胡雪梅, 王志忠. 带有不完全椭球约束的多元线性模型中线性估计的可容许性[J]. 云南大学学报(自然科学版), 2007, 29(1): 5-11.
引用本文: 胡雪梅, 王志忠. 带有不完全椭球约束的多元线性模型中线性估计的可容许性[J]. 云南大学学报(自然科学版), 2007, 29(1): 5-11.
shu
HU Xue-mei, WANG Zhi-zhong. Admissibility of linear estimation of multivariate linear model with respect to a restricted parameter set[J]. Journal of Yunnan University: Natural Sciences Edition, 2007, 29(1): 5-11.
Citation: HU Xue-mei, WANG Zhi-zhong. Admissibility of linear estimation of multivariate linear model with respect to a restricted parameter set[J]. Journal of Yunnan University: Natural Sciences Edition, 2007, 29(1): 5-11.
shu

带有不完全椭球约束的多元线性模型中线性估计的可容许性

Admissibility of linear estimation of multivariate linear model with respect to a restricted parameter set

    摘要
  • 摘要: 对于带有不完全椭球约束的多元线性模型,在参数可估和不可估2种情况下给出了风险函数的6种比较标准,并证明了这些标准是一致的.在齐次线性估计类和非齐次线性估计类中分别给出了参数估计可容许的充要条件.

     

    Abstract: For the multivariate linear model with respect to a restricted parameter set,six different optimality criteria in estimating parameters are defined and these criteria are proved to be equivalent,the necessary and sufficient conditions that parameter estimators are admissible in the class of homogenous and non-homogenous linear estimators are obtained whether parameters are estimable.

     

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