Admissible linear estimators in the general Gauss-Markov model under generalized extended balanced loss function

Mirezi B., Kaciranlar S.

STATISTICAL PAPERS, cilt.64, sa.1, ss.73-92, 2023 (SCI-Expanded) identifier identifier

  • 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.