A sufficient condition for admissibility in linear estimation
Stępniak, Czesław
Applications of Mathematics, Tome 33 (1988), p. 291-295 / Harvested from Czech Digital Mathematics Library
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It was recently shown that all estimators which are locally best in the relative interior of the parameter set, together with their limits constitute a complete class in linear estimation, both unbiased and biased. However, not all these limits are admissible. A sufficient condition for admissibility of a limit was given by the author (1986) for the case of unbiased estimation in a linear model with the natural parameter space. This paper extends this result to the general linear model and to biased estimation.

Publié le : 1988-01-01
Classification:  62C15,  62J05 
@article{104310,
     author = {Czes\l aw St\k epniak},
     title = {A sufficient condition for admissibility in linear estimation},
     journal = {Applications of Mathematics},
     volume = {33},
     year = {1988},
     pages = {291-295},
     zbl = {0665.62012},
     mrnumber = {0949250},
     language = {en},
     url = {http://dml.mathdoc.fr/item/104310}
}

Stępniak, Czesław. A sufficient condition for admissibility in linear estimation. Applications of Mathematics, Tome 33 (1988) pp. 291-295. http://gdmltest.u-ga.fr/item/104310/

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