Admissible Estimators in the General Multivariate Linear Model with Respect to Inequality Restricted Parameter Set
Author(s) -
Shangli Zhang,
Gang Liu,
Wenhao Gui
Publication year - 2009
Publication title -
journal of inequalities and applications
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.735
H-Index - 50
eISSN - 1029-242X
pISSN - 1025-5834
DOI - 10.1155/2009/718927
Subject(s) - mathematics , multivariate statistics , estimator , inequality , set (abstract data type) , linear inequality , econometrics , statistics , mathematical analysis , computer science , programming language
By using the methods of linear algebra and matrix inequality theory, we obtain the characterization of admissible estimators in the general multivariate linear model with respect to inequality restricted parameter set. In the classes of homogeneous and general linear estimators, the necessary and suffcient conditions that the estimators of regression coeffcient function are admissible are established
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom