General admissibility for linear estimators in a general multivariate linear model under balanced loss function

被引：2

作者：

Cao, Ming Xiang ^{[1
]}

Kong, Fan Chao ^{[2
]}

机构：

[1] Hefei Normal Univ, Dept Math, Hefei 230601, Peoples R China

[2] Anhui Univ, Sch Math, Hefei 230039, Peoples R China

来源：

ACTA MATHEMATICA SINICA-ENGLISH SERIES | 2013年 / 29卷 / 09期

关键词：

Balanced loss function; linear estimators; general optimality; general admissibility;

D O I：

10.1007/s10114-013-9246-3

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

A generalization of Zellner's balanced loss function is proposed. General admissibility in a general multivariate linear model is investigated under the generalized balanced loss function. And the sufficient and necessary conditions for linear estimators to be generally admissible in classes of homogeneous and nonhomogeneous linear estimators are given, respectively.

引用

页码：1823 / 1832

页数：10

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