Inadmissibility and admissibility results for unbiased loss estimators based on Gauss-Markov estimators

DOI10.1007/BF02032921MaRDI QIDQ1314939zbMATH OpenFDO

Authors Qiguang Wu

Publication date 2 June 1994

Published in Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF02032921

zbMATH Keywords

nonsingular covariance matrixnormal distributionsquared error lossunbiased loss estimator

Mathematics Subject Classification ID

Admissibility in statistical decision theory (62C15) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

Cites work

• scientific article; zbMATH DE number 27747 (Why is no real title available?)
• scientific article; zbMATH DE number 123924 (Why is no real title available?)
• Sufficient Conditions for the Admissibility Under Squared Errors Loss of Formal Bayes Estimators

Cited in

(7)

• Admissibility under the frequentist's validity constraint in estimating the loss of the least-squares estimator
• Universal inadmissibility of least squares estimator
• scientific article; zbMATH DE number 123924 (Why is no real title available?)
• scientific article; zbMATH DE number 500482 (Why is no real title available?)
• scientific article; zbMATH DE number 2073982 (Why is no real title available?)
• Admissibility in general Gauss–Markov model with respect to an ellipsoidal constraint under weighted balanced loss
• Admissibility and inadmissibility of a generalized Bayes unbiased estimator in a multivariate linear model

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