Matrix loss in comparison of linear experiments

DOI10.1016/S0024-3795(97)00019-0zbMath0904.62006OpenAlexW2105409040MaRDI QIDQ1369304

Czesław Stȩpniak

Publication date: 25 January 1999

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0024-3795(97)00019-0

zbMATH Keywords

quadratic riskordering of linear experimentsmatrix riskvector parameters

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Theory of statistical experiments (62B15) Linear inference, regression (62J99)

Related Items (4)

Order relations for linear models: a survey on recent developments ⋮ Characterization of admissible linear estimators in the growth curve model with respect to inequality constraints ⋮ Perfect linear models and perfect parametric functions ⋮ Estimation and experiments comparison with respect to the matrix risk

Cites Work

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• Comparison of linear experiments with known covariances
• Optimal allocation of units in experimental designs with hierarchical and cross classification
• Reduction problems in comparison of linear models
• A matrix inequality and admissibility of linear estimators with respect to the mean square error matrix criterion
• Estimation of parameters in a linear model
• Matrix derivatives with an application to an adaptive linear decision problem
• A note on estimating the common mean of k normal distributions and the stein problem
• Necessary and sufficient conditions that linear estimators of a mixed effects linear model are admissible under matrix loss function

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