| ON INADMISSIBILITY OF SOME USUAL ESTIMATORS OF LOSS INCURRED IN ESTIMATING ERROR VARIANCE |
| |
| 作者姓名： | WU Qiguang Institute of Systems Science Academia Sinica Beijing China |
| |
| 作者单位： | WU Qiguang Institute of Systems Science，Academia Sinica，Beijing 100080，China |
| |
| 基金项目： | Supported by National Natural Science Foundation of China. |
| |
| 摘 要： | Under multivariant normal linear models, it is proved that usual loss estima-tors based on the uniformly minimum variance unbiased estimator and the best affinelyequivariant estimator of error variance are inadmissible with squared error loss.
|
ON INADMISSIBILITY OF SOME USUAL ESTIMATORS OF LOSS INCURRED IN ESTIMATING ERROR VARIANCE |
| |
| WU Qiguang Institute of Systems Science,Academia Sinica,Beijing ,China.ON INADMISSIBILITY OF SOME USUAL ESTIMATORS OF LOSS INCURRED IN ESTIMATING ERROR VARIANCE[J].Journal of Systems Science and Complexity,1993(2). |
| |
| Authors: | WU Qiguang Institute of Systems Science Academia Sinica Beijing China |
| |
| Institution: | WU Qiguang Institute of Systems Science,Academia Sinica,Beijing 100080,China |
| |
| Abstract: | Under multivariant normal linear models, it is proved that usual loss estima-
tors based on the uniformly minimum variance unbiased estimator and the best affinely
equivariant estimator of error variance are inadmissible with squared error loss. |
| |
| Keywords: | Normal linear model unbiassed loss estimator squared error loss |
| 本文献已被 CNKI 等数据库收录！ |
