Some results on parameter estimation in a linear model with structural change

MaRDI QIDQ2767467zbMATH OpenFDO

Authors Qiguang Wu, Xingzhong Xu

Publication date 25 August 2002

Published in Chinese Journal of Contemporary Mathematics (Search for Journal in Brave)

zbMATH Keywords

minimax estimatorstructural changeuniformly minimum risk equivariant estimatoruniformly minimum risk unbiased estimator

Mathematics Subject Classification ID

Admissibility in statistical decision theory (62C15) Minimax procedures in statistical decision theory (62C20) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

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Cited in

(1)

• -estimators of regression models with structural change of unknown location

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