ALL ADMISSIBLE LINEAR ESTIMATORS UNDER MATRIX LOSS IN MULTIVARIATE MODEL

数学物理学报(英文版) ›› 1998, Vol. 18 ›› Issue (S1): 16-24.

ALL ADMISSIBLE LINEAR ESTIMATORS UNDER MATRIX LOSS IN MULTIVARIATE MODEL

邓起荣¹, 陈建宝², 陈希镇³

1. Dept. of Math., Yunnan Eductation College, Kunming 650223, China;
2. Dept. of Statist., Yunnan University, Kunming 650091, China;
3. Dept. of Math., Putian Teachers College, Fujinan 351100, China

收稿日期:1997-04-01 修回日期:1997-12-22 出版日期:1998-12-31 发布日期:1998-12-31
基金资助:
This work is supported by scientific fundatioii of Yunnan province

ALL ADMISSIBLE LINEAR ESTIMATORS UNDER MATRIX LOSS IN MULTIVARIATE MODEL

Deng Qirong¹, Chen Jianbao², Chen Xizhen³

1. Dept. of Math., Yunnan Eductation College, Kunming 650223, China;
2. Dept. of Statist., Yunnan University, Kunming 650091, China;
3. Dept. of Math., Putian Teachers College, Fujinan 351100, China

Received:1997-04-01 Revised:1997-12-22 Online:1998-12-31 Published:1998-12-31
Supported by:
This work is supported by scientific fundatioii of Yunnan province

摘要/Abstract

摘要： Under maids loss, tall paper dicusses the admissibility of homgeneous or nonhomgeneous linear estimators of regresaion coefficient of multivarate linear model in some common classes of estimators, the necessary and sufficient conditions are obtained.The results indicate that the admissibility of linear estimetors in multiate linear model is different from the admiedbility of linear estimators in Gauss-Markoff model.

关键词: Admissibility, linear estimator, matrix loss

Abstract: Under maids loss, tall paper dicusses the admissibility of homgeneous or nonhomgeneous linear estimators of regresaion coefficient of multivarate linear model in some common classes of estimators, the necessary and sufficient conditions are obtained.The results indicate that the admissibility of linear estimetors in multiate linear model is different from the admiedbility of linear estimators in Gauss-Markoff model.

Key words: Admissibility, linear estimator, matrix loss

邓起荣, 陈建宝, 陈希镇. ALL ADMISSIBLE LINEAR ESTIMATORS UNDER MATRIX LOSS IN MULTIVARIATE MODEL[J]. 数学物理学报(英文版), 1998, 18(S1): 16-24.

Deng Qirong, Chen Jianbao, Chen Xizhen. ALL ADMISSIBLE LINEAR ESTIMATORS UNDER MATRIX LOSS IN MULTIVARIATE MODEL[J]. Acta mathematica scientia,Series B, 1998, 18(S1): 16-24.

[1]	张尚立, 覃红. ADMISSIBILITY IN THE GENERAL GROWTH CURVE MODEL WITH RESPECT TO RESTRICTED \|PARAMETER SETS UNDER MATRIX LOSS FUNCTION[J]. 数学物理学报(英文版), 2010, 30(1): 27-38.
[2]	张尚立; 桂文豪. ADMISSIBILITY OF LINEAR ESTIMATORS IN A GROWTH CURVE MODEL SUBJECT TO AN INCOMPLETE ELLIPSOIDAL RESTRICTION[J]. 数学物理学报(英文版), 2008, 28(1): 194-200.

ALL ADMISSIBLE LINEAR ESTIMATORS UNDER MATRIX LOSS IN MULTIVARIATE MODEL

ALL ADMISSIBLE LINEAR ESTIMATORS UNDER MATRIX LOSS IN MULTIVARIATE MODEL

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