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A complete class for linear estimation in a general linear model

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Summary

It is shown that in linear estimation both unbiased and biased, all unique (up to equivalence with respect to risk) locally best estimators and their limits constitute a complete class.

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Stępniak, C. A complete class for linear estimation in a general linear model. Ann Inst Stat Math 39, 563–573 (1987). https://doi.org/10.1007/BF02491490

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  • DOI: https://doi.org/10.1007/BF02491490

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