Admissibility and general admissibility of simultaneous linear estimates of random regression coefficients and parameters in a multivariate linear model. (Chinese. English summary) Zbl 0905.62004

Wu, Ming; Peng, Junhao

J. Cent. China Norm. Univ., Nat. Sci. 31, No. 3, 269-273 (1997).

Summary: This paper gives the definitions for a general admissible estimate of a simultaneous linear estimable function \({S\Theta \choose QB}\) under the multivariate random effects linear model. It also gives eight different definitions for admissibility of \({S\Theta \choose QB}\). Besides, it gets the admissible and generally admissible character of the simultaneous linear estimate of random regression coefficients and parameters in the class of linear estimates.

MSC:

62C15	Admissibility in statistical decision theory
62H12	Estimation in multivariate analysis
62J05	Linear regression; mixed models

Keywords:

multivariate linear model; general admissibility