On characterization of linear admissible estimators: An extension of a result due to C. R. Rao (Q1104673)
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English | On characterization of linear admissible estimators: An extension of a result due to C. R. Rao |
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On characterization of linear admissible estimators: An extension of a result due to C. R. Rao (English)
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1987
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This paper gives a class of models which have the following property: if L' Y is an admissible estimator of C' E Y among linear estimators, then there exists a matrix H such that \(L=H C\) and H' Y is an admissible estimator of E Y. A model which does not have this property is also constructed.
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general linear model
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linear estimation
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