ON ADMISSIBILITY OF LINEAR ESTIMATORS IN MODELS WITH FINITELY GENERATED PARAMETER SPACE

被引：3
|
作者：
Synowka-Eejenka, Ewa [1 ]
Zontek, Stefan [1 ]
机构：
[1] Univ Zielona Cora, Fac Math Comp Sci & Econometr, Ul Prof Z Szafrana 4 A, PL-65516 Zielona Gora, Poland
来源：
KYBERNETIKA | 2016年 / 52卷 / 05期
关键词：
linear model; linear estimation; linear prediction; admissibility; admissibility among an affine set; locally best estimator; 2; VARIANCE-COMPONENTS;
D O I：
10.14736/kyb-2016-5-0724
中图分类号：
TP3 [计算技术、计算机技术];
学科分类号：
0812 ;
摘要：
The paper refers to the research on the characterization of admissible estimators initiated by Cohen [2]. In our paper it is proved that for linear models with finitely generated parameter space the limit of a sequence of the unique locally best linear estimators is admissible. This result is used to give a characterization of admissible linear estimators of fixed and random effects in a random linear model for spatially located sensors measuring intensity of a source of signals in discrete instants of time.
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页码：724 / 734
页数：11
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