Article ID Journal Published Year Pages File Type
1145623 Journal of Multivariate Analysis 2014 7 Pages PDF
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.

Related Topics
Physical Sciences and Engineering Mathematics Numerical Analysis
Authors
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