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

DOI10.1006/JMVA.1993.1016zbMATH Open0766.62004OpenAlexW2024108111MaRDI QIDQ1209883FDOQ1209883

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

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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)

Cited In (1)

• On improved loss estimation for shrinkage estimators

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