Acta mathematica scientia,Series A ›› 2000, Vol. 20 ›› Issue (4): 468-473.
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(Institute of Systems Science, Academia Sinica, Beijing 100080)
Online:
Published:
Abstract:
In this paper, we study the admissibility of linear estimators of regression coefficient in linear model under balanced loss function. The necessary and sufficient condition that a linear estimator is admissible among linear estimator class is given. It shows that linear admissible estimators are also balance of estimators.
Key words: linear model, Regressional coefficient, Balanced loss function, linear admissible estimators.
CLC Number:
Xu Xingzhong Wu Qiguang. Linear Admissible Estimators of Regression Coefficient Under Balanced Loss[J].Acta mathematica scientia,Series A, 2000, 20(4): 468-473.
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http://121.43.60.238/sxwlxbA/EN/Y2000/V20/I4/468
１ ＺｅｌｌｎｅｒＡ．ＢａｙｅｓｉａｎａｎｄｎｏｎＢａｙｅｓｉａｎｅｓｔｉｍａｔｉｏｎｕｓｉｎｇｂａｌａｎｃｅｄｌｏｓｓｆｕｎｃｔｉｏｎｓ．Ｉｎ：ＧｕｐｔａＳＳ，ＢｅｒｇｅｒＪＯｅｄｓ．ＳｔａｔｉｓｔｉｃａｌｄｅｃｉｓｉｏｎｔｈｅｏｒｙａｎｄｒｅｌａｔｅｄｔｏｐｉｃｓＶ．Ｎｅｗ Ｙｏｒｋ：ＳｐｒｉｎｇＶｅｒｌａｇ，１９９４．３７７－３９０ ２ ＷａｎＡＴＫ．Ｒｉｓｋｃｏｍｐａｒｉｓｏｎｏｆｉｎｅｑｕａｌｉｔｙｃｏｎｓｔｒａｉｎｅｄｌｅａｓｔｓｑｕａｒｅｓａｎｄｏｔｈｅｒｒｅｌａｔｅｄｅｓｔｉｍａｔｏｒｓｕｎｄｅｒｂａｌａｎｃｅｄｌｏｓｓ．ＥｃｏｎｏｍｉｃｓＬｅｔｔｅｒｓ，１９９４，４６：２０３－２１０ ３ ＲｏｄｒｉｇｎｅｓＪ，ＺｅｌｌｎｅｒＡ．Ｗｅｉｇｈｔｅｄｂａｌａｎｃｅｄｌｏｓｓｆｕｎｃｔｉｏｎａｎｄｅｓｔｉｍａｔｉｏｎｏｆｔｈｅｍｅａｎｔｉｍｅｔｏｆａｉｌｕｒｅ．Ｃｏｍｍｕｎｉｃａｔｉｏｎｓｉｎ ＳｔａｔｉｓｔｉｃｓＴｈｅｏｒｙａｎｄ Ｍｅｔｈｏｄｓ，１９９４，２３：３６０９－３６１６ ４ ＧｉｌｅｓＪＡ，ＧｉｌｅｓＤＥＡ，ＯｈｔａｎｉＫ．ＴｈｅｅｘａｃｔｒｉｓｋｏｆｓｏｍｅｐｒｅｔｅｓｔａｎｄＳｔｅｉｎｔｙｐｅｒｅｇｒｅｓｓｉｏｎｅｓｔｉｍａｔｏｒｓｕｎｄｅｒｂａｌａｎｃｅｄｌｏｓｓ．ＣｏｍｍｕｎｉｃａｔｉｏｎｓｉｎＳｔａｔｉｓｔｉｃｓＴｈｅｏｒｙａｎｄ Ｍｅｔｈｏｄｓ，１９９６，２５：２９０１－２９１９ ５ ＯｈｔａｎｉＫ．Ｔｈｅｅｘａｃｔｒｉｓｋｏｆａ ｗｅｉｇｈｔｅｄａｖｅｒｇｅｅｓｔｉｍａｔｏｒｏｆｔｈｅｅｌｓａｎｄｓｔｅｉｎｒｕｌｅｅｓｔｉｍａｔｏｒｓｉｎｒｅｇｒｅｓｓｉｏｎｕｎｄｅｒｂａｌａｎｃｅｄｌｏｓｓ．Ｓｔａｔｉｓｔｉｃｓ＆ Ｄｅｃｉｓｉｏｎｓ，１９９８，１６：３５－４５ ６ ＣｏｈｅｎＡ．Ａｌｌａｄｍｉｓｓｉｂｌｅｌｉｎｅａｒｅｓｔｉｍａｔｅｓｏｆｔｈｅｍｅａｎｖｅｃｔｏｒ．Ａｎｎ ＭａｔｈＳｔａｔｉｓｔ，１９６６，３７：４５８－４６３ ７ ＲａｏＣＲ．Ｅｓｔｉｍａｔｉｏｎｏｆｐａｒａｍｅｔｅｒｓｉｎａｌｉｎｅａｒｍｏｄｅｌ．ＡｎｎＳｔａｔｉｓｔ，１９７６，４：１０２３－１０３７
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