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Stępniak, Czesław
A sufficient condition for admissibility in linear estimation. (English). Aplikace matematiky, vol. 33 (1988), issue 4, pp. 291-295
MSC: 62C15, 62J05 | MR 0949250 | Zbl 0665.62012 | DOI: 10.21136/AM.1988.104310
Keywords:
sufficient condition for admissibility; natural parameter space; general linear model; biased estimation
Summary:
It was recently shown that all estimators which are locally best in the relative interior of the parameter set, together with their limits constitute a complete class in linear estimation, both unbiased and biased. However, not all these limits are admissible. A sufficient condition for admissibility of a limit was given by the author (1986) for the case of unbiased estimation in a linear model with the natural parameter space. This paper extends this result to the general linear model and to biased estimation.
References:
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