Comparison of linear restricted models with respect to the validity of admissible and linearly sufficient estimators

DOI10.1016/S0167-7152(98)00045-5MaRDI QIDQ1265987zbMATH OpenOpenAlexFDO

Authors Augustyn Markiewicz

Publication date 15 December 1998

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0167-7152(98)00045-5

Mathematics Subject Classification ID

Sufficient statistics and fields (62B05) Admissibility in statistical decision theory (62C15) Parametric inference under constraints (62F30) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

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Cites work

• A matrix inequality and admissibility of linear estimators with respect to the mean square error matrix criterion
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• All admissible linear estimators of the regression parameter vector in the case of an arbitrary parameter subset
• Bayes, Admissible, and Minimax Linear Estimators in Linear Models with Restricted Parameter Space
• Characterization of general ridge estimators
• Estimation of parameters in a linear model
• scientific article; zbMATH DE number 3850259 (Why is no real title available?)
• scientific article; zbMATH DE number 3988511 (Why is no real title available?)
• scientific article; zbMATH DE number 3436477 (Why is no real title available?)
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• scientific article; zbMATH DE number 3373921 (Why is no real title available?)
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• Sufficiency and completeness in the linear model

Cited in

(12)

• Characterizations of admissible linear estimators in restricted linear models
• Linear sufficiency and admissibility in restricted linear models
• Transformation approaches of linear random-effects models
• Characterizations of admissible linear estimators in the linear model
• Sufficient and admissible estimators in general multivariate linear model
• Comparison of restricted general Gauss-Markov models via linearly sufficient statistics and linearly complete statistics.
• scientific article; zbMATH DE number 4080669 (Why is no real title available?)
• Linear prediction sufficiency in the misspecified linear model
• Fundamental equations of BLUE and BLUP in the multivariate linear model with applications
• Quadratic prediction and quadratic sufficiency in finite populations
• Best linear unbiased prediction for linear combinations in general mixed linear models
• Nonnegative quadratic estimation and quadratic sufficiency in general linear models

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