Estimation in additive models and ANOVA-like applications

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

Journal of Applied Statistics, 2020, vol. 47, issue 13-15, 2374-2383

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.

Date: 2020
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DOI: 10.1080/02664763.2020.1723501

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