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All admissible estimators of the function of mean matrix in multivariate linear models. (Chinese. English summary) Zbl 0905.62003

Summary: For the multivariate normal model \(Y_{n\times m} \sim N(X\Theta, \Sigma \otimes V)\), \(V\geq 0\) and \(\Sigma\geq 0\) are known. This paper obtains necessary and sufficient conditions for the linear estimator \(LY+D\) of \(SX\Theta\) to be admissible in the class of all estimators under each of three definitions of admissibility.

MSC:

62C15 Admissibility in statistical decision theory
62H12 Estimation in multivariate analysis
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