## Electronic Journal of Statistics

### $\Phi$ admissibility of stochastic regression coefficients in a general multivariate random effects model under a generalized balanced loss function

Ming-Xiang Cao

#### Abstract

The definitions of $\Phi$ optimality and $\Phi$ admissibility of stochastic regression coefficients are given in a general multivariate random effects model under the generalized balanced loss function. $\Phi$ admissibility of linear estimators of stochastic regression coefficients is investigated. Sufficient and necessary conditions for linear estimators to be $\Phi$ admissible in classes of homogeneous and nonhomogeneous linear estimators are obtained, respectively.

#### Article information

Source
Electron. J. Statist., Volume 6 (2012), 2332-2346.

Dates
First available in Project Euclid: 30 November 2012

https://projecteuclid.org/euclid.ejs/1354284422

Digital Object Identifier
doi:10.1214/12-EJS747

Mathematical Reviews number (MathSciNet)
MR3020265

Zentralblatt MATH identifier
1295.62008

Subjects
Secondary: 62J12: Generalized linear models

#### Citation

Cao, Ming-Xiang. $\Phi$ admissibility of stochastic regression coefficients in a general multivariate random effects model under a generalized balanced loss function. Electron. J. Statist. 6 (2012), 2332--2346. doi:10.1214/12-EJS747. https://projecteuclid.org/euclid.ejs/1354284422

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