Admissible linear estimators in the general Gauss-Markov model under generalized extended balanced loss function
STATISTICAL PAPERS, cilt.64, sa.1, ss.73-92, 2023 (SCI-Expanded, Scopus)
- Yayın Türü: Makale / Tam Makale
- Cilt numarası: 64 Sayı: 1
- Basım Tarihi: 2023
- Doi Numarası: 10.1007/s00362-022-01298-9
- Dergi Adı: STATISTICAL PAPERS
- Derginin Tarandığı İndeksler: Science Citation Index Expanded (SCI-EXPANDED), Scopus, IBZ Online, International Bibliography of Social Sciences, ABI/INFORM, Aerospace Database, Business Source Elite, Business Source Premier, Communication Abstracts, EconLit, zbMATH
- Sayfa Sayıları: ss.73-92
- Anahtar Kelimeler: Admissibility, Admissible linear estimator, Generalized extended balanced loss function, Gauss-Markov model
- Çukurova Üniversitesi Adresli: Evet
Özet
This paper proposes a new generalized extended balanced loss function (GEBLF). Admissibility of linear estimators is characterized in the General Gauss-Markov model with respect to GEBLF. The sufficient and necessary conditions for linear estimators to be admissible with a dispersion matrix possibly singular among the set of linear estimators are obtained. It is stated that the results obtained under special conditions lead to the results known in the literature.