Admissibility under the frequentist's validity constraint in estimating the loss of the least-squares estimator (Q1209883)
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scientific article; zbMATH DE number 168716
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| English | Admissibility under the frequentist's validity constraint in estimating the loss of the least-squares estimator |
scientific article; zbMATH DE number 168716 |
Statements
Admissibility under the frequentist's validity constraint in estimating the loss of the least-squares estimator (English)
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16 May 1993
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frequentist validity
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loss estimation
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sum of squared error loss
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least- squares estimator
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error variance
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class of frequentist valid estimators
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confidence set problems
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0.7778735160827637
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0.7663989067077637
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