Best invariant estimation of a direction parameter

DOI10.1214/AOS/1176349536MaRDI QIDQ1069240zbMATH OpenOpenAlexWikidataFDO

Authors T. W. Anderson, Asad Zaman, Charles M. Stein

Publication date 1985

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

Full work available at URL https://doi.org/10.1214/aos/1176349536

zbMATH Keywords

factor analysisrandom matrixlinear functional relationshipbest estimator invariant under rotationsdirection paramterslargest principal component

Mathematics Subject Classification ID

Point estimation (62F10) Foundations and philosophical topics in statistics (62A01) Estimation in multivariate analysis (62H12) Statistical decision theory (62C99) Admissibility in statistical decision theory (62C15)

Recommendations

• The best invariant estimation in multivariate distributions
• Accurate directional inference for vector parameters
• The best invariant estimator of a symmetric continuous distribution function
• scientific article; zbMATH DE number 17498
• Optimal estimation of parameters
• Optimal invariant estimation of a scale parameter of a continuous time stochastic process
• scientific article; zbMATH DE number 4064237
• An invariant parameter in linear estimation and control
• Consistent directions for least-squares estimates

Cited in

(4)

• Robust confidence sets in the presence of weak instruments
• Admissible significance tests in simultaneous equation models
• MY REMINISCENCES OF TRYGVE HAAVELMO AT THE COWLES COMMISSION
• The LIML estimator has finite moments!

This page was built for publication: Best invariant estimation of a direction parameter

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1069240)