On Geometry of the Set of Admissible Quadratic Estimators of Quadratic Functions of Normal Parameters
نویسندگان
چکیده
We consider the problem of admissible quadratic estimation of a linear function of μ and σ in n dimensional normal model N(Kμ, σIn) under quadratic risk function. After reducing this problem to admissible estimation of a linear function of two quadratic forms, the set of admissible estimators are characterized by giving formulae on the boundary of the set D ⊂ R of components of the two quadratic forms constituting the set of admissible estimators. Different shapes and topological properties of the set D are studied.
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