On limits of uniquely best linear estimators
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Publication:1361020
DOI10.1007/BF02717103zbMATH Open0879.62003MaRDI QIDQ1361020FDOQ1361020
Authors: Lynn Roy La Motte 
Publication date: 23 July 1997
Published in: Metrika (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/176730
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Cites Work
- Convex Analysis
- Invariant quadratic unbiased estimation for two variance components
- Admissibility in linear estimation
- Towards a Theory of Generalized Bayes Tests
- A complete class for linear estimation in a general linear model
- On Admissibility and Completeness of Linear Unbiased Estimators in a General Linear Model
- Title not available (Why is that?)
- Limiting admissible estimators for variance components
Cited In (9)
- An explicit characterization of admissible linear estimators of fixed and random effects in balanced random models
- Admissible invariant estimators in a linear model
- Title not available (Why is that?)
- A characterization of admissible linear estimators of fixed and random effects in linear models
- A simple proof of the existence of the best estimator in a quasilinear regression model
- Admissibility of linear estimators with respect to inequality constraints under some loss functions
- Characterization of admissible linear estimators in multivariate linear model with respect to inequality constraints under matrix loss function
- A note on admissibility of linear estimators in random models with a special structure
- Essential uniqueness of optimal estimating functions
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