ML estimation and an efficiency study for mean estimators in spatially correlated repeated arrays |
| |
Authors: | Dong Wan Shin |
| |
Institution: | Department of Statistics, Ewha University, Seoul 120-750, Republic of Korea |
| |
Abstract: | For spatially correlated repeated arrays, a simple method is proposed for maximum likelihood (ML) estimation of the mean parameters. Efficiency of the sample mean over the maximum likelihood estimator (MLE) is analyzed. Spatial correlations combined with heterogeneity of spatial correlations or heterogeneity of error variances are shown to have adverse effect on efficiency of the sample mean. Therefore, in such spatially correlated and heterogeneous situations, it is recommended that spatial correlations should be properly addressed in estimating mean parameters. |
| |
Keywords: | |
本文献已被 ScienceDirect 等数据库收录! |
|