安徽大学学报(自然科学版)2013,Vol.37Issue(4):21-27,7.DOI:10.3969/j.issn.1000-2162.2013.04.004
二次损失下正态线性模型中可估函数的一切可容许估计
All admissible linear estimators of estimable function in a normal linear model under quadratic loss
摘要
Abstract
This article investigated the admissibility of linear estimators for estimable function in a normal linear model under quadratic loss function.A sufficient condition was given for restricted homogeneous linear estimators to be admissible in the space of all estimators when the nonnegative covariance matrix of the model was related to the design matrix.Furthermore,the sufficient condition was proved to be necessary if additional conditions were assumed.关键词
二次损失/正态线性模型/可容许估计Key words
quadratic loss/ normal linear model/ admissible estimators分类
数理科学引用本文复制引用
胡桂开..二次损失下正态线性模型中可估函数的一切可容许估计[J].安徽大学学报(自然科学版),2013,37(4):21-27,7.基金项目
Supported by Youth Science Foundation of Educational Committee of Jiangxi Province (GJJ12388),Natural Science Foundation of Jiangxi Province (20122BAB211007) and National Social Science Foundation of China (12BTJ014) (GJJ12388)