Note on a paper
Authors:
Norbert Gaffke a;
Berthold Heiligers b
| Affiliations: | a University Augsburg, Institut fiir Mathematik, Augsburg, Germany |
| b Institut fur Statistik and Wirtschaftsmathematik, Willnerestr, Aschen, Germany |
DOI:
10.1080/02331889108802277
Publication Frequency:
6 issues per year
Subjects:
Mathematical Statistics;
Statistical Theory & Methods;
Statistics;
Statistics for the Biological Sciences;
Stochastic Models & Processes;
Formats available:
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Abstract
A recent result of Alson (1988) on the MILE (Minimax Linear Estimator)in a linear model with ellipsodal parameter space is false. A corrected version of the statement leads to a previous result of Alson(1981), which was also found independently by GAFFKE HEILIGERS (1989) PILZ (1987).The 'state of the art' in computing the MILE Under ellipsoidal parameter space is briefly summarized
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| Keywords: Linear estimator; mean squared error; restrieted parameter region; maximum risk |
| view references (12) : view citations |

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