Admissibilities of matrix linear estimators multivariate linear models

DOI10.1016/j.jspi.2005.05.001zbMath1103.62004MaRDI QIDQ2500644

Kazuo Noda, Qi-Guang 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

unknown covariance matrix; necessary and sufficient conditions; with and without normality assumption; quadratic matrix loss functions; estimable parameter matrix linear function; restricted space of all matrix linear estimators; space of all matrix estimators

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62J07: Ridge regression; shrinkage estimators (Lasso)

62J05: Linear regression; mixed models

62C15: Admissibility in statistical decision theory

Related Items

Admissibilities of linear estimator in a class of linear models with a multivariate \(t\) error variable, Admissibility of linear estimators with respect to inequality constraints under matrix loss function, Necessary conditions for admissibility of matrix linear estimators in a multivariate linear model, Admissibility of Linear Predictors in the Superpopulation Model with Respect to Inequality Constraints under Matrix Loss Function

Cites Work

• On characterization of linear admissible estimators: An extension of a result due to C. R. Rao
• Admissibility in linear estimation
• All admissible linear estimates of the mean matrix
• Estimation of parameters in a linear model
• All Admissible Linear Estimates of the Mean Vector
• Admissibility and inadmissibility of a generalized Bayes unbiased estimator in a multivariate linear model
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