Sankhya: The Indian Journal of Statistics

1996, Volume 58, Series A, Pt. 1, pp. 171--177

A UNIFIED REPRESENTATIONS FOR ADMISSIBLE LINEAR ESTIMATORS

By

PEDRO ALSON, Universidad Central de Venezuela

SUMMARY.  A general characterization for admissible linear estimators (ALE's ) of the usual linear model is given. It covers both, the full and the non full rak cases. The characterization is extended to the case of linear admissibility when the parameter space is in a proper subspace. It is used to study the structure of the set of ALE's. Relations among well known subclasses of ALE's are clearly established.

AMS (1970) subject classification.  Primary 62C15, secondary 62J05.

Key words and phrases. BLUE, restricted BLUE, ridge, minimum mean square, linear admissible and principle component estimators.

Full paper (PDF)

This article in Mathematical Reviews.