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scientific article; zbMATH DE number 1383054
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scientific article; zbMATH DE number 1383054 |
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4 January 2000
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matrix loss
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0.95964265
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0.9410646
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0.92511487
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0.9195255
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0.91823435
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The following growth curver model is considered: \[ Y=X_1 BX_2+ \varepsilon, \quad E(\varepsilon)= 0\text{ cov} (\vec\varepsilon) =\sigma^2 I_q \otimes \Sigma,\tag{1} \] where \(X_1,X_2\) and \(\Sigma >0\) are \(n\times p\), \(k \times q\) and \(n\times n\) known matrices, respectively. The author considers the minimax admissibility characterization of linear estimates of multivariate regression coefficients for (1), and gives necessary and sufficient conditions for a linear estimator DYF (DYF+H) to be minimax admissible among the class of homogeneous (nonhomogeneous) linear estimators.
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