Minimum risk equivariant estimator in linear regression model

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F09%3A00206287" target="_blank" >RIV/00216208:11320/09:00206287 - isvavai.cz</a>

Alternative codes found

RIV/46747885:24510/09:#0000237

Result on the web

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DOI - Digital Object Identifier

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Result language

angličtina

Original language name

Minimum risk equivariant estimator in linear regression model

Original language description

The minimum risk equivariant estimator of the regression parameter vector is finite-sample optimal, but its calculation is difficult. We study some possible approximations of MRE: A finite-sample approximation uses the Hájek-Hoeffding projection or the Hoeffding-van Zwet decomposition of an initial equivariant estimator. A large-sample approximation, using the score function of the errors, is based on the asymptotic representation of the initial estimator.

Czech name

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Czech description

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Type

J_x - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)

CEP classification

BA - General mathematics

OECD FORD branch

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Project

Result was created during the realization of more than one project. More information in the Projects tab.

Continuities

P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)<br>Z - Vyzkumny zamer (s odkazem do CEZ)

Publication year

2009

Confidentiality

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Name of the periodical

Statistics and Decisions

ISSN

0721-2631

e-ISSN

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Volume of the periodical

27

Issue of the periodical within the volume

4

Country of publishing house

DE - GERMANY

Number of pages

19

Pages from-to

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UT code for WoS article

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EID of the result in the Scopus database

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