ADMISSIBILITY OF LIMITS OF THE UNIQUE LOCALLY BEST LINEAR
ESTIMATORS WITH APPLICATION TO VARIANCE COMPONENTS
MODELS
Abstract: The paper gives a sufficient condition for the limit of a sequence of the unique best
linear estimators to be admissible. For commutative variance components models a complete
characterization of limits of sequences fulfilling that condition is established. There are
also presented some conditions imposed on the variance components model which
guarantee that the described set of limits coincides with the minimal complete class.
2000 AMS Mathematics Subject Classification: Primary: -; Secondary: -;
Key words and phrases: -