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On admissible estimation for parametric functions in linear models

✍ Scribed by Roman Zmyślony; Hilmar Drygas


Book ID
112938971
Publisher
Springer-Verlag
Year
1988
Tongue
English
Weight
305 KB
Volume
29
Category
Article
ISSN
0932-5026

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📜 SIMILAR VOLUMES


Characterizations of admissible linear e
✍ Jürgen Groß; Augustyn Markiewicz 📂 Article 📅 2004 🏛 Elsevier Science 🌐 English ⚖ 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