Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1148019 | Journal of Statistical Planning and Inference | 2009 | 7 Pages |
Abstract
In this paper the matrix balanced loss function are proposed according to Zellner's thought of balanced loss. Then ΦΦ admissibility for linear estimators on regression coefficients in a general multivariate linear model is investigated under the matrix balanced loss function. And the sufficient and necessary conditions that linear estimators are ΦΦ admissible in a class of homogeneous and inhomogeneous linear estimators are obtained, respectively.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Mingxiang Cao,