Kybernetika 57 no. 4, 613-627, 2021

Characterization of admissible linear estimators under extended balanced loss function

Buatikan Mirezi and Selahattin KaçıranlarDOI: 10.14736/kyb-2021-4-0613

Abstract:

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.

Keywords:

admissibility, extended balanced loss function, linear admissible estimator

Classification:

62C15, 62F10, 62J05

paper.pdf

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