General admissibility for linear estimators in a general multivariate linear model under balanced loss function |
| |
| Authors: | Ming Xiang Cao Fan Chao Kong |
| |
| Institution: | 1. Department of Mathematics, Hefei Normal University, Hefei, 230601, P. R. China
2. School of Mathematics, Anhui University, Hefei, 230039, P. R. China
|
| |
| Abstract: | A generalization of Zellner’s balanced loss function is proposed. General admissibility in a general multivariate linear model is investigated under the generalized balanced loss function. And the sufficient and necessary conditions for linear estimators to be generally admissible in classes of homogeneous and nonhomogeneous linear estimators are given, respectively. |
| |
| Keywords: | Balanced loss function linear estimators general optimality general admissibility |
| 本文献已被 CNKI 维普 SpringerLink 等数据库收录！ |
