Admissibility in general Gauss–Markov model with respect to an ellipsoidal constraint under weighted balanced loss

DOI10.1080/03610926.2020.1758140OpenAlexW3021677617MaRDI QIDQ5079841FDOQ5079841

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Publication date: 30 May 2022

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

Full work available at URL: https://doi.org/10.1080/03610926.2020.1758140

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zbMATH Keywords

admissibilitybest linear unbiased estimatorGauss-Markov modelellipsoidal constraintweighted balanced loss

Mathematics Subject Classification ID

Statistics (62-XX) Point estimation (62F10) General considerations in statistical decision theory (62C05)

Cites Work

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• Admissibility of linear estimators for the stochastic regression coefficient in a general Gauss-Markoff model under a balanced loss function
• Admissibility for linear estimators of regression coefficient in a general Gauss-Markoff model under balanced loss function
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• The exact risks of some pre-test and stein-type regression estimators umder balanced loss
• Admissibility of linear estimators with respect to restricted parameter sets
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• Risk comparison of the inequality constrained least squares and other related estimators under balanced loss
• Admissible linear estimation in singular linear models with respect to a restricted parameter set

Cited In (1)

• Admissible linear estimators in the general Gauss-Markov model under generalized extended balanced loss function

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