Admissibility and linear sufficiency in linear model with nuisance parameters |
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| Authors: | Augustyn Markiewicz Simo Puntanen |
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| Affiliation: | 1.Department of Mathematical and Statistical Methods,Poznań University of Life Sciences,Poznań,Poland;2.Department of Mathematics and Statistics,University of Tampere,Tampere,Finland |
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| Abstract: | In this paper, we derive characterization of admissible and linearly sufficient estimators of a vector of linear estimable functions of parameters in a partitioned linear model. Then, we compare this class of estimators with the class of admissible and linearly sufficient estimators of the same vector of linear parametric functions in a reduced linear model. We show that these classes are equal with probability one. |
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