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Mean square error matrix improvements and admissibility of linear estimators

✍ Scribed by Jerzy K. Baksalary; Erkki P. Liski; Götz Trenkler


Publisher
Elsevier Science
Year
1989
Tongue
English
Weight
775 KB
Volume
23
Category
Article
ISSN
0378-3758

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📜 SIMILAR VOLUMES


All Admissible Linear Estimates of the M
✍ M.Y. Xie 📂 Article 📅 1993 🏛 Elsevier Science 🌐 English ⚖ 185 KB

In this paper, alll admissible linear estimates of the mean matrix \(\theta\) from the distribution \(N\left(\Theta_{n \times m}, l_{m} \otimes I_{n}\right)\) are given under each of the several definitions for admissibility. ' 199.3 Academic Press. Ine.

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✍ T. Kubokawa; M.S. Srivastava 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 191 KB

It is well known that the uniformly minimum variance unbiased (UMVU) estimators of the risk and the mean squared error (MSE) matrix proposed in the literature for Stein estimators can take negative values with positive probability. In this paper, improved truncated estimators of the risk, risk diffe