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Asymptotic optimality of the bayes estimator in models differentiable in quadratic mean

✍ Scribed by H. Lhéritier; R. Iasnogorodski


Publisher
Springer US
Year
2006
Tongue
English
Weight
656 KB
Volume
139
Category
Article
ISSN
1573-8795

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Nonnegative quadratic estimation of the
✍ S. Gnot; G. Trenkler 📂 Article 📅 1996 🏛 Springer Netherlands 🌐 English ⚖ 354 KB

In this paper, the problem of nonnegative quadratic estimation of the mean squared errors of minimax estimators of/3 in the linear regression model E(y) = X/3, Var(y) = cr2I is discussed. An explicit formula for the admissible nonnegative minimum biased estimator is given. Some applications to one-w