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A sufficient condition for admissibility in linear estimation
Applications of Mathematics, Tome 33 (1988) no. 4, pp. 291-295 Cet article a éte moissonné depuis la source Czech Digital Mathematics Library

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It was recently shown that all estimators which are locally best in the relative interior of the parameter set, together with their limits constitute a complete class in linear estimation, both unbiased and biased. However, not all these limits are admissible. A sufficient condition for admissibility of a limit was given by the author (1986) for the case of unbiased estimation in a linear model with the natural parameter space. This paper extends this result to the general linear model and to biased estimation.
It was recently shown that all estimators which are locally best in the relative interior of the parameter set, together with their limits constitute a complete class in linear estimation, both unbiased and biased. However, not all these limits are admissible. A sufficient condition for admissibility of a limit was given by the author (1986) for the case of unbiased estimation in a linear model with the natural parameter space. This paper extends this result to the general linear model and to biased estimation.
DOI : 10.21136/AM.1988.104310
Classification : 62C15, 62J05
Keywords: sufficient condition for admissibility; natural parameter space; general linear model; biased estimation 
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Stępniak, Czesław. A sufficient condition for admissibility in linear estimation. Applications of Mathematics, Tome 33 (1988) no. 4, pp. 291-295. doi: 10.21136/AM.1988.104310

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