Some applications of anderson’s inequality to some optimality criteria of the generalized least squares estimator
| Year of publication: |
1992
|
|---|---|
| Authors: | Datta, G. |
| Published in: |
Metrika. - Springer. - Vol. 39.1992, 1, p. 239-251
|
| Publisher: |
Springer |
| Subject: | 62 A 05 | 62 A 15 | 62 C 20 | 62 F 10 | 62 J 05 | Generalized least squares | generalized Bayes | universal Bayes | elliptically symmetric unimodal distributions | star unimodality | generalized Euclidean distance | universal domination | stochastic domination | best equivariant estimation | Pitman closeness | posterior Pitman closeness | minimax estimator | extended Bayes |
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