The existence of the uniformly minimum risk equivariant estimator in sure model

DOI10.1080/03610929708831904MaRDI QIDQ4337304zbMATH OpenOpenAlexFDO

Authors Qiguang Wu, Zhenyu Jiang

Publication date 24 November 1998

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

Full work available at URL https://doi.org/10.1080/03610929708831904

zbMATH Keywords

affine group of transformationsequivariant estimatormatrix lossquadratic lossseemingly unrelated regression equationsSURE

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01) Estimation in multivariate analysis (62H12)

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Cites work

• Estimation of seemingly unrelated regression equations
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Cited in

(8)

• Necessary and sufficient conditions for the existence of the UMRE estimator in growth curve models
• Existence of the uniformly minimum risk equivariant estimators of parameters in a class of normal linear models
• Some results on parameter estimation in a linear model with structural change
• scientific article; zbMATH DE number 14299 (Why is no real title available?)
• Estimates with Asymptotically Uniformly Minimal d-Risk
• Existence of the uniformly minimum risk unbiased estimator in seemingly unrelated regression system
• Existence and uniqueness of risk-sensitive estimates
• Minimum Riemannian risk equivariant estimator for the univariate normal model

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