Admissibility in general Gauss–Markov model with respect to an ellipsoidal constraint under weighted balanced loss

DOI10.1080/03610926.2020.1758140OpenAlexW3021677617MaRDI QIDQ5079841

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Publication date: 30 May 2022

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

Full work available at URL: https://doi.org/10.1080/03610926.2020.1758140

zbMATH Keywords

best linear unbiased estimatoradmissibilityGauss-Markov modelellipsoidal constraintweighted balanced loss

Mathematics Subject Classification ID

Point estimation (62F10) Statistics (62-XX) General considerations in statistical decision theory (62C05)

Related Items (1)

Admissible linear estimators in the general Gauss-Markov model under generalized extended balanced loss function

Cites Work

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