| 二次损失下一般Gauss-Markov模型的线性预测的Minimax的可容许性 |
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| 引用本文： | 吴雄韬.二次损失下一般Gauss-Markov模型的线性预测的Minimax的可容许性[J].衡阳师专学报,2008(3):11-15. |
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| 作者姓名： | 吴雄韬 |
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| 作者单位： | 衡阳师范学院数学系,湖南衡阳421008 |
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| 基金项目： | 衡阳师范学院科研启动项目 |
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| 摘 要： | 对不带约束的一般Gauss-Markov模型的线性预测在齐次线性预测类中的Minimax可容许性作了较深入的讨论，得出线性预测在齐次预测类中Minimax可容许的充要条件．
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| 关 键 词： | 二次损失 Minimax预测 可容许性 |
The Minimax Adimissibility of the Linear Prediction with the Gauss-markov Model under Quadratic Loss Function |
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| WU Xiong-tao.The Minimax Adimissibility of the Linear Prediction with the Gauss-markov Model under Quadratic Loss Function[J].Journal of Hengyang Normal University,2008(3):11-15. |
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| Authors: | WU Xiong-tao |
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| Institution: | WU Xiong-tao (Department of Mathematics, Hengyang Normal University, Hengyang Hunan 421008,China) |
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| Abstract: | Under quadratic loss function, we studied the minimax admissibility of the linear prediction of the Gauss-Markov mod el with no restriction in the class of homogeneous and the necessary and sufficient condition gain have obtained. |
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| Keywords: | quadratic loss function minimax prediction admissibility |
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