On the structure of admissible linear estimators (Q1115047): Difference between revisions
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Latest revision as of 09:39, 30 July 2024
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English | On the structure of admissible linear estimators |
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On the structure of admissible linear estimators (English)
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1988
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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.
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linear estimator
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general linear model
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admissibility of nonhomogeneous estimators
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