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Linearly admissible estimators of the common mean parameter under balanced loss function

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ABSTRACT Admissibility of linear estimators of the common mean parameter is investigated in the context of a linear model under balanced loss function. Sufficient and necessary conditions for linear estimators… Click to show full abstract

ABSTRACT Admissibility of linear estimators of the common mean parameter is investigated in the context of a linear model under balanced loss function. Sufficient and necessary conditions for linear estimators to be admissible in classes of homogeneous and non homogeneous linear estimators are obtained, respectively.

Keywords: mean parameter; balanced loss; estimators common; common mean; loss function

Journal Title: Communications in Statistics - Theory and Methods
Year Published: 2017

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