Admissibility for linear estimators of regression coefficient in a general Gauss-Markoff model under balanced loss function

作者：Hu Guikai^*; Peng Ping

来源：Journal of Statistical Planning and Inference, 2010, 140(11): 3365-3375.

DOI：10.1016/j.jspi.2010.05.004

• Balanced loss function
• Linear estimators
• Admissibility

A generalization of Zellner's balanced loss function is proposed according to unified theory of least squares under a general Gauss-Markoff model. Admissibility of linear estimators is investigated under the balanced loss function. And necessary and sufficient conditions that linear estimators are admissible in a class of homogeneous and nonhomogeneous linear estimators are obtained, respectively.

• 出版日期2010-11
• 单位东华理工大学