Necessary conditions for admissibility of matrix linear estimators in a multivariate linear model

DOI10.1007/S00184-009-0238-3zbMATH Open1189.62005OpenAlexW2034424070MaRDI QIDQ976954FDOQ976954

Authors: Etsuo Miyaoka, Kazuo Noda 

Publication date: 16 June 2010

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-009-0238-3

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zbMATH Keywords

James-Stein type matrix estimatormatrix normal distributionsparameter matrix linear functionquadratic matrix loss functionsthe Stein problemunknown covariance matrix

Mathematics Subject Classification ID

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

Cites Work

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• Title not available (Why is that?)
• Estimation of parameters in a linear model
• All Admissible Linear Estimates of the Mean Vector
• Admissibilities of matrix linear estimators multivariate linear models
• Admissibility and inadmissibility of a generalized Bayes unbiased estimator in a multivariate linear model

Cited In (8)

• Title not available (Why is that?)
• Admissible matrix non-homogeneous linear estimates under a quadratic matrix loss function
• Admissibilities of matrix linear estimators multivariate linear models
• A note on Stein-type shrinkage estimator in partial linear models
• Une condition nécessaire d'admissibilité et ses conséquences sur les estimateurs à rétrécisseur de la moyenne d'un vecteur normal
• Necessary and sufficient conditions that linear estimators of a mixed effects linear model are admissible under matrix loss function
• A matrix inequality and admissibility of linear estimators with respect to the mean square error matrix criterion
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