ON ADMISSIBLE QUADRATIC ESTIMATION IN A SPECIAL LINEAR
MODEL
Abstract: A random linear model for spatially located sensors measured intensity of a source
of signals in discrete instants of time is considered. A characterization of admissible
quadratic estimators of the mean squared error of a linear estimator of the expectation of the
intensity is given.
2000 AMS Mathematics Subject Classification: 62F10, 62J10.
Key words and phrases: Linear estimator, quadratic estimator, admissibility, quadratic
subspace, locally best estimator.