Admissible Linear Estimators of Multivariate Regression Coefficient with Respect to an Inequality Constraint under Balanced Loss Function
Received:October 08, 2012  Revised:May 17, 2013
Key Words: admissibility   inequality constraint   balanced loss function   homogeneous (inhomogeneous) linear estimator.  
Fund Project:Supported by the National Natural Science Foundation of China (Grant No.11201005), the Natural Science Foundation of Anhui Province (Grant Nos.1308085QA13; 1208085MA11), the Key Project of Natural Science Foundation of of Universities in Anhui Province (Grant No.KJ2012A135) and the Key Project of Distinguished Young Talents of Universities in Anhui Province (Grant No.2012SQRL028ZD).
Author NameAffiliation
Jie WU College of Mechanical and Electrical Engineering, Anhui Polytechnic University, Anhui 241000, P. R. China
Department of Statistics, Anhui Normal University, Anhui 241000, P. R. China 
Daojiang HE Department of Statistics, Anhui Normal University, Anhui 241000, P. R. China 
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Abstract:
      In this paper, the admissibility of multivariate linear regression coefficient with respect to an inequality constraint under balanced loss function is investigated. Necessary and sufficient conditions for admissible homogeneous and inhomogeneous linear estimators are obtained, respectively.
Citation:
DOI:10.3770/j.issn:2095-2651.2013.06.011
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