TAN Tao, WANG Chengming, WANG Weixin. The Minimax Admissibility Characterization of Nonhomogeneous Linear Estimates with Respect to Restricted Regression Coefficients under Matrix Loss Function[J]. 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 Function[J]. 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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