Some applications of Anderson's inequality to some optimality criteria of the generalized least squares estimator
DOI10.1007/BF02614008zbMath0753.62017OpenAlexW2068996126MaRDI QIDQ1193394
Publication date: 27 September 1992
Published in: Metrika (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/176423
generalized Bayes estimatorminimax estimatorstochastic dominationloss functionsPitman closenessgeneralized least squares estimatorregression coefficientAnderson's inequalityuniversal dominationbest equivariant estimationelliptically symmetric unimodal distributionsextended Bayesgeneralized Euclidean distancegroup of location-scale transformationsposterior Pitman closenessstar unimodalityuniversal Bayes
Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Bayesian inference (62F15) Minimax procedures in statistical decision theory (62C20) Foundations and philosophical topics in statistics (62A01)
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