×

zbMATH — the first resource for mathematics

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
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
PDF BibTeX XML Cite