Best Median-Unbiased Estimation in Linear Regression with Bounded Asymmetric Loss Functions (Q3785795)

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scientific article; zbMATH DE number 4048883
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    Best Median-Unbiased Estimation in Linear Regression with Bounded Asymmetric Loss Functions
    scientific article; zbMATH DE number 4048883

      Statements

      1987
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      bounded asymmetric loss functions
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      restricted parameter space
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      minimum risk
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      variance estimation
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      Median unbiased estimators
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      elliptically symmetric distributions
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      generalized least squares estimator
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      monotone loss function
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      nonlinear constraint
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      best unbiased estimator of the error variance
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      Best Median-Unbiased Estimation in Linear Regression with Bounded Asymmetric Loss Functions (English)
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