An Explicit Characterization of Admissible Linear Estimators of Fixed and Random Effects in Balanced Random Models

• Autorzy: Synówka-Bejenka Ewa , Zontek Stefan

Identyfikatory

DOI

10.37190/0208-4147.40.1.7

• Języki publikacji: EN

Abstrakty

EN

A necessary and sufficient conditions for a linear estimator of a linear function of fixed and random effects in a balanced random model to be admissible are given. The formulae for admissible estimators depend on certain coefficients from the interval [0, 1], as in well-known results for other models (see e.g. Cohen [3]).

Słowa kluczowe

EN

balanced random models; linear estimation; linear prediction; admissibility among an affine set; locally best estimator

• Wydawca: Wrocław University of Science and Technology
• Czasopismo: Probability and Mathematical Statistics
• Rocznik: 2020
• Tom: Vol. 40, Fasc. 1
• Strony: 105--118
• Opis fizyczny: Bibliogr. 29 poz., tab.

Twórcy

autor

Synówka-Bejenka Ewa

• Faculty of Mathematics, Computer Science and Econometrics, University of Zielona Góra, ul. prof. Z. Szafrana 4a, 65-516 Zielona Góra, Poland

autor

Zontek Stefan

• Faculty of Mathematics, Computer Science and Econometrics, University of Zielona Góra, ul. prof. Z. Szafrana 4a, 65-516 Zielona Góra, Poland

Bibliografia

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Uwagi

Opracowanie rekordu ze środków MNiSW, umowa Nr 461252 w ramach programu "Społeczna odpowiedzialność nauki" - moduł: Popularyzacja nauki i promocja sportu (2020).