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平衡损失下带约束的回归系数的线性容许估计
引用本文:曹明响,孔繁超.平衡损失下带约束的回归系数的线性容许估计[J].合肥工业大学学报(自然科学版),2010,33(1).
作者姓名:曹明响  孔繁超
作者单位:1. 合肥师范学院数学系,安徽,合肥,230061
2. 安徽大学数学与计算科学学院,安徽,合肥,230039
基金项目:安徽省高校优秀人才项目 
摘    要:文章在推广的矩阵形式的平衡损失函数下,利用矩阵的向量化方法,研究了带线性约束的多元线性模型中回归系数的线性可容许估计;并在齐次线性估计类和非齐次线性估计类中,分别得到了齐次线性估计和非齐次线性估计是可容许估计的充分和必要条件,推广了有关文献的结果。

关 键 词:多元线性模型  线性估计  平衡损失  可容许性

Linear admissible estimations of regression coefficient with respect to linear constraint under balanced loss
CAO Ming-xiang,KONG Fan-chao.Linear admissible estimations of regression coefficient with respect to linear constraint under balanced loss[J].Journal of Hefei University of Technology(Natural Science),2010,33(1).
Authors:CAO Ming-xiang  KONG Fan-chao
Abstract:By using the vectorization method of matrixes,the linearly admissible estimator of the regression coefficient of a multi-linear model with respect to linear constraints is studied under the balanced loss function.And the necessary and sufficient conditions about admissibility for linear estimators among the inhomogeneous linear class or the homogeneously linear class are obtained,respectively,which extends the results of some literature.
Keywords:multi-linear model  linear estimator  balanced loss function  admissibility
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