A sufficient condition for admissibility in linear estimation

Czesław Stępniak

Aplikace matematiky (1988)

  • Volume: 33, Issue: 4, page 291-295
  • ISSN: 0862-7940

Abstract

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It was recently shown that all estimators which are locally best in the relative interior of the parameter set, together with their limits constitute a complete class in linear estimation, both unbiased and biased. However, not all these limits are admissible. A sufficient condition for admissibility of a limit was given by the author (1986) for the case of unbiased estimation in a linear model with the natural parameter space. This paper extends this result to the general linear model and to biased estimation.

How to cite

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Stępniak, Czesław. "A sufficient condition for admissibility in linear estimation." Aplikace matematiky 33.4 (1988): 291-295. <http://eudml.org/doc/15544>.

@article{Stępniak1988,
abstract = {It was recently shown that all estimators which are locally best in the relative interior of the parameter set, together with their limits constitute a complete class in linear estimation, both unbiased and biased. However, not all these limits are admissible. A sufficient condition for admissibility of a limit was given by the author (1986) for the case of unbiased estimation in a linear model with the natural parameter space. This paper extends this result to the general linear model and to biased estimation.},
author = {Stępniak, Czesław},
journal = {Aplikace matematiky},
keywords = {sufficient condition for admissibility; natural parameter space; general linear model; biased estimation; sufficient condition for admissibility; natural parameter space; general linear model; biased estimation},
language = {eng},
number = {4},
pages = {291-295},
publisher = {Institute of Mathematics, Academy of Sciences of the Czech Republic},
title = {A sufficient condition for admissibility in linear estimation},
url = {http://eudml.org/doc/15544},
volume = {33},
year = {1988},
}

TY - JOUR
AU - Stępniak, Czesław
TI - A sufficient condition for admissibility in linear estimation
JO - Aplikace matematiky
PY - 1988
PB - Institute of Mathematics, Academy of Sciences of the Czech Republic
VL - 33
IS - 4
SP - 291
EP - 295
AB - It was recently shown that all estimators which are locally best in the relative interior of the parameter set, together with their limits constitute a complete class in linear estimation, both unbiased and biased. However, not all these limits are admissible. A sufficient condition for admissibility of a limit was given by the author (1986) for the case of unbiased estimation in a linear model with the natural parameter space. This paper extends this result to the general linear model and to biased estimation.
LA - eng
KW - sufficient condition for admissibility; natural parameter space; general linear model; biased estimation; sufficient condition for admissibility; natural parameter space; general linear model; biased estimation
UR - http://eudml.org/doc/15544
ER -

References

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