Acta mathematica scientia,Series B ›› 1998, Vol. 18 ›› Issue (S1): 16-24.

• Articles • Previous Articles     Next Articles

ALL ADMISSIBLE LINEAR ESTIMATORS UNDER MATRIX LOSS IN MULTIVARIATE MODEL

Deng Qirong1, Chen Jianbao2, Chen Xizhen3   

  1. 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

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

Trendmd