The existence of the uniformly minimum risk equivariant estimator in sure model

DOI10.1080/03610929708831904zbMath0904.62070OpenAlexW2092822257MaRDI QIDQ4337304

Zhenyu Jiang, Qi-Guang Wu

Publication date: 24 November 1998

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

Full work available at URL: https://doi.org/10.1080/03610929708831904

zbMATH Keywords

equivariant estimatorquadratic lossmatrix lossaffine group of transformationsseemingly unrelated regression equationsSURE

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Foundations and philosophical topics in statistics (62A01)

Cites Work

• Unnamed Item
• Estimation of seemingly unrelated regression equations

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