Article ID Journal Published Year Pages File Type
1148019 Journal of Statistical Planning and Inference 2009 7 Pages PDF
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.

Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics
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