ADMISSIBLE LINEAR ESTIMATE OF A COMMON MEAN OF MULTIVARIATE REGRESSION MODEL

In this paper, we discuss the problem of estimating a common mean parametric matrix relative to matrix loss, we give five difierent optimality criteria and prove them to be identical in the class of homogenous and nonhomogenous linear estimates respectively. Farthermore, the admissibility character of a linear estimator on a linear estimatable function of the common mean parametric matrix is obtained.