带约束多元线性模型随机回归系数和参数的线性估计的泛容许性

Acta mathematica scientia,Series A ›› 2012, Vol. 32 ›› Issue (3): 468-474.

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Universal Admissibility of Linear Estimators in Multivariate Stochastic |Effective Model with Restricted Condition

ZHANG Shang-Li¹, |Liu-Gang², QIN Hong³

1.School of Science, Beijing Jiaotong University, Beijing 100044|2.School of Information, Renming University of China, Beijing 100872|3.Department of Statistics, Central China Normal University, Wuhan 430079

Received:2010-12-21 Revised:2012-03-09 Online:2012-06-25 Published:2012-06-25
Supported by:
国家自然科学基金(61070236, 10671080)、高等学校博士学科点专项科研基金(20090144110002)和中央高校基本科研业务费专项资金(2011JBM364)资助

Abstract

Abstract:

In this paper, we will consider the universal admissibility of linear estimators of stochastic regression coefficients and parameters in multivariate linear model with respect to restricted parameter sets. The necessary and sufficient conditions for linear estimators of stochastic regression coefficients and parameters to be universal admissible in the homogeneous and non-homogeneous linear classes are obtained under the loss function $({d(Y)-S}\Theta{-QB})' (d(Y)-S\Theta{-QB})$.

Key words: Universal admissibility, Multivariate stochastic effective linear model, Linear estimator

CLC Number:

62C15

ZHANG Shang-Li, Liu-Gang, QIN Hong. Universal Admissibility of Linear Estimators in Multivariate Stochastic |Effective Model with Restricted Condition[J].Acta mathematica scientia,Series A, 2012, 32(3): 468-474.

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Universal Admissibility of Linear Estimators in Multivariate Stochastic |Effective Model with Restricted Condition

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