Optimal Estimation Under Linear Constraints
نویسندگان
چکیده
منابع مشابه
Optimal Estimation under Linear Constraints
This paper shows how a multivariate Bayes estimator can be adjusted to satisfy a set of linear constraints. In the direct approach, the constraint is enforced by a restriction on the class of admissible estimators. In an alternative approach, the constraint is merely encouraged by a mixed risk function which penalises misbalance between the estimator and the constraint. The adjustment to the op...
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ژورنال
عنوان ژورنال: ASTIN Bulletin
سال: 1996
ISSN: 0515-0361,1783-1350
DOI: 10.2143/ast.26.2.563222