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
Link To Document :
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