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ADMISSIBILITY OF SIMULTANEOUS ESTIMATION OF SEVERAL LOSSES
Loss estimator generalized Bayes estimat
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2007/8/7
In this paper, admissibility and inadmissibility results of simultaneous estimation of losses of multivariate normal mean estimators are given. Admissible estimators for losses of usual estimators of ...
ADMISSIBILITY OF LINEAR ESTIMATORS OF REGRESSION COEFFICIENTS IN THE CLASS OF ALL ESTIMATORS UNDER THE MATRIX LOSS FUNCTION
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2007/8/7
For the general fixed effects linear model: Y=Xτ+ε,ε~N(0,V)(or N(0,σ~2V)), V≥0, we obtain the necessary and sufficient condition for LY+α to be admissible for Sτ in the class of all estimators under m...