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Admissible linear estimation in the general Gauss-Markov model with respect to an arbitrary quadratic risk function - MaRDI portal

Admissible linear estimation in the general Gauss-Markov model with respect to an arbitrary quadratic risk function (Q1346660)

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scientific article; zbMATH DE number 741367
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English
Admissible linear estimation in the general Gauss-Markov model with respect to an arbitrary quadratic risk function
scientific article; zbMATH DE number 741367

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    Admissible linear estimation in the general Gauss-Markov model with respect to an arbitrary quadratic risk function (English)
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    9 April 1995
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    singular linear model
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    identifiable parametric function
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    unidentifiable parametric function
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    weighted quadratic risk function
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    linear estimators
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    general Gauss-Markov model
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    nonnegative definite weight-matrix
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    robustness
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