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Linear sufficiency and admissibility in restricted linear models

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  • Heiligers, Berthold
  • Markiewicz, Augustyn

Abstract

The linearly sufficient and admissible linear estimators with bounded mean squared error in linear models with parameter restrictions are identified as special general ridge estimators. This is based on a decomposition result for admissible estimators and on the characterization of linearly sufficient and admissible estimators in unrestricted models given in Markiewicz (1996).

Suggested Citation

  • Heiligers, Berthold & Markiewicz, Augustyn, 1996. "Linear sufficiency and admissibility in restricted linear models," Statistics & Probability Letters, Elsevier, vol. 30(2), pages 105-111, October.
    • Handle: RePEc:eee:stapro:v:30:y:1996:i:2:p:105-111
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    References listed on IDEAS

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    1. Markiewicz, Augustyn, 1996. "Characterization of general ridge estimators," Statistics & Probability Letters, Elsevier, vol. 27(2), pages 145-148, April.
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    Cited by:

    1. Liu, Xu-qing & Rong, Jian-ying, 2007. "Nonnegative quadratic estimation and quadratic sufficiency in general linear models," Journal of Multivariate Analysis, Elsevier, vol. 98(6), pages 1180-1194, July.
    2. Yongge Tian, 2017. "Transformation approaches of linear random-effects models," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 26(4), pages 583-608, November.
    3. Liu, Xu-Qing & Rong, Jian-Ying & Liu, Xiu-Ying, 2008. "Best linear unbiased prediction for linear combinations in general mixed linear models," Journal of Multivariate Analysis, Elsevier, vol. 99(8), pages 1503-1517, September.
    4. Markiewicz, Augustyn, 1998. "Comparison of linear restricted models with respect to the validity of admissible and linearly sufficient estimators," Statistics & Probability Letters, Elsevier, vol. 38(4), pages 347-354, July.
    5. Liu, Xu-Qing & Wang, Dong-Dong & Rong, Jian-Ying, 2009. "Quadratic prediction and quadratic sufficiency in finite populations," Journal of Multivariate Analysis, Elsevier, vol. 100(9), pages 1979-1988, October.

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