Article ID Journal Published Year Pages File Type
4602183 Linear Algebra and its Applications 2009 10 Pages PDF
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