag-windows
  12. A class of rank-based test for left-truncated and right-censored data
  13. Local c - and E -optimal Designs for Exponential Regression Models
  14. A characterization of limiting distributions of estimators in an autoregressive process
  15. Jump-Preserving Regression and Smoothing using Local Linear Fitting: A Compromise
  16. On sum of 0–1 random variables I. Univariate case
  17. Nonparametric estimators of the survival function with twice censored data
  18. Testing Homogeneity in Weibull Error in Variables Models
  19. Goodness of fit test for ergodic diffusion processes
  20. Proportional odds frailty model and stochastic comparisons
  21. Multiplicity distributions in a two-component branching process
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