Cardiff University | Prifysgol Caerdydd ORCA
Online Research @ Cardiff 
WelshClear Cookie - decide language by browser settings

Optimal directional statistic for general regression

Gillard, Jonathan ORCID: https://orcid.org/0000-0001-9166-298X and Zhigljavsky, Anatoly ORCID: https://orcid.org/0000-0003-0630-8279 2018. Optimal directional statistic for general regression. Statistics and Probability Letters 143 , p. 74. 10.1016/j.spl.2018.07.025

[thumbnail of angles_continuous_revised.pdf]
Preview
PDF - Accepted Post-Print Version
Download (3MB) | Preview

Abstract

For a general linear regression model we construct a directional statistic which maximizes the probability that the scalar product between the vector of unknown parameters and any linear estimator is positive. Special emphasis is given to comparison of this directional statistic with the BLUE and explaining why the BLUE could be relatively poor. We illustrate our results on analytical and numerical examples.

Item Type: Article
Date Type: Publication
Status: Published
Schools: Mathematics
Publisher: Elsevier
ISSN: 0167-7152
Date of First Compliant Deposit: 29 November 2018
Date of Acceptance: 31 July 2018
Last Modified: 07 Nov 2023 16:47
URI: https://orca.cardiff.ac.uk/id/eprint/117210

Citation Data

Cited 1 time in Scopus. View in Scopus. Powered By Scopus® Data

Actions (repository staff only)

Edit Item Edit Item

Downloads

Downloads per month over past year

View more statistics