Admissible linear estimation in singular linear models

Mathew, Thomas ; Rao, C. R. ; Sinha, B. K. (1984) Admissible linear estimation in singular linear models Communications in Statistics - Theory and Methods, 13 (24). pp. 3033-3045. ISSN 0361-0926

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Official URL: http://www.tandfonline.com/doi/abs/10.1080/0361092...

Related URL: http://dx.doi.org/10.1080/03610928408828876

Abstract

The admissibility results of Rao (1976), proved in the context of a nonsingular covariance matrix, are exteneded to the situation where the covariance matrix is singular. Admi.s s Lb Le linear estimators in the Gauss-Markoff model are characterized and admis-sibility of the best linear unbiased estimator is investigated.

Item Type:Article
Source:Copyright of this article belongs to Taylor and Francis Group.
Keywords:Gauss-Markoff Model; "Normal" Model; Best Linear Unbiased Estimator; Quadratic Loss Function
ID Code:71853
Deposited On:28 Nov 2011 04:11
Last Modified:28 Nov 2011 04:11

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