General Admissibility for Linear Estimators in a General Multivariate Linear Model under Balanced Loss Function
A generalization of Zellner’s balanced loss function is proposed. General admissibility in a general multivariate linear model is investigated under the generalized balanced loss function. And the sufficient and necessary conditions for linear estimators to be generally admissible in classes of homo...
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| Published in | Acta mathematica Sinica. English series Vol. 29; no. 9; pp. 1823 - 1832 |
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| Main Authors | , |
| Format | Journal Article |
| Language | English |
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Berlin/Heidelberg
Springer Berlin Heidelberg
01.09.2013
Springer Nature B.V |
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| Abstract | A generalization of Zellner’s balanced loss function is proposed. General admissibility in a general multivariate linear model is investigated under the generalized balanced loss function. And the sufficient and necessary conditions for linear estimators to be generally admissible in classes of homogeneous and nonhomogeneous linear estimators are given, respectively. |
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| AbstractList | A generalization of Zellner's balanced loss function is proposed. General admissibility in a general multivariate linear model is investigated under the generalized balanced loss function. And the sufficient and necessary conditions for linear estimators to be generally admissible in classes of homogeneous and nonhomogeneous linear estimators are given, respectively. [PUBLICATION ABSTRACT] A generalization of Zellner's balanced loss function is proposed. General admissibility in a general multivariate linear model is investigated under the generalized balanced loss function. And the sufficient and necessary conditions for linear estimators to be generally admissible in classes of homogeneous and nonhomogeneous linear estimators are given, respectively. |
| Author | Ming Xiang CAO Fan Chao KONG |
| AuthorAffiliation | Department of Mathematics, Hefei Normal University, Hefei 230601, P. R. China School of Mathematics, Anhui University, Hefei 230039, P. R. China |
| Author_xml | – sequence: 1 givenname: Ming Xiang surname: Cao fullname: Cao, Ming Xiang email: caomingx@163.com organization: Department of Mathematics, Hefei Normal University – sequence: 2 givenname: Fan Chao surname: Kong fullname: Kong, Fan Chao organization: School of Mathematics, Anhui University |
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| Cites_doi | 10.1007/978-1-4612-2618-5_28 10.1007/s10114-004-0458-4 10.1214/aos/1176342810 10.1016/S0252-9602(18)30146-2 10.1360/csb1990-35-12-881 |
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| Copyright | Institute of Mathematics, Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Chinese Mathematical Society and Springer-Verlag Berlin Heidelberg 2013 |
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| DOI | 10.1007/s10114-013-9246-3 |
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| Keywords | Balanced loss function 62J05 general optimality 62C15 general admissibility linear estimators |
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| Notes | Balanced loss function; linear estimators; general optimality; general admissibility A generalization of Zellner’s balanced loss function is proposed. General admissibility in a general multivariate linear model is investigated under the generalized balanced loss function. And the sufficient and necessary conditions for linear estimators to be generally admissible in classes of homogeneous and nonhomogeneous linear estimators are given, respectively. Ming Xiang CAO,Fan Chao KONG（Department of Mathematics, Hefei Normal University, Hefei 230601, P. R. China;School of Mathematics, Anhui University, Hefei 230039, P. R. China） 11-2039/O1 ObjectType-Article-1 SourceType-Scholarly Journals-1 ObjectType-Feature-2 content type line 23 |
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| PublicationTitle | Acta mathematica Sinica. English series |
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| References | Qin (CR4) 1994; 10 Xie (CR9) 1995; 11 Zellner, Gupta, Berger (CR14) 1994 Dong, Wu (CR2) 1988; 31 Kiefer (CR3) 1974; 2 Von Rosen (CR6) 1985 Xie (CR7) 1990; 35 Chen, Deng (CR1) 1998; 18 Rao (CR5) 1965 Xu, Wu (CR13) 2005; 21 Xu, Wu (CR12) 2000; 20 Xie (CR8) 1994; 14 Xu, Wang (CR11) 2006; 29 Xie, Zhang (CR10) 1993; 35 M Xie (9246_CR8) 1994; 14 M Xie (9246_CR9) 1995; 11 A Zellner (9246_CR14) 1994 J Chen (9246_CR1) 1998; 18 D Rosen Von (9246_CR6) 1985 X Xu (9246_CR12) 2000; 20 H Qin (9246_CR4) 1994; 10 L Xu (9246_CR11) 2006; 29 M Xie (9246_CR10) 1993; 35 M Xie (9246_CR7) 1990; 35 J Kiefer (9246_CR3) 1974; 2 C R Rao (9246_CR5) 1965 L Dong (9246_CR2) 1988; 31 X Xu (9246_CR13) 2005; 21 |
| References_xml | – start-page: 377 year: 1994 end-page: 390 ident: CR14 article-title: Bayesian and non-Bayesian estimation using balanced loss function publication-title: Statistical Decision Theory and Related Topics V doi: 10.1007/978-1-4612-2618-5_28 contributor: fullname: Berger – volume: 21 start-page: 1083 year: 2005 end-page: 1086 ident: CR13 article-title: Ns condition of admissibility for the linear estimator of normal mean with unknow variance publication-title: Acta Math. Sin., Engl. Series doi: 10.1007/s10114-004-0458-4 contributor: fullname: Wu – volume: 29 start-page: 116 year: 2006 end-page: 123 ident: CR11 article-title: General admissibility of linear preditor in the multivariate random effects model publication-title: Acta Math. Appl. Sin. contributor: fullname: Wang – volume: 14 start-page: 329 year: 1994 end-page: 337 ident: CR8 article-title: Admissibility for linear estimates on regression coefficients in a general multivariate linear model publication-title: Acta Math. Sci. Ser. B Engl. Ed. contributor: fullname: Xie – volume: 11 start-page: 431 year: 1995 end-page: 438 ident: CR9 article-title: The General admissibility theory of matrix parameter estimation publication-title: Chinese J. Appl. Probab. Statist. contributor: fullname: Xie – volume: 10 start-page: 265 year: 1994 end-page: 271 ident: CR4 article-title: General admissibility of linear estimates of regression coefficients in growth curve model publication-title: Chinese J. Appl. Probab. Statist. contributor: fullname: Qin – volume: 35 start-page: 1071 year: 1993 end-page: 1074 ident: CR10 article-title: General optimality and general admissible of linear estimates on the mean matrix publication-title: Chinese Sci. 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Series doi: 10.1007/s10114-004-0458-4 contributor: fullname: X Xu – volume-title: Linear Statistical Inference and Its Applications (second edition) year: 1965 ident: 9246_CR5 contributor: fullname: C R Rao – volume: 35 start-page: 1071 year: 1993 ident: 9246_CR10 publication-title: Chinese Sci. Bull. contributor: fullname: M Xie – volume: 11 start-page: 431 year: 1995 ident: 9246_CR9 publication-title: Chinese J. Appl. Probab. Statist. contributor: fullname: M Xie – volume: 10 start-page: 265 year: 1994 ident: 9246_CR4 publication-title: Chinese J. Appl. Probab. Statist. contributor: fullname: H Qin – volume: 29 start-page: 116 year: 2006 ident: 9246_CR11 publication-title: Acta Math. Appl. Sin. contributor: fullname: L Xu – volume: 31 start-page: 145 year: 1988 ident: 9246_CR2 publication-title: Acta Math. Sin., Chin. Series contributor: fullname: L Dong – volume: 14 start-page: 329 year: 1994 ident: 9246_CR8 publication-title: Acta Math. Sci. Ser. B Engl. Ed. doi: 10.1016/S0252-9602(18)30146-2 contributor: fullname: M Xie – volume-title: Moments and some asympototic results for maximum likelihood estimates in multivariate linear normal model with speacial References to the growth curve models year: 1985 ident: 9246_CR6 contributor: fullname: D Rosen Von – start-page: 377 volume-title: Statistical Decision Theory and Related Topics V year: 1994 ident: 9246_CR14 doi: 10.1007/978-1-4612-2618-5_28 contributor: fullname: A Zellner – volume: 35 start-page: 881 year: 1990 ident: 9246_CR7 publication-title: Chinese Sci. Bull. doi: 10.1360/csb1990-35-12-881 contributor: fullname: M Xie – volume: 18 start-page: 134 year: 1998 ident: 9246_CR1 publication-title: Acta Math. Sci. Ser. A Chin. Ed. contributor: fullname: J Chen – volume: 2 start-page: 849 year: 1974 ident: 9246_CR3 publication-title: Ann. Statist. doi: 10.1214/aos/1176342810 contributor: fullname: J Kiefer |
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| SubjectTerms | Balancing Estimators Mathematical analysis Mathematical models Mathematics Mathematics and Statistics Studies Theorems 一般化 充分必要条件 多元线性模型 容许 平衡 损失函数 线性估计类 非齐次 |
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| Title | General Admissibility for Linear Estimators in a General Multivariate Linear Model under Balanced Loss Function |
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