Linear Minimax Prediction in a Finite Population with Ellipsoidal Constraints

Under a matrix loss function, we investigate the prediction problem in a finite population with ellipsoidal restriction in this paper. Firstly, a class of homogeneous linear minimax predictors for finite population regression coefficient are obtained. Moreover, it is shown that the linear minimax predictors are admissible in the class of homogeneous linear predictors. Finally, a simulation study and a real data example are used to illustrate our results.