Admissibility in linear estimation
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Publication:1164350
DOI10.1214/aos/1176345707zbMath0485.62070OpenAlexW2000653390MaRDI QIDQ1164350
Publication date: 1982
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176345707
covariance matrixnecessary and sufficient conditionsmean vectornonnegative definite symmetric matrices
Point estimation (62F10) Linear inference, regression (62J99) Admissibility in statistical decision theory (62C15)
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