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Admissible estimators in the general multivariate linear model with respect to inequality restricted parameter set. (English) Zbl 1183.62094

Summary: By using the methods of linear algebra and matrix inequality theory, we obtain a characterization of admissible estimators in a general multivariate linear model with respect to inequality restricted parameter sets. In the classes of homogeneous and general linear estimators, necessary and suffcient conditions that the estimators of regression coeffcient function are admissible are established.

MSC:

62H12 Estimation in multivariate analysis
62C15 Admissibility in statistical decision theory
62J05 Linear regression; mixed models
15A45 Miscellaneous inequalities involving matrices
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