On the Admissibility of Linear Estimators in a Multivariate Normal Distribution Under LINEX Loss Function |
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| Authors: | Hidekazu Tanaka |
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| Affiliation: | Graduate School of Engineering , Osaka Prefecture University , Osaka, Japan |
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| Abstract: | Consider an estimation problem of a linear combination of population means in a multivariate normal distribution under LINEX loss function. Necessary and sufficient conditions for linear estimators to be admissible are given. Further, it is shown that the result is an extension of the quadratic loss case as well as the univariate normal case. |
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| Keywords: | Admissibility LINEX loss function Multivariate normal distribution |
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