Admissible linear estimators in linear models with respect to inequality constraints

被引：19

作者：

Lu, CY ^{[1
]}

Shi, NZ

机构：

[1] E China Normal Univ, Dept Stat, Shanghai 200062, Peoples R China

[2] NE Normal Univ, Dept Math, Changchun 130024, Jilin, Peoples R China

来源：

LINEAR ALGEBRA AND ITS APPLICATIONS | 2002年 / 354卷 / 1-3期

关键词：

admissibility; inequality constraint; homogeneous/inhomogeneous linear estimation;

D O I：

10.1016/S0024-3795(01)00293-2

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

Admissibility of linear estimators is characterized in linear models E(Y) = Xbeta, D(Y) = V, with an unknown multidimensional parameter (beta, V) varying in the Cartesian product C x V, where C is a halfspace and V is a given set of nonnegative definite symmetric matrices. The relation between admissibility of inhomogeneous and homogeneous linear estimators is discussed, and some sufficient and necessary conditions for admissibility of an inhomogeneous linear estimator are given. Some results were extended to the case where W is a given polyhedral convex cone. (C) 2002 Elsevier Science Inc. All rights reserved.

引用

页码：187 / 194

页数：8

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