Acta mathematica scientia,Series A ›› 2005, Vol. 25 ›› Issue (5): 604-611.

• Articles • Previous Articles     Next Articles

The Minimax Estimator of Stochastic Regression Coefficients and Parameters in Normal Linear Model

 XU Li-Wen, YU Qing-Hua   

  • Online:2005-10-25 Published:2005-10-25
  • Supported by:

    国家自然科学基金(10101006)和中南大学博士后经费资助

Abstract:

In this paper the authors investigate estimation problem of stochastic regression coefficients and parameters in the general normal random effects linear model. Under the quadratic loss, the authors obtain the unique minimax estimator of linear estimable functions in the class of all estimators.

Key words: Minimax estimator;Quadratic loss;Random effects;Normal linear model

CLC Number: 

  • 62J05
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