Admissibilities of matrix linear estimators multivariate linear models

DOI10.1016/J.JSPI.2005.05.001zbMATH Open1103.62004OpenAlexW2022997060MaRDI QIDQ2500644FDOQ2500644

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

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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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• Estimation of parameters in a linear model
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• Admissibility and inadmissibility of a generalized Bayes unbiased estimator in a multivariate linear model
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Cited In (13)

• Title not available (Why is that?)
• Admissibility of linear predictors in the superpopulation model with respect to inequality constraints under matrix loss function
• Admissible matrix non-homogeneous linear estimates under a quadratic matrix loss function
• Admissibility and inadmissibility of a generalized Bayes unbiased estimator in a multivariate linear model
• Admissible linear estimators of multivariate regression coefficient with respect to an inequality constraint under matrix balanced loss function
• Necessary conditions for admissibility of matrix linear estimators in a multivariate linear model
• Title not available (Why is that?)
• Necessary and sufficient conditions that linear estimators of a mixed effects linear model are admissible under matrix loss function
• Sufficient and admissible estimators in general multivariate linear model
• Admissibilities of linear estimator in a class of linear models with a multivariate \(t\) error variable
• Title not available (Why is that?)
• Admissibility of linear estimators with respect to inequality constraints under matrix loss function
• Title not available (Why is that?)

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