Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1145623 | Journal of Multivariate Analysis | 2014 | 7 Pages |
Abstract
In this paper, the admissibility of linear estimators for the multivariate linear regression coefficient with respect to an inequality constraint under matrix balanced loss function is investigated. The sufficient and necessary conditions for admissible homogeneous and inhomogeneous linear estimators are obtained, respectively.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Numerical Analysis
Authors
Daojiang He, Jie Wu,