Quadratic estimators of quadratic functions with parameters in normal linear models

DOI10.1007/BF02007176zbMath0843.62009MaRDI QIDQ1913902

Qi-Guang Wu

Publication date: 21 August 1996

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

zbMATH Keywords

covariance matrixnormal distributioninadmissibilityquadratic lossmean vectoradmissible quadratic estimatorscomparative generalized Bayes estimator

Mathematics Subject Classification ID

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

Cites Work

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• Quadratic estimators of quadratic functions of normal parameters
• Inadmissibility of the usual estimator for the variance of a normal distribution with unknown mean
• Sufficient Conditions for the Admissibility Under Squared Errors Loss of Formal Bayes Estimators

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