ASYMPTOTICALLY EFFICIENT NONITERATIVE ESTIMATORS OF A COMMON PARAMETER FROM INDEPENDENT SAMPLES

Authors
GATHER U KOHNE S PIGEOT I
Citation
U. Gather et al., ASYMPTOTICALLY EFFICIENT NONITERATIVE ESTIMATORS OF A COMMON PARAMETER FROM INDEPENDENT SAMPLES, Statistics, 28(3), 1996, pp. 187-200
Citations number
17
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
Statistics → ACNP
ISSN journal
02331888
Volume
28
Issue
3
Year of publication
1996
Pages
187 - 200
Database
ISI
SICI code
0233-1888(1996)28:3<187:AENEOA>2.0.ZU;2-P
Abstract
This paper presents a general approach for constructing asymptotically efficient noniterative estimators of a common parameter based on seve ral independent, but related populations. As an important application we discuss the estimation of a common relative risk in stratified samp les. Various relative risk estimators are compared by Monte-Carlo resu lts. An example is given for illustrating their application.