Skip to main content
Log in

Lower bound of risk in linear unbiased estimation and its application

  • Published:
Annals of the Institute of Statistical Mathematics Aims and scope Submit manuscript

Summary

Lower bound of risk in linear unbiased estimation and its connection with the existence of a uniformly minimum variance linear unbiased estimator is considered.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. Kruskal, W. (1961). The coordinate-free approach to Gauss-Markov estimation and its applications to missing and extra observations,Proc. 4th Berkeley Symp. Math. Statist. Prob.,1, 431–451.

    MATH  Google Scholar 

  2. Kruskal, W. (1968). When are Gauss-Markov and least squares estimators identical? A coordinate-free approach,Ann. Math. Statist.,39, 70–75.

    Article  MathSciNet  Google Scholar 

  3. LaMotte, L. R. (1977). A canonical form for the general linear model,Ann. Statist.,5, 787–789.

    Article  MathSciNet  Google Scholar 

  4. Olsen, A., Seely J. and Birkes, D. (1976). Invariant quadratic unbiased estimation for two variance components,Ann. Statist.,4, 878–890.

    Article  MathSciNet  Google Scholar 

  5. Rao, C. R. (1973).Linear Statistical Inference and its Applications, 2nd ed., Wiley, New York.

    Book  Google Scholar 

  6. Rockafellar, R. T. (1970).Convex Analysis, Princeton Univ. Press.

  7. Seely, J. (1970). Linear spaces and unbiased estimation—application to the mixed linear model,Ann. Math. Statist.,41, 1735–1748.

    Article  MathSciNet  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

About this article

Cite this article

Stęniak, C. Lower bound of risk in linear unbiased estimation and its application. Ann Inst Stat Math 35, 375–378 (1983). https://doi.org/10.1007/BF02480993

Download citation

  • Received:

  • Revised:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF02480993

AMS 1970 subject classifications

Keywords and phrases

Navigation