scientific article; zbMATH DE number 1500164

MaRDI QIDQ4501312zbMATH OpenFDO

Authors Fengrong Wei

Publication date 20 December 2000

zbMATH Keywords

matrix loss functionquadratic loss functionuniformly minimum risk equivariant estimator

Mathematics Subject Classification ID

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

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(5)

• Estimation of the SURE model
• SURE estimates under dependence and heteroscedasticity
• Some results on parameter estimation in a linear model with structural change
• The existence of the uniformly minimum risk equivariant estimator in sure model
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