Abstract:
Consider the linear model:
Yi=(
y1i,…,
yni)’=
β+
εi=(
β1,…,
βn)'+(
ε1i…,
εni)'
i=1,…,
m where
Y1,…,
Ym are independent,
E (
εi)=0, Var (
εi)=
σi2V,
i= 1,…,
m.
β∈
Rn, 0<σ
i2< ∞ unknown. The necessary and sufficient conditions that \sum_i=1^m A_i Y_i and \sum_i=1^m A_t Y_i+O are admissible for
Sβ within the classes \sum_i=1^m A_i Y_i ; A_i: s \times n and \sum_i=1^m A_i Y_i+C;
Ai:
s×
n,
C:
s×1 are given respectively. In comparision with the method used in other papers, we use the method of matrix derivative.