scientific article; zbMATH DE number 500482

zbMATH Open0787.62008MaRDI QIDQ4279014FDOQ4279014

Authors: Qiguang Wu 

Publication date: 24 February 1994

Title of this publication is not available (Why is that?)

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zbMATH Keywords

squared error lossunbiased loss estimatoruniformly minimum variance unbiased estimatorinadmissiblemultivariate normal linear modelsloss estimatorsbest affinely equivariant estimator of error variance

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Admissibility in statistical decision theory (62C15)

Cited In (7)

• On the inadmissibility of preliminary-test estimators when the loss involves a complexity cost
• Estimation with quadratic loss.
• On the inadmssibelity of ridge estimator in a linear model
• Improved robust Bayes estimators of the error variance in linear models
• Admissibility under the frequentist's validity constraint in estimating the loss of the least-squares estimator
• Inadmissibility of the Liu estimator to the ordinary least squares estimator
• The inadmissibility of the Stein estimator in normal multiple regression equations

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