协方差的二次估计的可容许性
Admissibility of quadratic estimates of covariance
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摘要: 研究协方差的二次估计的可容许性,在平方损失下,我们给出了一个齐次二次估计在齐次二次估计类中是协方差的容许估计的充要条件和一个非齐次二次估计在非齐次二次估计类中是协方差的容许估计的充要条件.Abstract: It is estimated covariance with homogeneous quadratic estimators and in homogeneous quadratic estimators .Under square loss function,the necessary and sufficient conditions for a homogeneous (inhomogeneous) quadratic estimator of covariance to be admissible among homogeneous quadratic estimators and inhomogeneous quadratic estimators are given.