A note on admissibility of linear estimators in random models with a special structure

Abstract

In this paper the problem of simultaneous linear estimation of fixed and random effects in a special random model with two variance components is considered. An influence of the expectation vector on characterization of admissible linear estimation of fixed and random effects is discussed.

Keywords:

• Admissibility among an affine set
• estimation of fixed and random effects
• linear random model

Acknowledgments

We wish to thank reviewers for useful suggestions that led to improvement of the presentation of the original version of this paper.