Admissible linear estimators in restricted linear models

DOI10.1016/0024-3795(85)90039-4zbMath0584.62002OpenAlexW2005782843MaRDI QIDQ1069574

Augustyn Markiewicz, Jerzy K. Baksalary

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

linear modellinear restrictionsadmissible linear estimators

Mathematics Subject Classification ID

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

Related Items (12)

Characterizations of admissible linear estimators in the linear model ⋮ Admissible linear estimators in the general Gauss-Markov model ⋮ A test of the mean square error criterion for linear admissible estimators ⋮ Characterization of general ridge estimators ⋮ Dropping variables versus use of proxy variables in linear regression ⋮ The Bayes estimator in a misspecified linear regression model ⋮ Admissible linear estimators in the general Gauss-Markov model under generalized extended balanced loss function ⋮ Linear sufficiency and linear admissibility in a continuous time Gauss-Markov model. ⋮ 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 ⋮ Admissible linear estimators of an arbitrary vector of parametric functions in the general Gauss-Markov model ⋮ Characterizations of admissible linear estimators in restricted linear models

Cites Work

• Unnamed Item
• Estimation of parameters in a linear model
• Admissibility of linear estimators with respect to restricted parameter sets
• A note on estimating the common mean of k normal distributions and the stein problem
• Bayes Linear Estimators
• All Admissible Linear Estimates of the Mean Vector

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