Admissible linear estimators in restricted linear models (Q1069574)
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English | Admissible linear estimators in restricted linear models |
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Admissible linear estimators in restricted linear models (English)
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1985
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Necessary and sufficient conditions are established for a linear estimator to be admissible among the set of all homogeneous and inhomogeneous linear estimators under a linear model with the vector of parameters subject to linear restrictions. These conditions are then utilized to characterize influence that restrictions involved in a linear model have on the class of admissible linear estimators.
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linear model
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linear restrictions
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admissible linear estimators
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