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文章基本信息

  • 标题:$\Phi$ admissibility of stochastic regression coefficients in a general multivariate random effects model under a generalized balanced loss function
  • 本地全文:下载
  • 作者:Ming-Xiang Cao
  • 期刊名称:Electronic Journal of Statistics
  • 印刷版ISSN:1935-7524
  • 出版年度:2012
  • 卷号:6
  • 页码:2332-2346
  • DOI:10.1214/12-EJS747
  • 语种:English
  • 出版社:Institute of Mathematical Statistics
  • 摘要:The definitions of $\Phi$ optimality and $\Phi$ admissibility of stochastic regression coefficients are given in a general multivariate random effects model under the generalized balanced loss function. $\Phi$ admissibility of linear estimators of stochastic regression coefficients is investigated. Sufficient and necessary conditions for linear estimators to be $\Phi$ admissible in classes of homogeneous and nonhomogeneous linear estimators are obtained, respectively.
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