Page 1

Displaying 1 – 8 of 8

Showing per page

On geometry of the set of admissible quadratic estimators of quadratic functions of normal parameters

Konrad Neumann, Stefan Zontek (2006)

Discussiones Mathematicae Probability and Statistics

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...

Currently displaying 1 – 8 of 8

Page 1