Admissibility under the Frequentistβ²s Va
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F.S. Hsieh; J.T.G. Hwang
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Article
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1993
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Elsevier Science
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English
β 238 KB
We consider the problem of estimating the sum of squared error loss \(L=|\beta-\hat{\beta}|^{2}\) of the least-squares esitmator \(\hat{\beta}\) for \(\beta\), the regression coefficient. The standard estimator \(\ell_{0}\) is the expected value of \(L\). Here the error variance is assumed to be kno