Admissible linear estimation in singular linear models with respect to a restricted parameter set |
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Authors: | Thomas Mathew |
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Institution: | Indian Statistical Institute , New Delhi, 110016 |
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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. |
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Keywords: | Admissible estimation gauss-markoff model best linear unblished estimator |
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