Admissible linear estimators in linear models with respect to inequality constraints Original Research Article

Admissibility of linear estimators is characterized in linear models E(Y)=Xβ,D(Y)=V, with an unknown multidimensional parameter (β,V) varying in the Cartesian product image , where image is a halfspace and image is a given set of nonnegative definite symmetric matrices. The relation between admissibility of inhomogeneous and homogeneous linear estimators is discussed, and some sufficient and necessary conditions for admissibility of an inhomogeneous linear estimator are given. Some results were extended to the case where image is a given polyhedral convex cone.