Admissibility and linear sufficiency in linear model with nuisance parameters

被引：0
|
作者：
Augustyn Markiewicz
Simo Puntanen
机构：
[1] Poznań University of Life Sciences,Department of Mathematical and Statistical Methods
[2] University of Tampere,Department of Mathematics and Statistics
来源：
Statistical Papers | 2009年 / 50卷
关键词：
Admissibility; BLUE; Linear sufficiency; Partitioned linear model; Nuisance parameters; Reduced model; 15A42; 62J05; 62F10; 62H12; 62H20;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
In this paper, we derive characterization of admissible and linearly sufficient estimators of a vector of linear estimable functions of parameters in a partitioned linear model. Then, we compare this class of estimators with the class of admissible and linearly sufficient estimators of the same vector of linear parametric functions in a reduced linear model. We show that these classes are equal with probability one.
引用
收藏
页码：847 / 854
页数：7
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