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Estimation in additive models and ANOVA-like applications

Author

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  • Patrícia Antunes
  • Sandra S. Ferreira
  • Dário Ferreira
  • Célia Nunes
  • João Tiago Mexia

Abstract

A well-known property of cumulant generating function is used to estimate the first four order cumulants, using least-squares estimators. In the case of additive models, empirical best linear unbiased predictors are also obtained. Pairs of independent and identically distributed models associated with the treatments of a base design are used to obtain unbiased estimators for the fourth-order cumulants. An application to real data is presented, showing the good behaviour of the least-squares estimators and the great flexibility of our approach.

Suggested Citation

  • Patrícia Antunes & Sandra S. Ferreira & Dário Ferreira & Célia Nunes & João Tiago Mexia, 2020. "Estimation in additive models and ANOVA-like applications," Journal of Applied Statistics, Taylor & Francis Journals, vol. 47(13-15), pages 2374-2383, November.
    • Handle: RePEc:taf:japsta:v:47:y:2020:i:13-15:p:2374-2383
    DOI: 10.1080/02664763.2020.1723501
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    Cited by:

    1. Di Nardo, Elvira & D’Onofrio, Giuseppe, 2021. "A cumulant approach for the first-passage-time problem of the Feller square-root process," Applied Mathematics and Computation, Elsevier, vol. 391(C).

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