Admissible linear estimation in singular linear models |
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| Authors: | Thomas Mathew CR Rao BK Sinha |
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| Institution: | 1. Indian Statistical Institute , New Delhi, India;2. Department of Mathematics and Statistics , University of Pittsburgh , Pittsburgh, PA, 15260 |
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| Abstract: | The admissibility results of Rao (1976), proved in the context of a nonsingular covariance matrix, are exteneded to the situation where the covariance matrix is singular. Admi.s s Lb Le linear estimators in the Gauss-Markoff model are characterized and admis-sibility of the best linear unbiased estimator is investigated. |
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| Keywords: | Gauss-Markoff model “normal” model best linear unbiased estimator quadratic loss function |
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