Title of article :
Admissible linear estimators of multivariate regression coefficient with respect to an inequality constraint under matrix balanced loss function
Author/Authors :
He، نويسنده , , Daojiang and Wu، نويسنده , , Jie، نويسنده ,
Issue Information :
دوفصلنامه با شماره پیاپی سال 2014
Abstract :
In this paper, the admissibility of linear estimators for the multivariate linear regression coefficient with respect to an inequality constraint under matrix balanced loss function is investigated. The sufficient and necessary conditions for admissible homogeneous and inhomogeneous linear estimators are obtained, respectively.
Keywords :
Admissibility , Inequality constraint , Homogeneous (inhomogeneous) linear estimator , Matrix balanced loss function
Journal title :
Journal of Multivariate Analysis
Journal title :
Journal of Multivariate Analysis