Admissible linear estimation in the general Gauss-Markov model with respect to an arbitrary quadratic risk function

DOI10.1016/0378-3758(94)00081-6zbMath0811.62064OpenAlexW2063931286MaRDI QIDQ1346660

Augustyn Markiewicz, Jerzy K. Baksalary, C. Radhakrishna Rao

Publication date: 9 April 1995

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(94)00081-6

zbMATH Keywords

robustnesslinear estimatorsgeneral Gauss-Markov modelsingular linear modelidentifiable parametric functionnonnegative definite weight-matrixunidentifiable parametric functionweighted quadratic risk function

Mathematics Subject Classification ID

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

Related Items (6)

A note on admissibility of linear estimators in random models with a special structure ⋮ A brief biography and appreciation of Calyampudi Radhakrishna Rao, with a bibliography of his books and papers ⋮ Comment on range invariance of matrix products ⋮ An explicit characterization of admissible linear estimators of fixed and random effects in balanced random models ⋮ Characterization of admissible linear estimators in the growth curve model with respect to inequality constraints ⋮ A characterization of admissible linear estimators of fixed and random effects in linear models

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