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Admissible linear estimation in singular linear models with respect to a restricted parameter set
Authors:Thomas Mathew
Institution:Indian Statistical Institute , New Delhi, 110016
Abstract:The admissibility results of Hoffmann (1977), proved in the context of a nonsingular covariance matrix are extended to the situation where the covariance matrix is singular. Admissible linear estimators in the Gauss-Markoff model are characterised and admissibility of the Best Linear Unbiased Estimator is investigated.
Keywords:Admissible estimation  gauss-markoff model  best linear unblished estimator
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