Linear sufficiency and admissibility in restricted linear models

The linearly sufficient and admissible linear estimators with bounded mean squared error in linear models with parameter restrictions are identified as special general ridge estimators. This is based on a decomposition result for admissible estimators and on the characterization of linearly sufficient and admissible estimators in unrestricted models given in Markiewicz (1996).

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Year of publication:	1996
Authors:	Heiligers, Berthold ; Markiewicz, Augustyn
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 30.1996, 2, p. 105-111
Publisher:	Elsevier
Keywords:	Admissibility Linear sufficiency Partial parameter restrictions General ridge estimator Mean squared error function

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

Persistent link: https://www.econbiz.de/10005223183