Comparison of linear restricted models with respect to the validity of admissible and linearly sufficient estimators

DOI10.1016/S0167-7152(98)00045-5zbMath0947.62037MaRDI QIDQ1265987

Augustyn Markiewicz

Publication date: 15 December 1998

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62J05: Linear regression; mixed models

62F30: Parametric inference under constraints

62C15: Admissibility in statistical decision theory

62B05: Sufficient statistics and fields

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Linear prediction sufficiency in the misspecified linear model, Fundamental Equations of BLUE and BLUP in the Multivariate Linear Model with Applications, Quadratic prediction and quadratic sufficiency in finite populations, Best linear unbiased prediction for linear combinations in general mixed linear models, Nonnegative quadratic estimation and quadratic sufficiency in general linear models, Transformation approaches of linear random-effects models, Characterizations of admissible linear estimators in the linear model, Sufficient and admissible estimators in general multivariate linear model

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