sufficient condition for admissibility; natural parameter space; general linear model; biased estimation
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.
 N. Shinozaki: A study of generalized inverse of matrix and estimation with quadratic loss. Ph. D. Thesis, Keio University, 1975.
 C. Stępniak: Admissible linear estimators in a linear model with the natural parameter space
. Bull. Informatics and Cybernetics. 22 (1986), 71 - 77. DOI 10.5109/13378
| MR 0853590
 C. Stępniak: A complete class for linear estimation in a general linear model
. Ann. Inst. Statist. Math. A. 39 (1987), 563-573. DOI 10.1007/BF02491490
| MR 0930530