多元线性模型中共同均值参数的线性估计的可容许性

ADMISSIBLE LINEAR ESTIMATE OF A COMMON MEAN OF MULTIVARIATE REGRESSION MODEL

  • 摘要: 本文讨论了多元线性模型中共同均值参数的估计问题。针对矩阵损失函数,给出了五种不同形式的优良性准则。证明了在齐次和非齐次线性估计类中分别是一致的,并且得到了在相应的估计类中均值参数矩阵的线性可估函数的线性估计的可容许性特征。

     

    Abstract: In this paper, we discuss the problem of estimating a common mean parametric matrix relative to matrix loss, we give five difierent optimality criteria and prove them to be identical in the class of homogenous and nonhomogenous linear estimates respectively. Farthermore, the admissibility character of a linear estimator on a linear estimatable function of the common mean parametric matrix is obtained.

     

/

返回文章
返回