Admissibility in general Gauss–Markov model with respect to an ellipsoidal constraint under weighted balanced loss

DOI10.1080/03610926.2020.1758140MaRDI QIDQ5079841zbMATH OpenOpenAlexFDO

Authors

Publication date 30 May 2022

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

Full work available at URL https://doi.org/10.1080/03610926.2020.1758140

zbMATH Keywords

admissibilitybest linear unbiased estimatorGauss-Markov modelellipsoidal constraintweighted balanced loss

Mathematics Subject Classification ID

Statistics (62-XX) Point estimation (62F10) General considerations in statistical decision theory (62C05)

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Cites work

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• On estimation with weighted balanced-type loss function
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• Weighted balanced loss function and estimation of the mean time to failure

Cited in

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• Admissible linear estimators in the general Gauss-Markov model under generalized extended balanced loss function

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