Minimum Riemannian risk equivariant estimator for the univariate normal model

Existence conditions for the uniformly m

Existence conditions for the uniformly minimum risk unbiased estimators in a class of linear models

✍ Guo-Qing Yang; Qi-Guang Wu 📂 Article 📅 2004 🏛 Elsevier Science 🌐 English ⚖ 176 KB

This paper studies the existence of the uniformly minimum risk unbiased (UMRU) estimators of parameters in a class of linear models with an error vector having multivariate normal distribution or t-distribution, which include the growth curve model, the extended growth curve model, the seemingly unr