Admissible linear estimation in singular linear models

DOI10.1080/03610928408828876zbMath0587.62012OpenAlexW2148157477MaRDI QIDQ3713308

Thomas Mathew, C. Radhakrishna Rao, Bimal Kumar Sinha

Publication date: 1984

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928408828876

zbMATH Keywords

quadratic lossGauss-Markov modelsingular covariance matrixadmissible linear estimatorsadmissibility of the best linear unbiased estimator

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Bayesian problems; characterization of Bayes procedures (62C10) Admissibility in statistical decision theory (62C15)

Related Items (17)

Admissible linear estimation in the general Gauss-Markov model with respect to an arbitrary quadratic risk function ⋮ Admissibility of estimated regression coefficients under generalized balanced loss ⋮ Admissible linear estimators in the general Gauss-Markov model ⋮ Admissible linear estimation in a general Gauss-Markov model with an incorrectly specified dispersion matrix ⋮ A note on admissibility of linear estimators in random models with a special structure ⋮ A brief biography and appreciation of Calyampudi Radhakrishna Rao, with a bibliography of his books and papers ⋮ Admissible linear estimators in the general Gauss-Markov model under generalized extended balanced loss function ⋮ Admissibility of inhomogeneous linear estimaiors in linear models with respect to incomplete ellipsoidal restrictions ⋮ An explicit characterization of admissible linear estimators of fixed and random effects in balanced random models ⋮ A study of the influence of the natural restrictions on estimation problems in the singular Gauss-Markov model ⋮ Admissible Linear Estimators with Respect to Inequality Constraints ⋮ Admissible linear estimators of the multivariate normal mean without extra information ⋮ A characterization of admissible linear estimators of fixed and random effects in linear models ⋮ Characterization of admissible linear estimators in the general growth curve model with respect to an incomplete ellipsoidal restriction ⋮ Admissible linear estimators of an arbitrary vector of parametric functions in the general Gauss-Markov model ⋮ Admissible linear estimators in linear models with respect to inequality constraints ⋮ Characterizations of admissible linear estimators in restricted linear models

Cites Work

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• Estimation of parameters in a linear model

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