Kybernetika 52 no. 5, 724-734, 2016

On admissibility of linear estimators in models with finitely generated parameter space

Ewa Synówka-Bejenka and Stefan ZontekDOI: 10.14736/kyb-2016-5-0724

Abstract:

The paper refers to the research on the characterization of admissible estimators initiated by Cohen \cite{Cohen}. In our paper it is proved that for linear models with finitely generated parameter space the limit of a sequence of the unique locally best linear estimators is admissible. This result is used to give a characterization of admissible linear estimators of fixed and random effects in a random linear model for spatially located sensors measuring intensity of a source of signals in discrete instants of time.

Keywords:

admissibility, linear model, linear estimation, linear prediction, admissibility among an affine set, locally best estimator

Classification:

62F10, 62J10

paper.pdf

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