TAN Tao, WANG Chengming, WANG Weixin. The Minimax Admissibility Characterization of Nonhomogeneous Linear Estimates with Respect to Restricted Regression Coefficients under Matrix Loss FunctionJ. Chinese Journal of Applied Probability and Statistics, 2002, 18(1): 1-7.
Citation: TAN Tao, WANG Chengming, WANG Weixin. The Minimax Admissibility Characterization of Nonhomogeneous Linear Estimates with Respect to Restricted Regression Coefficients under Matrix Loss FunctionJ. Chinese Journal of Applied Probability and Statistics, 2002, 18(1): 1-7.
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The Minimax Admissibility Characterization of Nonhomogeneous Linear Estimates with Respect to Restricted Regression Coefficients under Matrix Loss Function

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  • In this paper, we consider the Minimax admissibility characterization of linear estimates with respect to restricted regression coefficient under a matrix loss function. The necessary and sufficient conditions are given for a linear estimates AY+c to be Minimax admissible in the class of nonhomogeneous linear estimates.
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