All Admissible Linear Estimators under Quadratic Loss in Multivariate Model
Qi Deng, Jian Chen
Abstract
Qi Deng, Jian Chen
Abstract
For multivariate linear model Y=XΘ+e, ~N(0, σ 2ΣV), this paper is concerned with the admissibility of linear estimators of estimable function SXΘ in the class of all estimators. All admissible linear estimators of SXΘ are given under each of four definitions of admissibility.
A significance statement is not available in the OpenAlex record.
A contribution statement is not available in the OpenAlex record.
Method details are not available in the OpenAlex metadata.
Findings are not separately available in the OpenAlex metadata.
Limitations are not available in the OpenAlex metadata.
Application details are not available in the OpenAlex metadata.
For multivariate linear model Y=XΘ+e, ~N(0, σ 2ΣV), this paper is concerned with the admissibility of linear estimators of estimable function SXΘ in the class of all estimators. All admissible linear estimators of SXΘ are given under each of four definitions of admissibility.
Key concepts: Estimator, Multivariate statistics, Mathematics, Linear model, Applied mathematics, Class (philosophy), Quadratic equation, General linear model