Note on a paper

 

作者: Norbert Gaffke,   Berthold Heiligers,  

 

期刊: Statistics  (Taylor Available online 1991)
卷期: Volume 22, issue 1  

页码: 3-8

 

ISSN:0233-1888

 

年代: 1991

 

DOI:10.1080/02331889108802277

 

出版商: Akademie-Verlag

 

关键词: Linear estimator;mean squared error;restrieted parameter region;maximum risk

 

数据来源: Taylor

 

摘要:

A recent result of Alson (1988) on the MILE (Minimax Linear Estimator)in a linear model with ellipsodal parameter space is false. A corrected version of the statement leads to a previous result of Alson(1981), which was also found independently by GAFFKE HEILIGERS (1989) PILZ (1987).The 'state of the art' in computing the MILE Under ellipsoidal parameter space is briefly summarized

 

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