Admissible linear estimators of an arbitrary vector of parametric functions in the general Gauss-Markov model

DOI10.1016/0378-3758(90)90124-DzbMath0716.62062OpenAlexW2029377644MaRDI QIDQ753353

Jerzy K. Baksalary, Augustyn Markiewicz

Publication date: 1990

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(90)90124-d

zbMATH Keywords

identifiabilitygeneral Gauss-Markov modeladmissible linear estimationminimum variance linear unbiased estimationMVLUE

Mathematics Subject Classification ID

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

Related Items (8)

The general Gauss-Markov model with possibly singular dispersion matrix ⋮ Admissible linear estimation in the general Gauss-Markov model with respect to an arbitrary quadratic risk function ⋮ All admissible linear estimators of the regression parameter vector in the case of an arbitrary parameter subset ⋮ Admissibility and linear sufficiency in linear model with nuisance parameters ⋮ A study of the influence of the natural restrictions on estimation problems in the singular Gauss-Markov model ⋮ Admissible Estimation for Linear Combination of Fixed and Random Effects in General Mixed Linear Models ⋮ Unnamed Item ⋮ Sufficient and admissible estimators in general multivariate linear model

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• On Admissible Estimators in a Linear Model
• Admissible linear estimation in singular linear models
• Categorical information and the singular linear model
• Admissibility of linear estimators with respect to restricted parameter sets
• A note on estimating the common mean of k normal distributions and the stein problem
• On Least Squares with Insufficient Observations

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