Admissibility under the frequentist's validity constraint in estimating the loss of the least-squares estimator

DOI10.1006/JMVA.1993.1016MaRDI QIDQ1209883zbMATHOpenAlexFDO

Authors Fushing Hsieh, J. T. Gene Hwang

Publication date 16 May 1993

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1006/jmva.1993.1016

zbMATH Keywords

error varianceloss estimationsum of squared error lossclass of frequentist valid estimatorsconfidence set problemsfrequentist validityleast- squares estimator

Mathematics Subject Classification ID

Point estimation (62F10) Foundations and philosophical topics in statistics (62A01) Admissibility in statistical decision theory (62C15)

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Cited in

(1)

• On improved loss estimation for shrinkage estimators

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