Estimation via linearly combining two given statistics

DOI10.1214/aos/1176346173zbMath0515.62053OpenAlexW2034905363MaRDI QIDQ1052018

Jerzy K. Baksalary, Radosław Kala

Publication date: 1983

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176346173

zbMATH Keywords

combining two unbiased estimatorscovariance adjustment of unbiased estimatorsimproving upon unbiased estimatorsminimum dispersion linear unbiased combination of given statistics

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Point estimation (62F10)

Related Items (4)

Covariance adjustment in biased estimation ⋮ Equivariant estimation of a normal mean vector using a normal concomitant vector for covariance adjustment ⋮ Estimator models for combining vector estimators ⋮ Statistical estimation by a linear combination of two given statistics

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