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.
Similar content being viewed by others
References
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.
Kruskal, W. (1968). When are Gauss-Markov and least squares estimators identical? A coordinate-free approach,Ann. Math. Statist.,39, 70–75.
LaMotte, L. R. (1977). A canonical form for the general linear model,Ann. Statist.,5, 787–789.
Olsen, A., Seely J. and Birkes, D. (1976). Invariant quadratic unbiased estimation for two variance components,Ann. Statist.,4, 878–890.
Rao, C. R. (1973).Linear Statistical Inference and its Applications, 2nd ed., Wiley, New York.
Rockafellar, R. T. (1970).Convex Analysis, Princeton Univ. Press.
Seely, J. (1970). Linear spaces and unbiased estimation—application to the mixed linear model,Ann. Math. Statist.,41, 1735–1748.
Author information
Authors and Affiliations
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
Received:
Revised:
Published:
Issue Date:
DOI: https://doi.org/10.1007/BF02480993