Admissible linear estimators in restricted linear models
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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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Cites work
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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
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- 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
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- 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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