Admissible linear estimators of an arbitrary vector of parametric functions in the general Gauss-Markov model (Q753353)
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English | Admissible linear estimators of an arbitrary vector of parametric functions in the general Gauss-Markov model |
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Admissible linear estimators of an arbitrary vector of parametric functions in the general Gauss-Markov model (English)
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1990
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Some results about admissible linear estimation are obtained under the general Gauss-Markov model \(\{\) Y, \(X\beta\), \(\sigma\) \({}^ 2V\}\), with matrix X and V possibly deficient in rank. The author extends the admissible linear estimation, relaxing the assumption that the vector \(K\beta\) is identifiable, with K an \(m\times n\) real matrix. A general characterization is derived, of the class of admissible estimators for \(K\beta\) and \(\beta\). Finally, the admissibility of several estimators of \(\beta\) proposed in the literature is examined.
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minimum variance linear unbiased estimation
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MVLUE
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identifiability
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admissible linear estimation
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general Gauss-Markov model
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