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Necessary conditions for admissibility of matrix linear estimators in a multivariate linear model

✍ Scribed by Etsuo Miyaoka; Kazuo Noda


Publisher
Springer
Year
2009
Tongue
English
Weight
228 KB
Volume
72
Category
Article
ISSN
0026-1335

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✍ 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