Lower bound of risk in linear unbiased estimation and its application

DOI10.1007/BF02480993zbMATH Open0553.62063MaRDI QIDQ802254FDOQ802254

Czesław Stępniak

Publication date: 1983

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

existence of a uniformly minimum variance linear unbiased estimatorlinear unbiased estimationLower bound of risk

Mathematics Subject Classification ID

Point estimation (62F10) Linear regression; mixed models (62J05)

Cites Work

• Linear Statistical Inference and its Applications
• Convex Analysis
• When are Gauss-Markov and Least Squares Estimators Identical? A Coordinate-Free Approach
• Invariant quadratic unbiased estimation for two variance components
• Title not available (Why is that?)
• Linear Spaces and Unbiased Estimation--Application to the Mixed Linear Model
• A canonical form for the general linear model

Cited In (4)

• Title not available (Why is that?)
• Lower Risk Bounds and Properties of Confidence Sets for Ill-Posed Estimation Problems with Applications to Spectral Density and Persistence Estimation, Unit Roots, and Estimation of Long Memory Parameters
• A complete class for linear estimation in a general linear model
• Lower bounds for risk functions in nonparametric estimation problems

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