Admissible linear estimators of an arbitrary vector of parametric functions in the general Gauss-Markov model

DOI10.1016/0378-3758(90)90124-DzbMATH Open0716.62062OpenAlexW2029377644MaRDI QIDQ753353FDOQ753353

Authors: Jerzy K. Baksalary, Augustyn Markiewicz 

Publication date: 1990

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(90)90124-d

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zbMATH Keywords

identifiabilitygeneral Gauss-Markov modeladmissible linear estimationminimum variance linear unbiased estimationMVLUE

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Admissibility in statistical decision theory (62C15)

Cites Work

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• Admissibility of linear estimators with respect to restricted parameter sets
• Admissible linear estimation in a general Gauss-Markov model with an incorrectly specified dispersion matrix
• On Admissible Estimators in a Linear Model
• On Least Squares with Insufficient Observations
• On the structure of admissible linear estimators
• Admissible linear estimators in restricted linear models
• Characterizations of admissible linear estimators in restricted linear models
• A matrix inequality and admissibility of linear estimators with respect to the mean square error matrix criterion
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• Categorical information and the singular linear model
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• A note on estimating the common mean of k normal distributions and the stein problem

Cited In (19)

• Title not available (Why is that?)
• Linear sufficiency and linear admissibility in a continuous time Gauss-Markov model.
• Preliminary test estimation of a vector of parametric functions in the general Gauss--Markov model
• On admissible estimation for parametric functions in linear models
• Title not available (Why is that?)
• Admissible linear estimation in a general Gauss-Markov model with an incorrectly specified dispersion matrix
• All admissible linear estimators of the vector of gamma scale parameters with application to random effects models
• Title not available (Why is that?)
• The general Gauss-Markov model with possibly singular dispersion matrix
• An algebraic study of admissibility in linear estimation of the mean on a general Gauss-Markov model
• Admissible invariant estimators in a linear model
• Admissible estimation for linear combination of fixed and random effects in general mixed linear models
• Admissibility and linear sufficiency in linear model with nuisance parameters
• Title not available (Why is that?)
• Admissible linear estimators in the general Gauss-Markov model
• Sufficient and admissible estimators in general multivariate linear model
• Admissible linear estimation in the general Gauss-Markov model with respect to an arbitrary quadratic risk function
• All admissible linear estimators of the regression parameter vector in the case of an arbitrary parameter subset
• A study of the influence of the natural restrictions on estimation problems in the singular Gauss-Markov model

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