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All \(E\)-admissible and \(G\)-admissible linear estimators of the common mean matrix parameter. (Chinese. English summary) Zbl 0936.62062
Summary: For a general multivariate linear model, this paper discusses the \(E\)-admissibility and \(G\)-admissibility of the linear estimator for \(SX \Theta\) in the class of all estimators, and gives a necessary and sufficient condition for \(\sum^n_{i=1}A_iY_i\) to be an \(E\)-admissible estimator of \(SX \Theta\) and that for \(\sum^m_{i=1}A_iY_i\) to be a \(G\)-admissible estimator of \(SX \Theta\).
MSC:
62H12 Estimation in multivariate analysis
62C15 Admissibility in statistical decision theory
62J05 Linear regression; mixed models
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