Journal of Inequalities and Applications
Volume 2009 (2009), Article ID 718927, 12 pages
Research Article

Admissible Estimators in the General Multivariate Linear Model with Respect to Inequality Restricted Parameter Set

1School of Science, Beijing Jiaotong University, Beijing 100044, China
2School of Information, Renmin University of China, Beijing 100872, China
3Department of Statistics, Florida State University, Tallahassee, FL 32306, USA

Received 28 May 2009; Accepted 11 August 2009

Academic Editor: Kunquan Lan

Copyright © 2009 Shangli Zhang et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.


By using the methods of linear algebra and matrix inequality theory, we obtain the characterization of admissible estimators in the general multivariate linear model with respect to inequality restricted parameter set. In the classes of homogeneous and general linear estimators, the necessary and suffcient conditions that the estimators of regression coeffcient function are admissible are established.