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  • Search: subject:"Homogeneous (inhomogeneous) linear estimator"
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Admissibility 1 Homogeneous (inhomogeneous) linear estimator 1 Inequality constraint 1 Matrix balanced loss function 1
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He, Daojiang 1 Wu, Jie 1
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Journal of Multivariate Analysis 1
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Admissible linear estimators of multivariate regression coefficient with respect to an inequality constraint under matrix balanced loss function
He, Daojiang; Wu, Jie - In: Journal of Multivariate Analysis 129 (2014) C, pp. 37-43
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...
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