Acta mathematica scientia,Series A ›› 1998, Vol. 18 ›› Issue (2): 134-139.

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All Admissible Estimators of the Function of Mean Matrix in Multivariate Linear Models

Chen Jiaobao1, Deng Qirong2   

  1. 1. Department of Statist of Yunnan University, Kunming 650091;
    2. Department of Mathematics of Yunnan Education College, Kunming 650223
  • Received:1995-12-05 Revised:1997-04-01 Online:1998-06-26 Published:1998-06-26

Abstract: For the multivariate normal model Yn×m~N(XΘ,V),V ≥ 0 and ≥ 0 are known This paper has obtained the necessary and sufficient conditions for the linear estimator LY+D of SXΘ to be admissible in the class of all estimators under each of three definitions of admissibility.

Key words: Multivariate normal linear model, quadratic loss, class of all estimators, admissible estimator

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