An "Optimal" Subclass of Linear Unbiased Estimators | ||||
The Egyptian Statistical Journal | ||||
Article 2, Volume 33, Issue 2, December 1989, Page 176-186 | ||||
Document Type: Original Article | ||||
DOI: 10.21608/esju.1989.316535 | ||||
View on SCiNiTO | ||||
Author | ||||
Abdul-Mordy Azzam | ||||
Abstract | ||||
Azzam, Birkes and Seely (1988) studied the problem of characterizing an "optimal' class of linear unbiased estimators. This "optimal" class is the class of all admissible linear unbiased estimators (ALUE's) of an estimable parametric function in linear models. In this paper, a simplification of Azzam el.al. (1988) results concerning calculating ALUE's will be introduced using the subclass G of g-inverses constructed by Zyskind and Martin (1969). Also, a generalization of Zskind and Mertin (1969) results concerning best linear unbiased estimators (BLUE's) is introduced. | ||||
Keywords | ||||
Admissible Linear Unbiased Estimators; The Smallest Closed Convex Cone; g-Inverse; Polyhedral Structure; Reparameterization | ||||
Statistics Article View: 21 |
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