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HE Daojiang, GUO Dawei
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Abstract: For the linear model Y=Xβ+ε, ε~N(0,V[), with the constraint RXβ≥0, where V>0 is known, the necessary and sufficient conditions for a linear estimator of β to be admissible in the class of all estimators are obtained.
Key words: inequality constraint, linear estimator, class of all estimators, admissible
HE Daojiang, GUO Dawei. All Admissible Linear Estimators of Regression Coefficientin a Linear Model with Respect to an Inequality Constraint[J].J4, 2006, 44(06): 878-882.
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URL: http://xuebao.jlu.edu.cn/lxb/EN/
http://xuebao.jlu.edu.cn/lxb/EN/Y2006/V44/I06/878
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