𝔖 Bobbio Scriptorium
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Reserve risk estimation in a linear model

✍ Scribed by Alexander Ludwig; Christiane Schmeißer; Katrin Thänert


Book ID
107647217
Publisher
Springer-Verlag
Year
2011
Tongue
German
Weight
711 KB
Volume
100
Category
Article
ISSN
0044-2585

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📜 SIMILAR VOLUMES


Simultaneous Estimation in a Restricted
✍ C. Rueda; B. Salvador; M.A. Fernández 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 231 KB

We consider a linear normal model Y=X%+e with % verifying a linear restriction and the standard estimators % (unrestricted MLE) and %\* (restricted MLE). We prove that %\* is preferable to % using a new and strong criterion which implies the domination under other usual criteria; in particular it is