Admissible linear estimators of multivariate regression coefficient with respect to an inequality constraint under matrix balanced loss function

Daojiang He and Jie Wu

Journal of Multivariate Analysis, 2014, vol. 129, issue C, 37-43

Abstract: In this paper, the admissibility of linear estimators for the multivariate linear regression coefficient with respect to an inequality constraint under matrix balanced loss function is investigated. The sufficient and necessary conditions for admissible homogeneous and inhomogeneous linear estimators are obtained, respectively.

Keywords: Admissibility; Inequality constraint; Matrix balanced loss function; Homogeneous (inhomogeneous) linear estimator (search for similar items in EconPapers)
Date: 2014
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Citations: View citations in EconPapers (2)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:jmvana:v:129:y:2014:i:c:p:37-43

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DOI: 10.1016/j.jmva.2014.04.005

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