Sufficient and admissible estimators in general multivariate linear model

DOI10.1016/j.jspi.2004.05.005zbMath1074.62037OpenAlexW2086110658MaRDI QIDQ2573519

Wai-Cheung Ip, Heung Wong, Jin-Shan Liu

Publication date: 22 November 2005

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.2004.05.005

zbMATH Keywords

BLUEAdmissibilityLinear sufficiencyGeneral multivariate linear modelTransformed observations

Mathematics Subject Classification ID

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

Related Items (7)

Quadratic prediction and quadratic sufficiency in finite populations ⋮ Fundamental Equations of BLUE and BLUP in the Multivariate Linear Model with Applications ⋮ Transformation approaches of linear random-effects models ⋮ Best linear unbiased prediction for linear combinations in general mixed linear models ⋮ Admissible Estimation for Linear Combination of Fixed and Random Effects in General Mixed Linear Models ⋮ Nonnegative quadratic estimation and quadratic sufficiency in general linear models ⋮ Unnamed Item

Cites Work

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• Estimation of parameters in a linear model
• Comparison of linear restricted models with respect to the validity of admissible and linearly sufficient estimators
• Linear restrictions and two step multivariate least squares with applications
• Sufficiency and completeness in the linear model
• Characterization of general ridge estimators

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