Admissibility of linear estimators in multivariate linear models with respect to inequality constraints

作者：Wu Jian Hong^*

来源：Linear Algebra and Its Applications, 2008, 428(8-9): 2040-2048.

DOI：10.1016/j.laa.2007.11.006

• admissibility
• homogeneous/inhomogeneous linear estimators
• inequality constraints
• multivariate linear models

This paper studies the admissibility of both homogeneous and inhomogeneous linear estimators in multivariate linear models with respect to inequality constraints. The relationship between homogeneous and inhomogeneous admissible linear estimators with respect to two different inequality constraints is obtained.

• 出版日期2008-4-15
• 单位浙江工商大学