Title of article
admissibility for linear estimators on regression coefficients in a general multivariate linear model under balanced loss function
Author/Authors
Cao، نويسنده , , Mingxiang، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2009
Pages
7
From page
3354
To page
3360
Abstract
In this paper the matrix balanced loss function are proposed according to Zellnerʹs thought of balanced loss. Then Φ admissibility for linear estimators on regression coefficients in a general multivariate linear model is investigated under the matrix balanced loss function. And the sufficient and necessary conditions that linear estimators are Φ admissible in a class of homogeneous and inhomogeneous linear estimators are obtained, respectively.
Keywords
? optimality , ? admissibility , Linear estimators , Balanced loss function
Journal title
Journal of Statistical Planning and Inference
Serial Year
2009
Journal title
Journal of Statistical Planning and Inference
Record number
2220239
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