Liu, Gang; Yin, Hong Admissibility in general Gauss-Markov model with respect to an ellipsoidal constraint under weighted balanced loss. (English) Zbl 07533593 Commun. Stat., Theory Methods 51, No. 4, 1054-1066 (2022). Summary: Under weighted balanced loss function, we obtain the best linear unbiased estimator of regression coefficient in general Gauss-Markov model and discuss the admissibility of linear estimators of the regression coefficient with respect to an ellipsoidal constraint. We establish necessary and sufficient conditions for the admissibility of the linear estimators \(Ay(Ay+a)\) among the class of homogeneous and inhomogeneous linear estimators, respectively. Cited in 1 Document MSC: 62C05 General considerations in statistical decision theory 62F10 Point estimation 62-XX Statistics Keywords:Gauss-Markov model; weighted balanced loss; best linear unbiased estimator; ellipsoidal constraint; admissibility PDFBibTeX XMLCite \textit{G. Liu} and \textit{H. Yin}, Commun. 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