Phi admissibility of stochastic regression coefficients in a general multivariate random effects model under a generalized balanced loss function

作者：Cao, Ming-Xiang^*

来源：Electronic Journal of Statistics, 2012, 6: 2332-2346.

DOI：10.1214/12-EJS747

• Balanced loss function
• linear estimators
• stochastic regression coefficients
• Phi optimality
• Phi admissibility

The definitions of Phi optimality and Phi admissibility of stochastic regression coefficients are given in a general multivariate random effects model under the generalized balanced loss function. Phi admissibility of line are stimators of stochastic regression coefficients is investigated.Sufficient and necessary conditions for linear estimators to be Phi admissible in classes of homogeneous and nonhomogeneous linear estimators are obtained, respectively.

• 出版日期2012
• 单位北京理工大学; 合肥师范学院