On admissible estimation for parametric functions in linear models |
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Authors: | Roman Zmyślony Hilmar Drygas |
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Affiliation: | 1. Instytut Matematyczny, Polskiej Akademij Nauk, ul. Kopernika 18, PL 51-617, Wroctaw, Poland 2. FB 17 (Math), GhK, Heinrich-Plett-Str. 40, Postfach 101 380, D-3500, Kassel, F.R. Germany
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Abstract: | This paper deals with the linear model Ey∈K, Cov y∈V. The question is investigated when a parametric function (a,y) is an admissible or inadmissible estimator of some parametric function (p,Ey). It is also discussed when a linear mapping C:K→K has the property that (a,cy) is an admissible estimator of ((Ey),a) for all a∈K. Finall the question is raised how inadmissible estimators (a,y) can be replaced by admissible estimators superior to (a,y). |
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