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All Admissible Linear Estimators of Regression Coefficientin a Linear Model with Respect to an Inequality Constraint

HE Daojiang, GUO Dawei   

  1. Department of Mathematics, Anhui Normal University, Wuhu 241000, Anhui Province, China
  • Received:2005-12-06 Revised:1900-01-01 Online:2006-11-26 Published:2006-08-26
  • Contact: GUO Dawei

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