CHARACTERIZATION OF ADMISSIBLE LINEAR ESTIMATORS UNDER EXTENDED BALANCED LOSS FUNCTION

Mirezi, Buatikan; KAÇIRANLAR, SELAHATTİN

doi:10.14736/kyb-2021-4-0613

CHARACTERIZATION OF ADMISSIBLE LINEAR ESTIMATORS UNDER EXTENDED BALANCED LOSS FUNCTION

Mirezi B., KAÇIRANLAR S.

KYBERNETIKA, cilt.57, sa.4, ss.613-627, 2021 (SCI-Expanded, Scopus)

Yayın Türü: Makale / Tam Makale
Cilt numarası: 57 Sayı: 4
Basım Tarihi: 2021
Doi Numarası: 10.14736/kyb-2021-4-0613
Dergi Adı: KYBERNETIKA
Derginin Tarandığı İndeksler: Science Citation Index Expanded (SCI-EXPANDED), Scopus, Linguistic Bibliography, zbMATH
Sayfa Sayıları: ss.613-627
Anahtar Kelimeler: admissibility, extended balanced loss function, linear admissible estimator, REGRESSION COEFFICIENT
Çukurova Üniversitesi Adresli: Evet

Özet

In this paper, we study the admissibility of linear estimator of regression coefficient in linear model under the extended balanced loss function (EBLF). The sufficient and necessary condition for linear estimators to be admissible are obtained respectively in homogeneous and non-homogeneous classes. Furthermore, we show that admissible linear estimator under the EBLF is a convex combination of the admissible linear estimator under the sum of square residuals and quadratic loss function.