On geometry of the set of admissible invariant quadratic estimators in balanced two variance components model |
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| Authors: | Konrad Neumann Stefan Zontek |
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| Institution: | (1) Institute of Mathematics, University of Zielona Góra, ul. prof. Z. Szafrana 4a, 65-516 Zielona Góra, Poland |
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| Abstract: | Two variance components model for which each invariant quadratic admissible estimator of a linear function of variance components
(under quadratic loss function) is a linear combination of two quadratic forms,Z
1,Z
2, say, is considered. A setD={(d
1,d
2)′:d
1
Z
1+d
2
Z
2 is admissible} is described by giving formulae on the boundary ofD. Different forms of the setD are presented on figures. |
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| Keywords: | linear estimator quadratic estimator Bayesian quadratic estimator quadratic loss function admissibility quadratic subspace |
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