ON IMPROVING UNBIASED ESTIMATORS BY MULTIPLICATION WITH
A MATRIX
Abstract: Consider a random
-vector
with a mean vector
and finite second
moments. Under some assumptions on the model there is constructed a class of linear
estimators as good as a given unbiased linear estimator of parametric function
For
some parametric functions there are identified those estimators in the constructed class which
are admissible for
2000 AMS Mathematics Subject Classification: Primary: -; Secondary: -;
Key words and phrases: -