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

JOURNAL OF MULTIVARIATE ANALYSIS

卷:129

Article

He, Daojiang¹  Wu, Jie² 

[1] Anhui Normal Univ, Sch Math & Comp Sci, Wuhu 241003, Peoples R China

[2] Anhui Business Coll Vocat Technol, Dept Fundamental Courses, Wuhu 241003, Peoples R China

关键词: Admissibility;    Inequality constraint;    Matrix balanced loss function;    Homogeneous (inhomogeneous) linear estimator;   

DOI  :  10.1016/j.jmva.2014.04.005

来源: Elsevier

【 摘 要 】

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. (C) 2014 Elsevier Inc. All rights reserved.

【 授权许可】

Free