Zheng-Yan Zhang

The Equivariance Criterion in a Linear Model for Random-$X$ Cases

The equivariance criterion was applied to the normal linear model with a fixed design matrix, yielding the minimum risk equivariant estimators of the coefficient vector and of the condensed diagonal covariance matrix under a multivariate invariant location--scale group, extended to the random-$X case, with covariates s...