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Admissible linear estimators in restricted linear models

✍ Scribed by Jerzy K. Baksalary; Augustyn Markiewicz


Book ID
107825029
Publisher
Elsevier Science
Year
1985
Tongue
English
Weight
586 KB
Volume
70
Category
Article
ISSN
0024-3795

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πŸ“œ SIMILAR VOLUMES


Characterizations of admissible linear e
✍ JΓΌrgen Groß; Augustyn Markiewicz πŸ“‚ Article πŸ“… 2004 πŸ› Elsevier Science 🌐 English βš– 201 KB

In this paper it is demonstrated that a homogeneous linear estimator for the vector of parameters in a linear regression model is either a general ridge estimator, or a specific linear function of a general ridge estimator which satisfies certain homogeneous linear restrictions. As long as one is no