Linear sufficiency and admissibility in restricted linear models

Berthold Heiligers and Augustyn Markiewicz

Statistics & Probability Letters, 1996, vol. 30, issue 2, 105-111

Abstract: The linearly sufficient and admissible linear estimators with bounded mean squared error in linear models with parameter restrictions are identified as special general ridge estimators. This is based on a decomposition result for admissible estimators and on the characterization of linearly sufficient and admissible estimators in unrestricted models given in Markiewicz (1996).

Keywords: Admissibility; Linear; sufficiency; Partial; parameter; restrictions; General; ridge; estimator; Mean; squared; error; function (search for similar items in EconPapers)
Date: 1996
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Citations: View citations in EconPapers (5)

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