On the use of compactly supported density estimates in problems of discrimination

  • Authors:
  • Peter Hall

  • Affiliations:
  • Department of Statistics, Australian National University, Canberra, A.C.T. 2601, Australia

  • Venue:
  • Journal of Multivariate Analysis
  • Year:
  • 1987

Quantified Score

Hi-index 0.00

Visualization

Abstract

Defined is a class of models which have the following property: If L'Y is an admissible estimator of C'EY among linear estimators, then there exists a matrix H such that L = HC and H'Y is an admissible estimator of EY. This class includes the regression ...