Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1149114 | Journal of Statistical Planning and Inference | 2010 | 11 Pages |
Abstract
A generalization of Zellner's balanced loss function is proposed according to unified theory of least squares under a general Gauss–Markoff model. Admissibility of linear estimators is investigated under the balanced loss function. And necessary and sufficient conditions that linear estimators are admissible in a class of homogeneous and nonhomogeneous linear estimators are obtained, respectively.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Guikai Hu, Ping Peng,