Admissibility in Linear Estimation
LaMotte, Lynn Roy
Ann. Statist., Tome 10 (1982) no. 1, p. 245-255 / Harvested from Project Euclid
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Necessary and sufficient conditions for a linear estimator to be admissible among linear estimators are described. The model assumed is general, allowing for relations between elements of the mean vector and covariance matrix, and allowing the covariance matrix to vary in an arbitrary subset of nonnegative definite symmetric matrices.
Publié le : 1982-03-14
Classification:  General linear model,  linear estimation and admissibility,  62J99,  62F10 
@article{1176345707,
     author = {LaMotte, Lynn Roy},
     title = {Admissibility in Linear Estimation},
     journal = {Ann. Statist.},
     volume = {10},
     number = {1},
     year = {1982},
     pages = { 245-255},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176345707}
}

LaMotte, Lynn Roy. Admissibility in Linear Estimation. Ann. Statist., Tome 10 (1982) no. 1, pp.  245-255. http://gdmltest.u-ga.fr/item/1176345707/