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Details for article 1 of 9 found articles
| Title: |
A comparison of mixed and minimax estimators of linear models |
| Author: |
Terasvirta, Timo |
| Appeared in: |
Communications in statistics |
| Paging: | Volume 10 (1981) nr. 17 pages 1765-1778 |
| Year: |
1981 |
| Contents: |
In this paper the stochastic properties of two estimators of linear models, mixed and minimax, based on different types of prior information, are compared using quadratic risk as the criterion for superiority. A necessary and sufficient condition for the minimax estimator to be superior to the comparable mixed estimator is derived as well as a simpler necessary but not sufficient condition. |
| Publisher: |
Taylor & Francis |
| Source file: |
Elektronische Wetenschappelijke Tijdschriften |
Details for article 1 of 9 found articles
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