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

equivariant estimatorquadratic lossmatrix lossaffine group of transformationsseemingly 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

• scientific article; zbMATH DE number 1046396 (Why is no real title available?)
• Estimation of seemingly unrelated regression equations

Cited in

(7)

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

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