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