Admissible linear estimators in restricted linear models

DOI10.1016/0024-3795(85)90039-4MaRDI QIDQ1069574zbMATH OpenOpenAlexFDO

Authors Jerzy K. Baksalary, Augustyn Markiewicz

Publication date 1985

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0024-3795(85)90039-4

zbMATH Keywords

admissible linear estimatorslinear modellinear restrictions

Mathematics Subject Classification ID

Admissibility in statistical decision theory (62C15) Estimation in multivariate analysis (62H12) Linear inference, regression (62J99)

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Cites work

• A note on estimating the common mean of k normal distributions and the stein problem
• Admissibility of linear estimators with respect to restricted parameter sets
• All Admissible Linear Estimates of the Mean Vector
• Bayes Linear Estimators
• Estimation of parameters in a linear model
• scientific article; zbMATH DE number 3373921 (Why is no real title available?)

Cited in

(27)

• Characterizations of admissible linear estimators in restricted linear models
• Admissible linear estimators in the general Gauss-Markov model
• On the structure of admissible linear estimators
• Linear sufficiency and admissibility in restricted linear models
• Mean square error matrix improvements and admissibility of linear estimators
• Comparison of linear restricted models with respect to the validity of admissible and linearly sufficient estimators
• Linear sufficiency and linear admissibility in a continuous time Gauss-Markov model.
• Admissible estimation for finite population when the parameter space is restricted
• Characterizations of admissible linear estimators in the linear model
• Characterization of general ridge estimators
• Dropping variables versus use of proxy variables in linear regression
• The Bayes estimator in a misspecified linear regression model
• On the admissibility of restricted least squares estimators
• A test of the mean square error criterion for linear admissible estimators
• Admissible estimators for regression coefficients and parameters in multivariate stochastic efficient linear models under restriction conditions
• scientific article; zbMATH DE number 5370691 (Why is no real title available?)
• scientific article; zbMATH DE number 5525553 (Why is no real title available?)
• scientific article; zbMATH DE number 3942698 (Why is no real title available?)
• A sufficient condition for admissibility in linear estimation
• scientific article; zbMATH DE number 147691 (Why is no real title available?)
• Bayes, Admissible, and Minimax Linear Estimators in Linear Models with Restricted Parameter Space
• scientific article; zbMATH DE number 646783 (Why is no real title available?)
• scientific article; zbMATH DE number 2177327 (Why is no real title available?)
• scientific article; zbMATH DE number 943394 (Why is no real title available?)
• A note on admissibility of linear estimators in random models with a special structure
• Admissible linear estimators in the general Gauss-Markov model under generalized extended balanced loss function
• Admissible linear estimators of an arbitrary vector of parametric functions in the general Gauss-Markov model

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