Admissibility of linear estimators with respect to inequality constraints under some loss functions

Author:

Zhang Shang-li,Qin Hong,Wu Chang-chun

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics

Reference26 articles.

1. Baksalary, J.K., Markiewicz, A. Admissible linear estimators in the general Gauss-Markov model. Journal of statistical planning and Inference, 19: 349–359 (1988)

2. Cao, M. F admissibility for linear estimators on regression coefficients in a general multivariate linear model under balanced loss function. Journal of statistical planning and Inference, 139: 3354–3360 (2009)

3. Cohen, A All admissibility estimates of the mean vector. Ann. Math. Statist., 37: 458–463 (1966)

4. Deng, Q.R., Chen, J.B. Admissibility of nonhomogeneous linear estimators in linear model with respect to an incomplete ellipsoidal restriction under matrix loss function. Chinese Ann. Math., 18(A): 33–40 (1997)

5. Dong, L., Wu, Q. The sufficient and necessary conditions of admissible linear estimates for random regression coefficients and parameters under the quadratic loss function. Acta Math. Sinica, 31: 145–157 (1988)

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