Admissibility of linear estimators with respect to inequality constraints under matrix loss function |
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| Authors: | Dao-Jiang He Da-Wei Guo |
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| Institution: | a Department of Mathematics, Beijing Institute of Technology, Beijing 100081, PR China
b Department of Mathematics, Anhui Normal University, Wuhu 241000, PR China |
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| Abstract: | In this paper we investigate the admissibility of linear estimators in the multivariate linear model with respect to inequality constraints under matrix loss function. The necessary and sufficient conditions for a linear estimator to be admissible in the class of homogeneous linear estimators and the class of inhomogeneous linear estimators are obtained, respectively. |
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| Keywords: | 62C05 62F10 |
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