Characterizations of admissible linear estimators in the linear model

DOI10.1016/S0024-3795(03)00459-2zbMath1051.62009MaRDI QIDQ1881071

Augustyn Markiewicz, Jürgen Gross

Publication date: 4 October 2004

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Mathematics Subject Classification ID

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

Related Items (14)

A new biased estimator based on ridge estimation ⋮ General ridge predictors in a mixed linear model ⋮ 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 ⋮ An explicit characterization of admissible linear estimators of fixed and random effects in balanced random models ⋮ Characterization of estimators uniformly shrinking on subspaces ⋮ On quadratic prediction problems in finite populations ⋮ Optimal generalized ridge estimator under the generalized cross-validation criterion in linear regression ⋮ A Generalized Diagonal Ridge-type Estimator in Linear Regression ⋮ Admissible Estimation for Linear Combination of Fixed and Random Effects in General Mixed Linear Models ⋮ Admissible estimators in the general multivariate linear model with respect to inequality restricted parameter set ⋮ Unnamed Item ⋮ Permutation Matrix with Application to Optimal Invariant Quadratic Prediction in Finite Populations ⋮ Covariance structure associated with an equality between two general ridge estimators

Cites Work

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• Mean square error matrix comparison of some estimators in linear regressions with multicollinearity
• Estimation of parameters in a linear model
• Comparison of linear restricted models with respect to the validity of admissible and linearly sufficient estimators
• Characterization of general ridge estimators
• The restricted least squares estimator and ridge regression
• A further note on a theorem on the difference of the generalized inverses of two nonnegative definite matrices
• Admissible improvements of the least squares estimator¹
• All Admissible Linear Estimates of the Mean Vector
• Ridge Regression: Applications to Nonorthogonal Problems
• On Biased Estimation in Linear Models
• Matrix theory. Basic results and techniques

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