Admissibilities of matrix linear estimators multivariate linear models

doi:10.1016/j.jspi.2005.05.001

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	Admissibilities of matrix linear estimators multivariate linear models
	Wu, Qi-Guang ; Noda, Kazuo
	2006-11-01
发表期刊	JOURNAL OF STATISTICAL PLANNING AND INFERENCE
ISSN	0378-3758
卷号	136 期号:11 页码:3852-3870
摘要	This article respectively provides sufficient conditions and necessary conditions of matrix linear estimators of an estimable parameter matrix linear function in multivariate linear models with and without the assumption that the underlying distribution is a normal one with completely unknown covariance matrix. In the latter model, a necessary and sufficient condition is given for matrix linear estimators to be admissible in the space of all matrix linear estimators under each of three different kinds of quadratic matrix loss functions, respectively. In the former model, a sufficient condition is first provided for matrix linear estimators to be admissible in the space of all matrix estimators having finite risks under each of the same loss functions, respectively. Furthermore in the former model, one of these sufficient conditions, correspondingly under one of the loss functions, is also proved to be necessary, if additional conditions are assumed. (c) 2005 Elsevier B.V. All rights reserved.
关键词	estimable parameter matrix linear function with and without normality assumption unknown covariance matrix necessary and sufficient conditions quadratic matfix loss functions space of all matrix estimators restricted space of all matrix linear estimators
DOI	10.1016/j.jspi.2005.05.001
语种	英语
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000239680900007
出版者	ELSEVIER SCIENCE BV
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/2795
专题	中国科学院数学与系统科学研究院
通讯作者	Noda, Kazuo
作者单位	1.Acad Sinica, Inst Syst Sci, Beijing 100080, Peoples R China 2.Meisei Univ, Fac Sci & Technol, Tokyo 1918506, Japan
推荐引用方式 GB/T 7714	Wu, Qi-Guang,Noda, Kazuo. Admissibilities of matrix linear estimators multivariate linear models[J]. JOURNAL OF STATISTICAL PLANNING AND INFERENCE,2006,136(11):3852-3870.
APA	Wu, Qi-Guang,&Noda, Kazuo.(2006).Admissibilities of matrix linear estimators multivariate linear models.JOURNAL OF STATISTICAL PLANNING AND INFERENCE,136(11),3852-3870.
MLA	Wu, Qi-Guang,et al."Admissibilities of matrix linear estimators multivariate linear models".JOURNAL OF STATISTICAL PLANNING AND INFERENCE 136.11(2006):3852-3870.