Zurück zu den Preprints des Jahres 1995


1995-17

Linear Sufficiency and Admissibility in Restricted Linear Models

by Heiligers, B., Markiewicz, A..


Series: 1995-17, Preprints

MSC:
62F10 Point estimation
62J05 Linear regression

Abstract:
ear 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 (1995).

Keywords:
and Phrases: Admissibility, linear sufficiency, partial parameter restrictions, general ridgeestimator, mean squared error function.