Admissible linear estimators in mixed linear models

Czeslaw Stepniak

Journal of Multivariate Analysis, 1989, vol. 31, issue 1, 90-106

Abstract: Inhomogeneous linear estimation in the general mixed model with possible singular covariance matrix is considered. It is shown that this problem reduces to the homogeneous linear estimation in a simpler model. In consequence, some necessary and sufficient conditions for the admissibility are derived from Rao (1976, Ann. Statist. 4 1023-1037).

Keywords: mixed; linear; model; Gauss-Markov; model; inhomogeneous/homogeneous; linear; estimation; admissibility (search for similar items in EconPapers)
Date: 1989
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