Some applications of Anderson's inequality to some optimality criteria of the generalized least squares estimator (Q1193394)
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scientific article; zbMATH DE number 64561
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some applications of Anderson's inequality to some optimality criteria of the generalized least squares estimator |
scientific article; zbMATH DE number 64561 |
Statements
Some applications of Anderson's inequality to some optimality criteria of the generalized least squares estimator (English)
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27 September 1992
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universal Bayes
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star unimodality
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universal domination
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stochastic domination
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best equivariant estimation
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Pitman closeness
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posterior Pitman closeness
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extended Bayes
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Anderson's inequality
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generalized least squares estimator
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regression coefficient
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generalized Bayes estimator
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elliptically symmetric unimodal distributions
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loss functions
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generalized Euclidean distance
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group of location-scale transformations
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minimax estimator
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0.7881983518600464
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0.7726805806159973
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0.7619436979293823
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0.7547594904899597
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