Admissibility and inadmissibility of a generalized Bayes unbiased estimator in a multivariate linear model
文献类型：期刊论文
| 作者 | Noda, K; Wu, QG; Shimizu, K |
| 刊名 | JOURNAL OF STATISTICAL PLANNING AND INFERENCE
 |
| 出版日期 | 2001-02-01 |
| 卷号 | 93期号:1-2页码:197-210 |
| 关键词 | estimable matrix function parameter matrix matrix loss functions semiorder unknown covariance matrix James-Stein-type matrix estimators |
| ISSN号 | 0378-3758 |
| 英文摘要 | This article considers the estimation of an estimable parametric matrix function for a multivariate linear model. The criterion for admissibility of a generalized Bayes unbiased matrix estimator is established for three different quadratic matrix loss functions. It turns out that the generalized Bayes matrix estimator is admissible provided that either the order of an unknown covariance matrix or the rank of the coefficient matrix of the estimable function is less than three. Using James-Stein-type matrix estimators also shows that if the admissibility criterion is not satisfied the estimators are inadmissible for one particular class of matrix loss functions. (C) 2001 Elsevier Science B.V. All rights reserved. MSG: 62C15; 62J07. |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000166861200012 |
| 出版者 | ELSEVIER SCIENCE BV |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/16743]  |
| 专题 | 中国科学院数学与系统科学研究院 |
| 作者单位 | 1.Keio Univ, Fac Sci & Technol, Dept Math, Yokohama, Kanagawa 2238522, Japan 2.Meisei Univ, Fac Sci & Technol, Tokyo 1918506, Japan 3.Acad Sinica, Inst Syst Sci, Beijing 100080, Peoples R China |
| 推荐引用方式 GB/T 7714 | Noda, K,Wu, QG,Shimizu, K. Admissibility and inadmissibility of a generalized Bayes unbiased estimator in a multivariate linear model[J]. JOURNAL OF STATISTICAL PLANNING AND INFERENCE,2001,93(1-2):197-210. |
| APA | Noda, K,Wu, QG,&Shimizu, K.(2001).Admissibility and inadmissibility of a generalized Bayes unbiased estimator in a multivariate linear model.JOURNAL OF STATISTICAL PLANNING AND INFERENCE,93(1-2),197-210. |
| MLA | Noda, K,et al."Admissibility and inadmissibility of a generalized Bayes unbiased estimator in a multivariate linear model".JOURNAL OF STATISTICAL PLANNING AND INFERENCE 93.1-2(2001):197-210. |
入库方式： OAI收割
来源：数学与系统科学研究院
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