多元线性模型中均值矩阵的函数的所有可容许线性估计

数学物理学报 ›› 1998, Vol. 18 ›› Issue (2): 134-139.

多元线性模型中均值矩阵的函数的所有可容许线性估计

陈建宝¹, 邓起荣²

1. 云南大学统计系昆明 650091;
2. 云南教育学院数学系昆明 650223

收稿日期:1995-12-05 修回日期:1997-04-01 出版日期:1998-06-26 发布日期:1998-06-26
基金资助:
云南省应用基础研究基金资助

All Admissible Estimators of the Function of Mean Matrix in Multivariate Linear Models

Chen Jiaobao¹, Deng Qirong²

1. Department of Statist of Yunnan University, Kunming 650091;
2. Department of Mathematics of Yunnan Education College, Kunming 650223

Received:1995-12-05 Revised:1997-04-01 Online:1998-06-26 Published:1998-06-26

摘要/Abstract

摘要： 对于多元正态线性模型Y_n×m~N(XΘ,∑⊗V),V ≥ 0和∑ ≥ 0已知.在三种不同的可容许性意义下,该文分别得到了SXΘ的线性估计LY+D在一切估计类中可容许的充要条件.

关键词: 多元正态线性模型, 二次损失, 一切估计类, 可容许估计

Abstract: For the multivariate normal model Y_n×m~N(XΘ,∑⊗V),V ≥ 0 and ∑ ≥ 0 are known This paper has obtained the necessary and sufficient conditions for the linear estimator LY+D of SXΘ to be admissible in the class of all estimators under each of three definitions of admissibility.

Key words: Multivariate normal linear model, quadratic loss, class of all estimators, admissible estimator

陈建宝, 邓起荣. 多元线性模型中均值矩阵的函数的所有可容许线性估计[J]. 数学物理学报, 1998, 18(2): 134-139.

Chen Jiaobao, Deng Qirong. All Admissible Estimators of the Function of Mean Matrix in Multivariate Linear Models[J]. Acta mathematica scientia,Series A, 1998, 18(2): 134-139.

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