Admissible linear estimators of multivariate regression coefficient with respect to an inequality constraint under matrix balanced loss function

In this paper, the admissibility of linear estimators for the multivariate linear regression coefficient with respect to an inequality constraint under matrix balanced loss function is investigated. The sufficient and necessary conditions for admissible homogeneous and inhomogeneous linear estimators are obtained, respectively.

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Year of publication:	2014
Authors:	He, Daojiang ; Wu, Jie
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 129.2014, C, p. 37-43
Publisher:	Elsevier
Subject:	Admissibility \| Inequality constraint \| Matrix balanced loss function \| Homogeneous (inhomogeneous) linear estimator

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

Persistent link: https://ebvufind01.dmz1.zbw.eu/10010786417