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Admissibility of linear predictors under matrix loss functions with respect to an inequality constraint. (English) Zbl 1340.62096

Summary: In this paper, we investigate the admissibility of linear predictors in a finite population model with respect to the inequality constraint \(r'\beta\geqslant 0\). Necessary and sufficient conditions for a linear predictor to be admissible in the class of linear predictors are obtained under matrix loss function. In addition, the conditions are demonstrated to be much easier to verify and to apply via an example.

MSC:

62M20 Inference from stochastic processes and prediction
62C15 Admissibility in statistical decision theory
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