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Effect of correlation on the estimation of a mean in the presence of spurious observations
Author(s) -
Guttman Irwin,
Tiao G. C.
Publication year - 1978
Publication title -
canadian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.804
H-Index - 51
eISSN - 1708-945X
pISSN - 0319-5724
DOI - 10.2307/3315050
Subject(s) - spurious relationship , estimator , correlation , statistics , mean squared error , guard (computer science) , mathematics , standard error , econometrics , computer science , geometry , programming language
This paper examines the effect of correlation of observations on estimators of a mean which are designed to guard against the possibility of spurious observations (that is, observations generated in a manner not intended). The mean squared error, premium and protection of these estimators are evaluated and discussed for some specific correlation structures.