Inadmissibility and admissibility results for unbiased loss estimators based on Gauss-Markov estimators

DOI10.1007/BF02032921zbMath0788.62011MaRDI QIDQ1314939

Qi-Guang Wu

Publication date: 2 June 1994

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

zbMATH Keywords

normal distributionsquared error lossunbiased loss estimatornonsingular covariance matrix

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Admissibility in statistical decision theory (62C15)

Related Items (1)

Admissibility and inadmissibility of a generalized Bayes unbiased estimator in a multivariate linear model

Cites Work

• Sufficient Conditions for the Admissibility Under Squared Errors Loss of Formal Bayes Estimators
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