scientific article; zbMATH DE number 1383054

MaRDI QIDQ4718909zbMATH OpenFDO

Authors Qingping Chen

Publication date 4 January 2000

zbMATH Keywords

matrix loss

Mathematics Subject Classification ID

Admissibility in statistical decision theory (62C15) Minimax procedures in statistical decision theory (62C20) Estimation in multivariate analysis (62H12)

Review text

The following growth curver model is considered: \[ Y=X_1 BX_2+ \varepsilon, \quad E(\varepsilon)= 0\text{ cov} (\vec\varepsilon) =\sigma^2 I_q \otimes \Sigma,\tag{1} \] where \(X_1,X_2\) and \(\Sigma >0\) are \(n\times p\), \(k \times q\) and \(n\times n\) known matrices, respectively. The author considers the minimax admissibility characterization of linear estimates of multivariate regression coefficients for (1), and gives necessary and sufficient conditions for a linear estimator DYF (DYF+H) to be minimax admissible among the class of homogeneous (nonhomogeneous) linear estimators.

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Cited in

(6)

• Admissibility of linear estimate of regression coefficients in growth curve model under matrix loss
• The minimax admissibility characterization of non-homogeneous linear estimates of multivariate random regression coefficients and parameters under matrix loss function
• The minimax admissible estimates of the growth curve model under a constraint condition
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