Admissibilities of matrix linear estimators multivariate linear models

DOI10.1016/J.JSPI.2005.05.001MaRDI QIDQ2500644zbMATH OpenOpenAlexFDO

Authors Kazuo Noda, Qiguang Wu

Publication date 17 August 2006

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2005.05.001

zbMATH Keywords

necessary and sufficient conditionswith and without normality assumptionquadratic matrix loss functionsunknown covariance matrixestimable parameter matrix linear functionrestricted space of all matrix linear estimatorsspace of all matrix estimators

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Admissibility in statistical decision theory (62C15)

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Cited in

(13)

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• Admissibilities of linear estimator in a class of linear models with a multivariate \(t\) error variable
• Admissibility and inadmissibility of a generalized Bayes unbiased estimator in a multivariate linear model
• scientific article; zbMATH DE number 1193557 (Why is no real title available?)
• Admissible linear estimators of multivariate regression coefficient with respect to an inequality constraint under matrix balanced loss function
• Admissibility of linear estimators with respect to inequality constraints under matrix loss function
• scientific article; zbMATH DE number 5952608 (Why is no real title available?)
• Necessary and sufficient conditions that linear estimators of a mixed effects linear model are admissible under matrix loss function
• Necessary conditions for admissibility of matrix linear estimators in a multivariate linear model
• scientific article; zbMATH DE number 5811132 (Why is no real title available?)
• scientific article; zbMATH DE number 1829189 (Why is no real title available?)
• Admissibility of linear predictors in the superpopulation model with respect to inequality constraints under matrix loss function
• Sufficient and admissible estimators in general multivariate linear model

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