General admissibility for linear estimators in a general multivariate linear model under balanced loss function

被引：2

作者：

Cao, Ming Xiang ^{[1
]}

Kong, Fan Chao ^{[2
]}

机构：

[1] Hefei Normal Univ, Dept Math, Hefei 230601, Peoples R China

[2] Anhui Univ, Sch Math, Hefei 230039, Peoples R China

来源：

ACTA MATHEMATICA SINICA-ENGLISH SERIES | 2013年 / 29卷 / 09期

关键词：

Balanced loss function; linear estimators; general optimality; general admissibility;

D O I：

10.1007/s10114-013-9246-3

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

A generalization of Zellner's balanced loss function is proposed. General admissibility in a general multivariate linear model is investigated under the generalized balanced loss function. And the sufficient and necessary conditions for linear estimators to be generally admissible in classes of homogeneous and nonhomogeneous linear estimators are given, respectively.

引用

页码：1823 / 1832

页数：10

共 50 条

[21] On equivalence of predictors/estimators under a multivariate general linear model with augmentation
Bo Jiang
Yongge Tian
Journal of the Korean Statistical Society, 2017, 46 : 551 - 561
[22] Φ admissibility of stochastic regression coefficients in a general multivariate random effects model under a generalized balanced loss function
Cao, Ming-Xiang
ELECTRONIC JOURNAL OF STATISTICS, 2012, 6 : 2332 - 2346
[23] Sufficient and admissible estimators in general multivariate linear model
Ip, WC
Wong, H
Liu, JS
JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 2005, 135 (02) : 371 - 383
[24] Admissibility of linear estimators under matrix loss
Yang, Jinhua
Huazhong Ligong Daxue Xuebao/Journal Huazhong (Central China) University of Science and Technology, 2000, 28 (06): : 114 - 116
[25] On admissibility of linear estimators with respect to the mean square error matrix criterion under the general mixed linear model
Gross, J
Markiewicz, A
STATISTICS, 1999, 33 (01) : 57 - 71
[26] Necessary conditions for admissibility of matrix linear estimators in a multivariate linear model
Etsuo Miyaoka
Kazuo Noda
Metrika, 2010, 72 : 21 - 35
[27] Necessary conditions for admissibility of matrix linear estimators in a multivariate linear model
Miyaoka, Etsuo
Noda, Kazuo
METRIKA, 2010, 72 (01) : 21 - 35
[28] Risk Comparison of Improved Estimators in a Linear Regression Model with Multivariate t Errors under Balanced Loss Function
Hu, Guikai
Li, Qingguo
Yu, Shenghua
JOURNAL OF APPLIED MATHEMATICS, 2014,
[29] ADMISSIBILITY FOR LINEAR ESTIMATES ON REGRESSION-COEFFICIENTS IN A GENERAL MULTIVARIATE LINEAR-MODEL
XIE, MY
ACTA MATHEMATICA SCIENTIA, 1994, 14 (03) : 329 - 337
[30] Admissibility of linear estimators with respect to inequality constraints under matrix loss function
He, Dao-Jiang
Guo, Da-Wei
LINEAR ALGEBRA AND ITS APPLICATIONS, 2009, 430 (01) : 241 - 250

← 1 2 3 4 5 →