Admissibility in general linear model with respect to an inequality constraint under balanced loss

Journal of inequalities and applications

Shangli Zhang¹ 

关键词: admissibility;    general Gauss-Markov model;    homogeneous/inhomogeneous linear estimation;    inequality constraint;    balanced risk function;   

DOI  :  10.1186/1029-242X-2014-70

学科分类：数学（综合）

来源: SpringerOpen

【 摘 要 】

Since Zellner (Bayesian and Non-Bayesian Estimation Using Balanced Loss Functions, pp. 377-390, 1994) proposed the balanced loss function, many researchers have been attracted to the field concerned. In this paper, under a generalized balanced loss function, we investigate the admissibility of linear estimators of the regression coefficient in general Gauss-Markov model (GGM) with respect to an inequality constraint. The necessary and sufficient conditions that the linear estimators of regression coefficient function are admissible are established, in the class of homogeneous/inhomogeneous linear estimation, respectively. MSC:62C05, 62F10.

【 授权许可】

CC BY