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ML estimation and an efficiency study for mean estimators in spatially correlated repeated arrays

Title
ML estimation and an efficiency study for mean estimators in spatially correlated repeated arrays
Authors
Shin D.W.
Ewha Authors
신동완
SCOPUS Author ID
신동완scopus
Issue Date
2009
Journal Title
Journal of the Korean Statistical Society
ISSN
1226-3192JCR Link
Citation
vol. 38, no. 1, pp. 47 - 52
Indexed
SCIE; SCOPUS; KCI WOS scopus
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. © 2008.
DOI
10.1016/j.jkss.2008.06.003
Appears in Collections:
자연과학대학 > 통계학전공 > Journal papers
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