Title: THE LINEAR MINIMAX ESTIMATORS OF EXPECTED VECTOR UNDER RELATIVE LOSS FUNCTION
Abstract: Let Y 1,Y 2,...,Y n,have i.i.d, and EY 1=β, CovY 1=Σ,where β∈R p,Σ0 are unknown parameters. In this paper,the authors get a unique linear Minimax estimator of linear estimator about β in the class of linear estimator under two relative loss function,respectively.
Publication Year: 2002
Publication Date: 2002-01-01
Language: en
Type: article
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