Φ admissibility of linear estimators of common mean parameter in general multivariate linear models under a balanced loss function

Mingxiang Cao, Junyong Park and Guangjun Shen

Communications in Statistics - Theory and Methods, 2021, vol. 50, issue 17, 4050-4065

Abstract: The definitions of Φ optimality and Φ admissibility of matrix common mean parameter are given in general multivariate linear models under a generalized matrix balanced loss function. We extend some previous studies to more general cases such that Φ admissibility of linear estimators on matrix common mean parameter. Sufficient and necessary conditions for linear estimators to be Φ admissible are obtained in classes of homogeneous and non homogeneous linear estimators, respectively.

Date: 2021
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DOI: 10.1080/03610926.2019.1710757

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