Φ admissibility of linear estimators of common mean parameter in general multivariate linear models under a balanced loss function. Issue 17 (9th August 2021)

• Record Type: Journal Article
• Authors: Cao, Mingxiang; Park, Junyong; Shen, Guangjun
• Is Part Of: Communications in statistics. Volume 50:Issue 17(2021)
• Page Start: 4050
• Page End: 4065
• Publication Date: 2021-08-09
• Subjects: Multivariate linear models -- matrix common mean parameter -- balanced loss function -- linear estimators -- Φ admissibility; 62C15 -- 62J12; Mathematical statistics -- Periodicals; Mathematics; Statistics; 519.2
• DOI: 10.1080/03610926.2019.1710757
• Languages: English
• ISSNs: 0361-0926

Abstract

Abstract: The definitions of Φ optimality and Φ admissibility of matrix common mean parameter are given in general multivariate linear models under a generalized matrix balanced loss function. We extend some previous studies to more general cases such that Φ admissibility of linear estimators on matrix common mean parameter. Sufficient and necessary conditions for linear estimators to be Φ admissible are obtained in classes of homogeneous and non homogeneous linear estimators, respectively.