An explicit characterization of admissible linear
estimators of fixed and random effects in balanced
random models
Ewa Synówka-Bejenka
Stefan Zontek
Abstract:
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 ).
2010 AMS Mathematics Subject Classification: Primary 62F10, 62C15; Secondary 62J10.
Keywords and phrases: balanced random models, linear estimation,
linear prediction, admissibility among an affine set, locally
best estimator.