Admissibility of linear estimators of the common mean parameter in general linear models under a balanced loss function

作者：Cao, Ming-Xiang^*; He, Dao-Jiang

来源：Journal of Multivariate Analysis, 2017, 153: 246-254.

DOI：10.1016/j.jmva.2016.10.003

• Admissibility
• Balanced loss function
• Linear estimators
• Common mean parameter

In order to investigate linearly admissible estimators of the common mean parameter in general linear models, we introduce and motivate the use of a balanced loss function obtained by combining Zellner's idea of balanced loss (Zellner, 1994) with the unified theory of least squares (Rao, 1973). In classes of homogeneous and non-homogeneous linear estimators, sufficient and necessary conditions for linear estimators of the common mean parameter to be admissible are obtained, respectively. A comparison is then made between linearly admissible estimators and a "truly" unified least square estimator.

• 出版日期2017-1
• 单位安徽师范大学; 合肥师范学院