生长曲线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 Growth Curve Model

  • 摘要: 本文讨论了生长曲线模型中共同均值参数的估计问题,针对矩阵损失函数,给出了六种不同形式的优良性准则,在较特殊的生长曲线模型下,证明了这六种容许性在特殊的齐次线性估计类L0中是一致的,并且得到了其共同容许估计的充要条件,但在L1中它们是不一致的,可分为两类,并且也分别得到了其可容许估计的充要条件,还进一步讨论了非齐次线性估计的容许性问题。

     

    Abstract: In this paper,we discuss the problem of estimating a common mean parametric matrix relative to matrix loss. We give six different optimality criterias and prove them to be identical in the class of homogenous linear estimates and get a necessary and sufficient codition for their common admissible estimate. However in the class of homogenous linear estimates,it will not be true any longer. but we can divide those criteris into two idetical subclasses and give each subclass a necessary and sufficiet condition for their common admissible estimate respectively.

     

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