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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