方差分量模型中线性估计的最优性及可容许性 |
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引用本文: | 王志忠,刘锋.方差分量模型中线性估计的最优性及可容许性[J].中南大学学报(自然科学版),2003,34(5):580-583. |
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作者姓名: | 王志忠 刘锋 |
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作者单位: | 中南大学数学科学与计算技术学院,湖南,长沙,410083 |
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基金项目: | 国家自然科学基金资助项目(49774209) |
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摘 要: | 将随机效应线性模型和方差分量模型合并为一种模型,即具有随机回归系数的方差分量模型;给出了随机回归系数和参数的线性可估函数的最优线性无偏估计以及在矩阵损失函数下的可容许性;在正态假设下,讨论了线性估计在一切估计类中的可容许性.
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关 键 词: | 方差分量 最优性 可容许性. |
文章编号: | 1005-9792(2003)05-0580-04 |
修稿时间: | 2002年12月16 |
The optimization and admissibility of the linear estimator in the variance components model with stochastic regression coefficients |
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Abstract: | This paper combines the variance components model with the stochastic effect model, and the new model is called the variance components model with stochastic regression coefficients. The minimum variance unbiased estimate of stochastic regression coefficients and parameters were obtained.Necessary and sufficient conditions for a linear estimators o stochastic regression coefficients and parameters to be admissible among the linear estimators under the quadratic loss function and matrix loss function are obtained respectively.Under normality assumption, the admissibility of the linear estimator among all the estimators are also discussed. |
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Keywords: | variance component optimization admissibility |
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