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On Admissible Estimators in a Linear Model
Author(s) -
Stepniak C.
Publication year - 1984
Publication title -
biometrical journal
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.108
H-Index - 63
eISSN - 1521-4036
pISSN - 0323-3847
DOI - 10.1002/bimj.4710260725
Subject(s) - estimator , mathematics , observable , statistics , combinatorics , physics , quantum mechanics
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.