On admissible quadratic estimation in a special linear model

• Autorzy: Neumann K.
• Języki publikacji: EN

Abstrakty

EN

A random linear model for spatially located sensors measured intensity of a source of signals in discrete instants of time is considered. A characterization of admissible quadratic estimators of the mean squared error of a linear estimator of the expectation of the intensity is given.

Słowa kluczowe

EN

linear estimator; quadratic estimator; admissibility; quadratic subspace; locally best estimator

• Wydawca: Wrocław University of Science and Technology
• Czasopismo: Probability and Mathematical Statistics
• Rocznik: 2005
• Tom: Vol. 25, Fasc. 2
• Strony: 257--265
• Opis fizyczny: Bibliogr. 9 poz.

Twórcy

autor

Neumann K.

• Faculty of Mathematics, Computer Science and Econometrics, University of Zielona Góra, ul. Z. Szafrana 4a, 65-516 Zielona Góra, Poland

Bibliografia

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• [3] S. Gnot, E. Rafajłowicz and A. Urbańska-Motyka, Statistical inference in linear model for spatially located sensors and random inputs, Ann. Inst. Statist Math. 53 (2) (2001), pp. 370-379.
• [4] D. A. Harville, Quadratic unbiased estimation of variance components for the one-way classification, Biometrika 56 (1969), pp. 313-326.
• [5] W. Klonecki and S. Zontek, On admissible estimation of parametric functions for mixed linear models, in: Proceedings of the Berkeley Conference in Honor of Jerzy Neyman and Jack Kiefer II (1985), pp. 693-728.
• [6] L. R. LaMotte, Admissibility in linear models, Ann. Statist. 19 (1982), pp. 245-256.
• [7] C. Stępniak, On admissibility in estimating the mean squared error of a linear estimator, Probab. Math. Statist. 18 (1998), pp. 33-38.
• [8] R. Zmyślony, Quadratic admissible estimators (in Polish), Roczniki Polskiego Towarzystwa Matematycznego, Seria III: Matematyka Stosowana VII (1976), pp. 117-122.
• [9] S. Zontek, On characterization of linear admissible estimators: an extension of result due to C. R. Rao, J. Multivariate Anal. 23 (1) (1987), pp. 1-12.