Admissible linear estimation in a general Gauss-Markov model with an incorrectly specified dispersion matrix

DOI10.1016/0047-259X(88)90115-7zbMath0665.62011MaRDI QIDQ1116216

Thomas Mathew, Jerzy K. Baksalary

Publication date: 1988

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

zbMATH Keywords

quadratic riskbest linear unbiased estimatorcharacterizations of admissible linear estimatorsgeneral Gauss-Markov models

Mathematics Subject Classification ID

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

Related Items (6)

Admissible linear estimation in the general Gauss-Markov model with respect to an arbitrary quadratic risk function ⋮ A study of the influence of the natural restrictions on estimation problems in the singular Gauss-Markov model ⋮ A new analysis of the relationships between a general linear model and its mis-specified forms ⋮ Löwner partial ordering and space preordering of Hermitian non-negative definite matrices ⋮ Comparison of linear restricted models with respect to the validity of admissible and linearly sufficient estimators ⋮ Admissible linear estimators of an arbitrary vector of parametric functions in the general Gauss-Markov model

Cites Work

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• Optimality of BLUE's in a general linear model with incorrect design matrix
• Admissible linear estimators in the general Gauss-Markov model
• On the structure of admissible linear estimators
• Estimation of parameters in a linear model
• Admissible linear estimation in singular linear models
• Projectors and linear estimation in general linear models
• All Admissible Linear Estimates of the Mean Vector
• Inequalities: theory of majorization and its applications

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