A necessary and sufficient condition for an estimator to be optimal

DOI10.1080/03610928608829209zbMATH Open0611.62025OpenAlexW2134884044MaRDI QIDQ3750784FDOQ3750784

Authors: Javier Rojo 

Publication date: 1986

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928608829209

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zbMATH Keywords

squared error lossconvex lossunbiased estimationequivariant estimationuniformly best estimator

Mathematics Subject Classification ID

Point estimation (62F10)

Cited In (5)

• Minimum Convex Risk Equivariant Finite Population Prediction for Linear Functions in Regression Models
• Characterization of an optimal matrix estimator under convex loss function
• Simultaneous equivariant estimation of the parameters of linear models
• Optimal equivariant estimator with respect to convex loss function
• Title not available (Why is that?)

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