Abstract
A generalization of Zellner’s balanced loss function is proposed. General admissibility in a general multivariate linear model is investigated under the generalized balanced loss function. And the sufficient and necessary conditions for linear estimators to be generally admissible in classes of homogeneous and nonhomogeneous linear estimators are given, respectively.
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The first author is supported by the Excellent Youth Talents Foundation of University of Anhui (Grant Nos. 2011SQRL127 and 2012SQRL028ZD)
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Cao, M.X., Kong, F.C. General admissibility for linear estimators in a general multivariate linear model under balanced loss function. Acta. Math. Sin.-English Ser. 29, 1823–1832 (2013). https://doi.org/10.1007/s10114-013-9246-3
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DOI: https://doi.org/10.1007/s10114-013-9246-3