Title of article
Admissible linear estimators of multivariate regression coefficient with respect to an inequality constraint under matrix balanced loss function
Author/Authors
He، نويسنده , , Daojiang and Wu، نويسنده , , Jie، نويسنده ,
Issue Information
دوفصلنامه با شماره پیاپی سال 2014
Pages
7
From page
37
To page
43
Abstract
In this paper, the admissibility of linear estimators for the multivariate linear regression coefficient with respect to an inequality constraint under matrix balanced loss function is investigated. The sufficient and necessary conditions for admissible homogeneous and inhomogeneous linear estimators are obtained, respectively.
Keywords
Admissibility , Inequality constraint , Homogeneous (inhomogeneous) linear estimator , Matrix balanced loss function
Journal title
Journal of Multivariate Analysis
Serial Year
2014
Journal title
Journal of Multivariate Analysis
Record number
1566730
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