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