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Keywords:
linear model; linear estimation; linear prediction; admissibility; admissibility among an affine set; locally best estimator
linear model; linear estimation; linear prediction; admissibility; admissibility among an affine set; locally best estimator
Summary:
The paper refers to the research on the characterization of admissible estimators initiated by Cohen [2]. In our paper it is proved that for linear models with finitely generated parameter space the limit of a sequence of the unique locally best linear estimators is admissible. This result is used to give a characterization of admissible linear estimators of fixed and random effects in a random linear model for spatially located sensors measuring intensity of a source of signals in discrete instants of time.
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