王志忠, 胡雪梅. 带有不完全椭球约束的多元回归系数线性估计的泛容许性[J]. 云南大学学报(自然科学版), 2005, 27(3): 185-190.
引用本文: 王志忠, 胡雪梅. 带有不完全椭球约束的多元回归系数线性估计的泛容许性[J]. 云南大学学报(自然科学版), 2005, 27(3): 185-190.
shu
WANG Zhi-zhong, HU Xue-mei. General admissibility for linear estimators of multivariate regression coefficients with respect to a restricted parameter set[J]. Journal of Yunnan University: Natural Sciences Edition, 2005, 27(3): 185-190.
Citation: WANG Zhi-zhong, HU Xue-mei. General admissibility for linear estimators of multivariate regression coefficients with respect to a restricted parameter set[J]. Journal of Yunnan University: Natural Sciences Edition, 2005, 27(3): 185-190.
shu

带有不完全椭球约束的多元回归系数线性估计的泛容许性

General admissibility for linear estimators of multivariate regression coefficients with respect to a restricted parameter set

    摘要
  • 摘要: 对于带有不完全椭球约束的多指标线性模型Y=XΘ+ε,ε～(0,∑ V),Θ′X′NXΘ≤∑,给出了SΘ的泛容许估计的定义,并在齐次线性估计类(非齐次线性估计类)中给出了SΘ的估计AY(AY+C)泛容许的充要条件,不论SΘ是否可估.

     

    Abstract: For the multivariate linear model with respect to a restricted parameter set Y=XΘ+ε,ε～(0,∑ V),Θ′X′NXΘ≤∑,it is given the definition for general admissible estimator of SΘ.The necessary and sufficient conditions for AY(AY+C) to be general admissible estimator of SΘ in the class of homogenous(non-homogenous) linear estimators are gained,whether SΘ is estimable or non-estimable.

     

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