On Admissible Estimators in a Linear Model

Let Y be observable random vector such that E Y=X β and D( Y )=ρ 2 V. Linear estimation of a parameter p ′β under the squared loss is considered. RAO, 1976 and 1979, obtained a necessary and sufficient condition for admissibility of an estimator t ′ Y in the case X=I. This result will be extended for arbitrary X . AMS 1970 subject classifications. Primary 62J05; secondary 62C15.