Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1145680 | Journal of Multivariate Analysis | 2014 | 6 Pages |
Abstract
In this paper, problems of linearly admissible estimators for stochastic regression coefficients are considered in a general Gauss-Markoff model with random effects. The generalized balanced loss function is given, and under it the admissibility of linear estimators is investigated. Sufficient and necessary conditions for linear estimators to be admissible in classes of homogeneous and inhomogeneous linear estimators are obtained, separately.
Related Topics
Physical Sciences and Engineering
Mathematics
Numerical Analysis
Authors
Mingxiang Cao,