Under multivariant normal linear models, it is proved that usual loss estima-tors based on the uniformly minimum variance unbiased estimator and the best affinelyequivariant estimator of error variance are inadmissibl...Under multivariant normal linear models, it is proved that usual loss estima-tors based on the uniformly minimum variance unbiased estimator and the best affinelyequivariant estimator of error variance are inadmissible with squared error loss.展开更多
基金Supported by National Natural Science Foundation of China.
文摘Under multivariant normal linear models, it is proved that usual loss estima-tors based on the uniformly minimum variance unbiased estimator and the best affinelyequivariant estimator of error variance are inadmissible with squared error loss.
