Admissibility for Linear Estimators in a Multivariate Linear Model with Respect to an Inequality Restriction
Guo Da-wei
Abstract
Guo Da-wei
Abstract
The admissibility of both homogeneous and inhomogeneous linear estimators was investigated in a multivariate linear model with respect to an inequality restriction.The relationship between admissibilities of the two types of estimators was characterized.The necessary and sufficient conditions for a linear estimator LY(LY+L1) to be admissible in a class of homogeneous(nonhomogeneous) linear estimators under quadratic loss were obtained.
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The admissibility of both homogeneous and inhomogeneous linear estimators was investigated in a multivariate linear model with respect to an inequality restriction.The relationship between admissibilities of the two types of estimators was characterized.The necessary and sufficient conditions for a linear estimator LY(LY+L1) to be admissible in a class of homogeneous(nonhomogeneous) linear estimators under quadratic loss were obtained.
Key concepts: Estimator, Mathematics, Multivariate statistics, Homogeneous, Linear model, Linear inequality, Applied mathematics, Quadratic equation