Admissible Estimators in the General Multivariate Linear Model with Respect to Inequality Restricted Parameter Set
- Resource Type
- article
- Authors
- Shangli Zhang; Gang Liu; Wenhao Gui
- Source
- Journal of Inequalities and Applications, Vol 2009 (2009)
- Subject
- Mathematics
QA1-939
- Language
- English
- ISSN
- 1025-5834
1029-242X
By using the methods of linear algebra and matrix inequality theory, we obtain the characterization of admissible estimators in the general multivariate linear model with respect to inequality restricted parameter set. In the classes of homogeneous and general linear estimators, the necessary and suffcient conditions that the estimators of regression coeffcient function are admissible are established.