Admissible linear estimators in the general Gauss-Markov model |
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| Institution: | 1. Department of Environment Studies, Panjab University, Chandigarh, India;2. Department of Environment Studies, Post Graduate Government College-11, Chandigarh, India;3. Department of Applied Science, University Institute of Engineering and Technology, Panjab University, Chandigarh, India;1. Department of Computer Science, University of Trento, Trento, Italy;2. Fondazione Bruno Kessler (FBK), Trento, Italy;3. University of Perugia;4. University of Michigan, Ann Arbor |
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| Abstract: | This paper derives a complete characterization of estimators that are admissible for a given identifiable vector of parametric functions among the set of linear estimators under the general Gauss-Markov model with a dispersion matrix possibly singular. The characterization obtained implies some corollaries, which are then compared with the results known in the literature. |
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