Linearly admissible estimators of the common mean parameter under balanced loss function
Mingxiang Cao and
Xingzhong Xu
Communications in Statistics - Theory and Methods, 2017, vol. 46, issue 17, 8307-8317
Abstract:
Admissibility of linear estimators of the common mean parameter is investigated in the context of a linear model under balanced loss function. Sufficient and necessary conditions for linear estimators to be admissible in classes of homogeneous and non homogeneous linear estimators are obtained, respectively.
Date: 2017
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Persistent link: https://EconPapers.repec.org/RePEc:taf:lstaxx:v:46:y:2017:i:17:p:8307-8317
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DOI: 10.1080/03610926.2013.786783
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