YOU Jinhong. The Minimax Admissible Estimates of the Multivariate Regression Coefficient in the Growth Curve Model Under a Matrix Loss Function[J]. Chinese Journal of Applied Probability and Statistics, 1997, 13(4): 353-358.
Citation: YOU Jinhong. The Minimax Admissible Estimates of the Multivariate Regression Coefficient in the Growth Curve Model Under a Matrix Loss Function[J]. Chinese Journal of Applied Probability and Statistics, 1997, 13(4): 353-358.

The Minimax Admissible Estimates of the Multivariate Regression Coefficient in the Growth Curve Model Under a Matrix Loss Function

  • In the papet, we consider the Minimax admissible estimates of the multivariate regression coefficient in the growth curve model under a matrix loss function, The necessary and sufficient conditions are giveu for a linear estimate MYN(MYN+C) to be Minimax admissible in the class of some homogeneous(non-homogeneous) linear estimates
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