Abstract:
Consider the model
Y=(
Y1, …,
Yn)’=1.
β+
ε=(
β,…,
β)’+ (
ε1,…,
εn)’, where 1=(1, …, 1’),
ε1,….,
εn are independent,
E(
εi)=0,
E(
εi2)=σ
2,
E(
εi3)=0,
E(
εi4)=3
4,
i=1, …,
n, -∞<
β<∞, 0<σ
2<∞. The necessary and sufficient conditions that (
Y’A1Y,
Y’A2Y) and (
I’Y,
Y’A1Y,
Y’A2Y) are admissible for (σ
2,σ
2+β
2) and (
βσ
2, σ
2+β
2) within the olass
Y’A1Y,
Y’A2Y:
A1,
A2≥0 and
I’Y,
Y’A1Y,
Y’A2Y:
I∈
Rn,
A1,
A2≥0 axe given respeetively. In comparision with the meshed used in other papers, our method is a bit simpler to comfirm or diseonfirm the admissibility of a linear estimator among linear estimators or a quadratio estimator among quadratio estimators.