Local improvement of best linear unbiased estimation and admissibility under the weakly singular gauss-markov model

DOI10.1080/03610929908832389zbMath0931.62045OpenAlexW2143954252MaRDI QIDQ4269504

Jürgen Gross

Publication date: 15 February 2000

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

Full work available at URL: https://doi.org/10.1080/03610929908832389

zbMATH Keywords

linear estimatorsmean square error matrixLoewner partial orderinggeneral ridge estimator

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Admissibility in statistical decision theory (62C15)

Cites Work

• Ordering of nonnegative definite matrices with application to comparison of linear models
• Admissible linear estimators in the general Gauss-Markov model
• A study of the influence of the natural restrictions on estimation problems in the singular Gauss-Markov model
• Mean square error matrix improvements and admissibility of linear estimators
• Representations of best linear unbiased estimators in the Gauss-Markoff model with a singular dispersion matrix
• Some properties of matrix partial orderings
• Characterization of general ridge estimators
• A further note on a theorem on the difference of the generalized inverses of two nonnegative definite matrices
• Mean square error matrix comparisons of estimators in linear regression
• Categorical information and the singular linear model