Admissible linear estimators in the general Gauss–Markov model under generalized extended balanced loss function

Buatikan Mirezi () and Selahattin Kaçıranlar ()
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Buatikan Mirezi: Çukurova University
Selahattin Kaçıranlar: Çukurova University

Statistical Papers, 2023, vol. 64, issue 1, No 4, 73-92

Abstract: Abstract This paper proposes a new generalized extended balanced loss function (GEBLF). Admissibility of linear estimators is characterized in the General Gauss–Markov model with respect to GEBLF. The sufficient and necessary conditions for linear estimators to be admissible with a dispersion matrix possibly singular among the set of linear estimators are obtained. It is stated that the results obtained under special conditions lead to the results known in the literature.

Keywords: Admissibility; Admissible linear estimator; Generalized extended balanced loss function; Gauss–Markov model (search for similar items in EconPapers)
Date: 2023
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DOI: 10.1007/s00362-022-01298-9

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