On the structure of admissible linear estimators (Q1115047): Difference between revisions

Using a technique originated by \textit{A. Olsen}, \textit{J. Seely}, and \textit{D. Birkes} [Ann. Stat. 4, 878-890 (1976; Zbl 0344.62060)] and developed by \textit{L. R. LaMotte} [ibid. 10, 245-255 (1982; Zbl 0485.62070)] we establish necessary conditions of \textit{C. R. Rao}'s type [ibid. 4, 1023- 1037 (1976; Zbl 0336.62055)] for a linear estimator to be admissible among the class of linear estimators in a general linear model. They are shown to be sufficient for the regression model with a nonnegative definite covariance matrix and for the model with the mean lying in a subspace and the covariance operators varying through the set of all nonnegative definite symmetric matrices. From these results necessary and/or sufficient conditions for admissibility of nonhomogeneous estimators are also derived.