Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4602183 | Linear Algebra and its Applications | 2009 | 10 Pages |
Abstract
In this paper we investigate the admissibility of linear estimators in the multivariate linear model with respect to inequality constraints under matrix loss function. The necessary and sufficient conditions for a linear estimator to be admissible in the class of homogeneous linear estimators and the class of inhomogeneous linear estimators are obtained, respectively.
Related Topics
Physical Sciences and Engineering
Mathematics
Algebra and Number Theory