| 带有不完全椭球约束的多元回归系数线性估计的泛容许性 |
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| 引用本文： | 王志忠,胡雪梅.带有不完全椭球约束的多元回归系数线性估计的泛容许性[J].云南大学学报(自然科学版),2005,27(3):185-190. |
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| 作者姓名： | 王志忠 胡雪梅 |
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| 作者单位： | 中南大学,数学学院,湖南,长沙,410083 |
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| 基金项目： | ThispaperissupportedbytheNationalNaturalFoundationofChina(4 97742 0 9)andtheScienceFoundationofHunan
Province(0 3JJZ3 0 65 ) . |
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| 摘 要： | 对于带有不完全椭球约束的多指标线性模型Y=XΘ+ε,ε～(0,∑  V),Θ′X′NXΘ≤∑,给出了SΘ的泛容许估计的定义,并在齐次线性估计类(非齐次线性估计类)中给出了SΘ的估计AY(AY+C)泛容许的充要条件,不论SΘ是否可估.
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| 关 键 词： | 矩阵参数 线性估计 泛优良性 泛容许性 |
General admissibility for linear estimators of multivariate regression coefficients with respect to a restricted parameter set |
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| WANG Zhi-zhong,HU Xue-mei.General admissibility for linear estimators of multivariate regression coefficients with respect to a restricted parameter set[J].Journal of Yunnan University(Natural Sciences),2005,27(3):185-190. |
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| Authors: | WANG Zhi-zhong HU Xue-mei |
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| Institution: | Department of Mathematics, Central South University, Changsha 410083, China |
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| Abstract: | For the multivariate linear model with respect to a restricted parameter setY = XΘ + ε, ε～ (0, ∑ ( ) V), Θ′X′NXΘ≤∑,it is given the definition for general admissible estimator of SΘ. The necessary and sufficient conditions for AY(AY + C) to be general admissible estimator of SΘ in the class of homogenous(non-homogenous) linear estimators are gained, whether SΘ is estimable or non-estimable. |
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| Keywords: | parametric matrix linear estimator general optimality general admissibility |
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