Admissible estimators in the general multivariate linear model with respect to inequality restricted parameter set

DOI10.1155/2009/718927zbMath1183.62094OpenAlexW1977863276WikidataQ59249201 ScholiaQ59249201MaRDI QIDQ1035533

Gang Liu, Wenhao Gui, Shang-Li Zhang

Publication date: 3 November 2009

Published in: Journal of Inequalities and Applications (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/117823

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Miscellaneous inequalities involving matrices (15A45) Admissibility in statistical decision theory (62C15)

Related Items (3)

Admissibility of linear estimators with respect to inequality constraints under some loss functions ⋮ Characterization of admissible linear estimators in the growth curve model with respect to inequality constraints ⋮ Characterization of Admissible Linear Estimators in Multivariate Linear Model with Respect to Inequality Constraints under Matrix Loss Function

Cites Work

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• Admissibility of inhomogeneous linear estimaiors in linear models with respect to incomplete ellipsoidal restrictions
• All Admissible Linear Estimates of the Mean Vector
• Generalized Inverses, Ridge Regression, Biased Linear Estimation, and Nonlinear Estimation

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