一般增长曲线模型中UMRU估计的存在性

The Existence of UMRU Estimators in General Growth Curve Model

  • 摘要: 对于一般的增长曲线模型和严凸损失(可以是矩阵凸损失),本文给出了回归系数矩阵的指定可估函数存在一致最小风险无偏(记为UMRU)估计的充要条件以及所有可估函数恒存在UMRU估计的充要条件。最后将所得结论应用于一些特殊的模型。

     

    Abstract: For the general growth curve model and convex loss(It may be a convex matrix loss), we obtain the necessary and sufficient conditions for the existence of uniformly minimum risk un-biased(UMRU) estimators of a given estimable function and all estimable function of regression coefficients matrix. In addition, their applications in some special models have been discussed.

     

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