Estimation in additive models and ANOVA-like applications

• Author(s): Antunes, Patrícia ; Ferreira, Sandra S. ; Ferreira, Dário ; Nunes, Célia ; Mexia, João T.
• Date: 2020
• Persistent ID: http://hdl.handle.net/10400.6/9061
• Origin: uBibliorum
• Subject(s): ANOVA; Cumulants; Linear models; Moments
• Document Type: Journal article
• Language: English
• Contributor(s): uBibliorum

Description

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.