On the structure of admissible linear estimators

DOI10.1016/0047-259X(88)90098-XzbMath0664.62008OpenAlexW2061937395MaRDI QIDQ1115047

Stefan Zontek, Witold Klonecki

Publication date: 1988

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0047-259x(88)90098-x

zbMATH Keywords

linear estimatorgeneral linear modeladmissibility of nonhomogeneous estimators

Mathematics Subject Classification ID

Point estimation (62F10) Linear inference, regression (62J99) Admissibility in statistical decision theory (62C15)

Related Items (16)

Admissible linear estimation in the general Gauss-Markov model with respect to an arbitrary quadratic risk function ⋮ Admissible linear estimators in the general Gauss-Markov model ⋮ The fundamental aspects of the admissibility in the quadratic approximation of linear mappings ⋮ Admissible linear estimation in a general Gauss-Markov model with an incorrectly specified dispersion matrix ⋮ A note on admissibility of linear estimators in random models with a special structure ⋮ Admissible linear estimators in the general Gauss-Markov model under generalized extended balanced loss function ⋮ An explicit characterization of admissible linear estimators of fixed and random effects in balanced random models ⋮ Admissible linear estimators in mixed linear models ⋮ A study of the influence of the natural restrictions on estimation problems in the singular Gauss-Markov model ⋮ Admissible Linear Estimators with Respect to Inequality Constraints ⋮ Admissible linear estimators of the multivariate normal mean without extra information ⋮ A characterization of admissible linear estimators of fixed and random effects in linear models ⋮ Admissible linear estimators of an arbitrary vector of parametric functions in the general Gauss-Markov model ⋮ Unnamed Item ⋮ Characterization of Admissible Linear Estimators in Multivariate Linear Model with Respect to Inequality Constraints under Matrix Loss Function ⋮ Admissible linear estimators in linear models with respect to inequality constraints

Cites Work

• Admissibility in linear estimation
• Estimation of parameters in a linear model
• Invariant quadratic unbiased estimation for two variance components
• A canonical form for the general linear model
• Best quadratic unbiased estimation in variance-covariance component models²
• Admissibility of linear estimators with respect to restricted parameter sets
• Bayes Linear Estimators
• Admissibility for Estimation with Quadratic Loss
• All Admissible Linear Estimates of the Mean Vector
• Linear Spaces and Minimum Variance Unbiased Estimation
• Estimates of Linear Combinations of the Parameters in the Mean Vector of a Multivariate Distribution
• The estimation of residual variance in regression analysis
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