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All Admissible Linear Estimators under Quadratic Loss in Multivariate Model

Qi Deng, Jian Chen

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Abstract

For multivariate linear model Y=XΘ+e, ~N(0, σ 2ΣV), 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.

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What this paper is about

For multivariate linear model Y=XΘ+e, ~N(0, σ 2ΣV), 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.

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Available abstract

For multivariate linear model Y=XΘ+e, ~N(0, σ 2ΣV), 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

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