Linearly admissible estimators of stochastic regression coefficient under balanced loss function

被引：4

作者：

Cao, Mingxiang ^{[1
,2
]}

Xu, Xingzhong ^{[1
]}

He, Daojiang ^{[3
]}

机构：

[1] Beijing Inst Technol, Dept Math, Beijing 100081, Peoples R China

[2] Hefei Normal Univ, Dept Math, Hefei 230601, Peoples R China

[3] Anhui Normal Univ, Dept Math, Wuhu 241000, Peoples R China

来源：

STATISTICS | 2014年 / 48卷 / 02期

关键词：

balanced loss function; linear estimators; stochastic regression coefficient; admissibility;

D O I：

10.1080/02331888.2013.766794

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

The admissibility of linear estimators in a linear model with stochastic regression coefficient is investigated under a balanced loss function. The sufficient and necessary conditions for linear estimators to be admissible in classes of homogeneous and non-homogeneous linear estimators are obtained, respectively.

引用

页码：359 / 366

页数：8

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