Covariance adjustment in biased estimation

DOI10.1016/0167-9473(91)90020-3zbMath0870.62042OpenAlexW2009394808MaRDI QIDQ2365200

Jerzy K. Baksalary, Götz Trenkler

Publication date: 22 January 1997

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-9473(91)90020-3

zbMATH Keywords

optimal unbiased estimationcovariance adjustmentmean-square-error criterion

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Admissibility in statistical decision theory (62C15)

Related Items

On seemingly unrelated regressions with uniform correlation error ⋮ Inference for seemingly unrelated linear mixed models ⋮ Statistical estimation by a linear combination of two given statistics

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