广西师范大学学报（自然科学版）2001，Vol.19Issue(2)：41-45,5.
矩阵损失下带约束的回归系数非齐次线性
估计的Minimax可容许性的特征
THE MINIMAX ADMISSIBILITY CHARACTERIZATION OF NONHOMOGENEOUS LINEAR ESTIMATES WITH RESPECT TO RESTRICTED REGRESSION COEFFICIENT UNDER MATRIX LOSS FUNCTION
谭萄 1王成名2
作者信息
- 1. 天津财经学院统计系,
- 2. 广西师范大学数学系,
- 折叠
摘要
Abstract
This paper considers the Minimax admissibility characterization of linear estimates with respect to restricted regression coefficient under a matrix loss function.The necessary and sufficient conditions are given for a linear estimate AY+c to be Minimax admissible in the class of nonhomogeneous linear estimates.关键词
矩阵损失/线性估计/Minimax可容许估计分类
数理科学引用本文复制引用
谭萄,王成名..矩阵损失下带约束的回归系数非齐次线性
估计的Minimax可容许性的特征[J].广西师范大学学报（自然科学版）,2001,19(2):41-45,5.
