Estimation via linearly combining two given statistics

DOI10.1214/AOS/1176346173zbMATH Open0515.62053OpenAlexW2034905363MaRDI QIDQ1052018FDOQ1052018

Authors: Jerzy K. Baksalary, Radosław Kala 

Publication date: 1983

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176346173

zbMATH Keywords

combining two unbiased estimatorscovariance adjustment of unbiased estimatorsimproving upon unbiased estimatorsminimum dispersion linear unbiased combination of given statistics

Mathematics Subject Classification ID

Point estimation (62F10) Estimation in multivariate analysis (62H12)

Cited In (4)

• Covariance adjustment in biased estimation
• Statistical estimation by a linear combination of two given statistics
• Estimator models for combining vector estimators
• Equivariant estimation of a normal mean vector using a normal concomitant vector for covariance adjustment

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