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

DOI10.1080/03610929708831904zbMATH Open0904.62070OpenAlexW2092822257MaRDI QIDQ4337304FDOQ4337304

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

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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)

Cites Work

• Title not available (Why is that?)
• Estimation of seemingly unrelated regression equations

Cited In (7)

• Title not available (Why is that?)
• Minimum Riemannian risk equivariant estimator for the univariate normal model
• Estimates with Asymptotically Uniformly Minimal $d$-Risk
• Existence of the uniformly minimum risk unbiased estimator in seemingly unrelated regression system
• 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
• Existence and uniqueness of risk-sensitive estimates

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