A Note on Superiority Comparisons of Homogeneous Linear Estimators |
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| Authors: | G. Trenkler |
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| Affiliation: | University of Hannover , West Germany |
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| Abstract: | This note extends some results on homogeneous linear estimators to the general, even nonlinear case.A Sufficient condition for the difference of mean square error matrices of minimum conditional mean square error estimator and minimum average risk linear estimator to be postive definite is derived. |
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| Keywords: | regression biased estimation mean square error average risk estimators |
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