A generalization of Zellner’s balanced loss function is proposed. General admissibility in a general multivariate linear model is investigated under the generalized balanced loss function. And the sufficient and nece...A generalization of Zellner’s balanced loss function is proposed. General admissibility in a general multivariate linear model is investigated under the generalized balanced loss function. And the sufficient and necessary conditions for linear estimators to be generally admissible in classes of homogeneous and nonhomogeneous linear estimators are given, respectively.展开更多
This paper considers the linear model effected by random disturbance,Y=XB+ε,where [~B_ε]～([^(AΘ)_0],VΣ),and ΘTATX TN XAΘΣ.It gives a definition for general admissible estimator of a linear function SΘ + GB of...This paper considers the linear model effected by random disturbance,Y=XB+ε,where [~B_ε]～([^(AΘ)_0],VΣ),and ΘTATX TN XAΘΣ.It gives a definition for general admissible estimator of a linear function SΘ + GB of random regression coefficients and parameters.The necessary and sufficient conditions for LY and LY + C to be general admissible estimators of SΘ + GB in the class of both homogenous and non-homogenous linear estimators are obtained.The conclusion is not dependent of whether or not SΘ + GB is estimable.展开更多
基金supported by the Excellent Youth Talents Foundation of University of Anhui (Grant Nos.2011SQRL127 and 2012SQRL028ZD)
文摘A generalization of Zellner’s balanced loss function is proposed. General admissibility in a general multivariate linear model is investigated under the generalized balanced loss function. And the sufficient and necessary conditions for linear estimators to be generally admissible in classes of homogeneous and nonhomogeneous linear estimators are given, respectively.
基金the National Natural Science Foundation of China (No. 40574003)
文摘This paper considers the linear model effected by random disturbance,Y=XB+ε,where [~B_ε]～([^(AΘ)_0],VΣ),and ΘTATX TN XAΘΣ.It gives a definition for general admissible estimator of a linear function SΘ + GB of random regression coefficients and parameters.The necessary and sufficient conditions for LY and LY + C to be general admissible estimators of SΘ + GB in the class of both homogenous and non-homogenous linear estimators are obtained.The conclusion is not dependent of whether or not SΘ + GB is estimable.
