A necessary and sufficient condition for an estimator to be optimal

DOI10.1080/03610928608829209zbMath0611.62025OpenAlexW2134884044MaRDI QIDQ3750784

Javier Rojo Jiménez

Publication date: 1986

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928608829209

zbMATH Keywords

unbiased estimationsquared error lossconvex lossequivariant estimationuniformly best estimator

Mathematics Subject Classification ID

Point estimation (62F10)

Related Items (4)

Minimum Convex Risk Equivariant Finite Population Prediction for Linear Functions in Regression Models ⋮ Optimal equivariant estimator with respect to convex loss function ⋮ Simultaneous equivariant estimation of the parameters of linear models ⋮ Characterization of an optimal matrix estimator under convex loss function

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