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摘要
Admissibility of linear estimators is characterized in linear models E(Y) = X beta, D(Y) = V, with an unknown multidimensional parameter (beta, V) varying in the Cartesian product C x nu, where C is a subset of space and nu is a given set of non negative definite symmetric matrices. The relation between admissibility of inhomogeneous and homogeneous linear estimators is discussed, and some sufficient and necessary conditions for admissibility of an inhomogeneous linear estimator are given.
- 出版日期2007
- 单位华东师范大学; 上海金融学院
