Admissibility of linear estimators for the stochastic regression coefficient in a general Gauss–Markoff model under a balanced loss function

In this paper, problems of linearly admissible estimators for stochastic regression coefficients are considered in a general Gauss–Markoff model with random effects. The generalized balanced loss function is given, and under it the admissibility of linear estimators is investigated. Sufficient and necessary conditions for linear estimators to be admissible in classes of homogeneous and inhomogeneous linear estimators are obtained, separately.

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Year of publication:	2014
Authors:	Cao, Mingxiang
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 124.2014, C, p. 25-30
Publisher:	Elsevier
Subject:	Admissibility \| Linear estimators \| Stochastic regression coefficients \| Generalized balanced loss function

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010737758