椭球约束下误差方差非负二次估计的可容许性

Admissibility of Nonnegative Quadratic Estimators for Error Variance with Respect to Restricted Ellipsoidal Parameter Space

摘要: 本文给出了线性模型中椭球约束下,误差方差非负二次估计可容许的一个必要条件.并且,对于线性模型中设计阵X=1_n=(1,1,…,1)’的特殊情形,本文给出了一个充要条件.

Abstract: This paper gives a necessary condition for the admissibility of a nonnegative, quadratic estimator for error variance in linear model with respect to restricted ellipsoidal parameter space. Moreover, a sufficient and necessary condition is given for the special case where the design matrix X = 1_n=（1,1,…,1）’ in linear model.