YANG Guo qing. Admissible Linear Estimation in a Multivariate Linear Model with Respect to an Incomplete Ellipsoidal Restriction[J]. Chinese Journal of Applied Probability and Statistics, 2000, 16(3): 277-284.
Citation:
YANG Guo qing. Admissible Linear Estimation in a Multivariate Linear Model with Respect to an Incomplete Ellipsoidal Restriction[J]. Chinese Journal of Applied Probability and Statistics, 2000, 16(3): 277-284.
YANG Guo qing. Admissible Linear Estimation in a Multivariate Linear Model with Respect to an Incomplete Ellipsoidal Restriction[J]. Chinese Journal of Applied Probability and Statistics, 2000, 16(3): 277-284.
Citation:
YANG Guo qing. Admissible Linear Estimation in a Multivariate Linear Model with Respect to an Incomplete Ellipsoidal Restriction[J]. Chinese Journal of Applied Probability and Statistics, 2000, 16(3): 277-284.
Admissible Linear Estimation in a Multivariate Linear Model with Respect to an Incomplete Ellipsoidal Restriction
This paper gives the necessary and sufficient conditions for linear estimations to be admissible in a multivariate linear model with respect to an incomplete ellipsoidal restriction among linear estimator class LH and LI, under the quadratic loss and matrix loss, respectively. This extends the results given by 1-5.