Admissibilities of matrix linear estimators multivariate linear models

DOI10.1016/j.jspi.2005.05.001zbMath1103.62004MaRDI QIDQ2500644

Kazuo Noda, Qi-Guang Wu

Publication date: 17 August 2006

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2005.05.001

zbMATH Keywords

unknown covariance matrix; necessary and sufficient conditions; with and without normality assumption; quadratic matrix loss functions; estimable parameter matrix linear function; restricted space of all matrix linear estimators; space of all matrix estimators

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62J07: Ridge regression; shrinkage estimators (Lasso)

62J05: Linear regression; mixed models

62C15: Admissibility in statistical decision theory

Related Items

Admissibilities of linear estimator in a class of linear models with a multivariate \(t\) error variable, Admissibility of linear estimators with respect to inequality constraints under matrix loss function, Necessary conditions for admissibility of matrix linear estimators in a multivariate linear model, Admissible linear estimators of multivariate regression coefficient with respect to an inequality constraint under matrix balanced loss function, Admissibility of Linear Predictors in the Superpopulation Model with Respect to Inequality Constraints under Matrix Loss Function

Cites Work

• On characterization of linear admissible estimators: An extension of a result due to C. R. Rao
• Admissibility in linear estimation
• All admissible linear estimates of the mean matrix
• Estimation of parameters in a linear model
• All Admissible Linear Estimates of the Mean Vector
• Admissibility and inadmissibility of a generalized Bayes unbiased estimator in a multivariate linear model
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