- Tytuł:
- On geometry of the set of admissible quadratic estimators of quadratic functions of normal parameters
- Autorzy:
-
Neumann, Konrad
Zontek, Stefan - Powiązania:
- https://bibliotekanauki.pl/articles/729676.pdf
- Data publikacji:
- 2006
- Wydawca:
- Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
- Tematy:
-
linear estimator
quadratic estimator
Bayesian quadratic estimator
quadratic loss function
admissibility
quadratic subspace - Opis:
- We consider the problem of admissible quadratic estimation of a linear function of μ² and σ² in n dimensional normal model N(Kμ,σ²Iₙ) under quadratic risk function. After reducing this problem to admissible estimation of a linear function of two quadratic forms, the set of admissible estimators are characterized by giving formulae on the boundary of the set D ⊂ R² of components of the two quadratic forms constituting the set of admissible estimators. Different shapes and topological properties of the set D are studied.
- Źródło:
-
Discussiones Mathematicae Probability and Statistics; 2006, 26, 2; 109-125
1509-9423 - Pojawia się w:
- Discussiones Mathematicae Probability and Statistics
- Dostawca treści:
- Biblioteka Nauki
Artykuł