Estimator models for combining vector estimators

DOI10.1016/0895-7177(89)90338-5MaRDI QIDQ920515zbMATH OpenOpenAlexFDO

Authors P. L. Odell, Dovalee Dorsett, Dean M. Young, Jerome O. Igwe

Publication date 1989

Published in Mathematical and Computer Modelling (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0895-7177(89)90338-5

zbMATH Keywords

combining two vector estimatorsexpository papersurvey

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12)

Review text

This is primarily an expository paper. The authors have surveyed the known results and have also developed methods for combining two vector estimators \({\hat \theta}{}_ 1\) and \({\hat \theta}{}_ 2\) to obtain an improved estimator \({\hat \theta}\) of a vector parameter \(\theta\).

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Cites work

• A Bayes Approach for Combining Correlated Estimates
• A Statistical Model for Combining Biased Expert Opinions
• Best Linear Recursive Estimation
• Combinations of Unbiased Estimators of the Mean which Consider Inequality of Unknown Variances
• Combining Unbiased Estimators
• Constructing Uniformly Better Estimators
• Estimation via linearly combining two given statistics
• Estimation with quadratic loss.
• scientific article; zbMATH DE number 4062374 (Why is no real title available?)
• scientific article; zbMATH DE number 3436435 (Why is no real title available?)
• Inheriting independence and chi-squaredness under certain matrix orderings
• The Utilization of a Known Coefficient of Variation in the Estimation Procedure

Cited in

(4)

• Chunked-and-averaged estimators for vector parameters
• A minimum matrix valued risk estimator combining restricted and ordinary least squares estimators
• On combining unbiased and possibly biased correlated estimators
• Models for combining vector estimators of random parameters

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