DONG Yan, XU Xingzhong, LU Zhangyu. Admissibility of Nonnegative Quadratic Estimators for Error Variance with Respect to Restricted Ellipsoidal Parameter Space[J]. Chinese Journal of Applied Probability and Statistics, 2003, 19(1): 19-26.
Citation:
DONG Yan, XU Xingzhong, LU Zhangyu. Admissibility of Nonnegative Quadratic Estimators for Error Variance with Respect to Restricted Ellipsoidal Parameter Space[J]. Chinese Journal of Applied Probability and Statistics, 2003, 19(1): 19-26.
DONG Yan, XU Xingzhong, LU Zhangyu. Admissibility of Nonnegative Quadratic Estimators for Error Variance with Respect to Restricted Ellipsoidal Parameter Space[J]. Chinese Journal of Applied Probability and Statistics, 2003, 19(1): 19-26.
Citation:
DONG Yan, XU Xingzhong, LU Zhangyu. Admissibility of Nonnegative Quadratic Estimators for Error Variance with Respect to Restricted Ellipsoidal Parameter Space[J]. Chinese Journal of Applied Probability and Statistics, 2003, 19(1): 19-26.
Admissibility of Nonnegative Quadratic Estimators for Error Variance with Respect to Restricted Ellipsoidal Parameter Space
This paper gives a necessary condition for the admissibility of a nonnegative, quadratic estimator for error variance in linear model with respect to restricted ellipsoidal parameter space. Moreover, a sufficient and necessary condition is given for the special case where the design matrix X = 1n=(1,1,…,1)’ in linear model.