New Perspectives on Linear Calibration

T. Kubokawa and C. P. Robert

Journal of Multivariate Analysis, 1994, vol. 51, issue 1, 178-200

Abstract: In univariate calibration, two standard estimators are usually opposed: the classical estimator and the inverse regression estimator. Controversies have followed the use of both estimators and we consider them from a decision-theoretic perspective, establishing the inadmissibility of the classical estimator and the admissibility of the inverse regression estimator. The latter allowing for a Bayesian interpretation, we also develop a fully noninformative study of the calibration model and derive a reference prior which avoids the inconsistency drawbacks of the inverse regression estimator.

Date: 1994
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