Simultaneous equivariant estimation of the parameters of linear models

DOI10.1007/BF02925401MaRDI QIDQ1383239zbMATH OpenOpenAlexFDO

Authors S. Kalpana Bai, T. M. Durairajan

Publication date 2 April 1998

Published in Statistical Papers (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02925401

zbMATH Keywords

linear modelregression parametersequivariant estimatorsconvex loss function

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Foundations and philosophical topics in statistics (62A01) Estimation in multivariate analysis (62H12)

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Cites work

• scientific article; zbMATH DE number 3115454 (Why is no real title available?)
• scientific article; zbMATH DE number 3826980 (Why is no real title available?)
• scientific article; zbMATH DE number 3984308 (Why is no real title available?)
• scientific article; zbMATH DE number 3246773 (Why is no real title available?)
• A necessary and sufficient condition for an estimator to be optimal
• Invariance, Minimax Sequential Estimation, and Continuous Time Processes
• THE ESTIMATION OF THE LOCATION AND SCALE PARAMETERS OF A CONTINUOUS POPULATION OF ANY GIVEN FORM

Cited in

(10)

• Optimal equivariant estimator with respect to convex loss function
• scientific article; zbMATH DE number 90596 (Why is no real title available?)
• Simultaneous equivariant estimation for location-scale models
• Simultaneous best equivariant estimation in location-scale families
• scientific article; zbMATH DE number 1747126 (Why is no real title available?)
• Estimation of the parameters in a two linear regression equations system with identical parameter vectors
• Equivalence of predictors under real and over-parameterized linear models
• scientific article; zbMATH DE number 7408841 (Why is no real title available?)
• On the principle of equivariance: concepts and applications
• Equivariant estimation in a model with an ancillary statistic

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