Local improvement of best linear unbiased estimation and admissibility under the weakly singular gauss-markov model
From MaRDI portal
Publication:4269504
DOI10.1080/03610929908832389zbMath0931.62045OpenAlexW2143954252MaRDI QIDQ4269504
Publication date: 15 February 2000
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610929908832389
Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Admissibility in statistical decision theory (62C15)
Cites Work
- Ordering of nonnegative definite matrices with application to comparison of linear models
- Admissible linear estimators in the general Gauss-Markov model
- A study of the influence of the natural restrictions on estimation problems in the singular Gauss-Markov model
- Mean square error matrix improvements and admissibility of linear estimators
- Representations of best linear unbiased estimators in the Gauss-Markoff model with a singular dispersion matrix
- Some properties of matrix partial orderings
- Characterization of general ridge estimators
- A further note on a theorem on the difference of the generalized inverses of two nonnegative definite matrices
- Mean square error matrix comparisons of estimators in linear regression
- Categorical information and the singular linear model