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Admissible linear estimators in mixed linear models

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  • Stepniak, Czeslaw

Abstract

Inhomogeneous linear estimation in the general mixed model with possible singular covariance matrix is considered. It is shown that this problem reduces to the homogeneous linear estimation in a simpler model. In consequence, some necessary and sufficient conditions for the admissibility are derived from Rao (1976, Ann. Statist. 4 1023-1037).

Suggested Citation

  • Stepniak, Czeslaw, 1989. "Admissible linear estimators in mixed linear models," Journal of Multivariate Analysis, Elsevier, vol. 31(1), pages 90-106, October.
    • Handle: RePEc:eee:jmvana:v:31:y:1989:i:1:p:90-106
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    Cited by:

    1. Buatikan Mirezi & Selahattin Kaçıranlar, 2023. "Admissible linear estimators in the general Gauss–Markov model under generalized extended balanced loss function," Statistical Papers, Springer, vol. 64(1), pages 73-92, February.

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