Quadratic estimators of quadratic functions of normal parameters
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Publication:1086935
DOI10.1016/0378-3758(86)90105-9zbMath0609.62039OpenAlexW2025828373MaRDI QIDQ1086935
Publication date: 1987
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0378-3758(86)90105-9
necessary and sufficient conditiongeneralized Bayes estimatoradmissibilityquadratic lossscaled quadratic losssquare root transformationnormal parameters
Point estimation (62F10) Minimax procedures in statistical decision theory (62C20) Admissibility in statistical decision theory (62C15)
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A family of shrinkage estimators for the square of mean in normal distribution, Quadratic estimators of quadratic functions with parameters in normal linear models, Admissible polynomial estimators for quadratic polynomials of normal parameters
Cites Work
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