王志忠, 刘琴. 带约束的增长曲线模型中的可容许线性估计[J]. 云南大学学报(自然科学版), 2006, 28(3): 185-187,191.
引用本文: 王志忠, 刘琴. 带约束的增长曲线模型中的可容许线性估计[J]. 云南大学学报(自然科学版), 2006, 28(3): 185-187,191.
WANG Zhi-zhong, LIU Qin. Admissible linear estimation in growth curve model with respect to a restricted parameter set[J]. Journal of Yunnan University: Natural Sciences Edition, 2006, 28(3): 185-187,191.
Citation: WANG Zhi-zhong, LIU Qin. Admissible linear estimation in growth curve model with respect to a restricted parameter set[J]. Journal of Yunnan University: Natural Sciences Edition, 2006, 28(3): 185-187,191.

带约束的增长曲线模型中的可容许线性估计

Admissible linear estimation in growth curve model with respect to a restricted parameter set

  • 摘要: 对于带约束的增长曲线模型Y=X1ΘX2+ε,ε~(0,σ2V Iq),tr(X′2Θ′X′1NX1ΘX2)≤σ2,讨论了可估函数KΘL的可容许性在矩阵损失函数(d-KΘL)(d-KΘL)′下得到了DYF+C线性可容许的充要条件.

     

    Abstract: For the growth curve model with respect to a restricted parameter set Y=X1ΘX2+ε,ε~(0,σ2VIq),tr(X′2Θ′X′1NX1ΘX2)≤σ2,we consider the admissibility of linear estimators of KΘL under the matrix loss function(d-KΘL)(d-KΘL)′.The necessary and sufficient conditions for DYF+C to be admissible estimators of KΘL in the class of linear estimators are gained,whether KΘL is estimable or non-estimable.

     

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