| 矩阵损失下带约束的回归系数非齐次线性估计的Minimax可容许性的特征 |
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| 引用本文： | 谭萄,王成名.矩阵损失下带约束的回归系数非齐次线性估计的Minimax可容许性的特征[J].广西师范大学学报(自然科学版),2001,19(2):41-45. |
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| 作者姓名： | 谭萄 王成名 |
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| 作者单位： | 1. 天津财经学院统计系,
2. 广西师范大学数学系, |
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| 摘 要： | 在短阵损失下给出了带约束回归系数线性估计在非齐次线性估计类中是Minimax可容许估计的充要条件。
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| 关 键 词： | 矩阵损失 线性估计 Minimax可容许估计 回归系数 |
| 文章编号： | 1001-6600(2001)02-0041-05 |
| 修稿时间： | 2001年3月7日 |
THE MINIMAX ADMISSIBILITY CHARACTERIZATION OF NONHOMOGENEOUS LINEAR ESTIMATES WITH RESPECT TO RESTRICTED REGRESSION COEFFICIENT UNDER MATRIX LOSS FUNCTION |
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| Tan Tao,WANG Cheng-ming.THE MINIMAX ADMISSIBILITY CHARACTERIZATION OF NONHOMOGENEOUS LINEAR ESTIMATES WITH RESPECT TO RESTRICTED REGRESSION COEFFICIENT UNDER MATRIX LOSS FUNCTION[J].Journal of Guangxi Normal University(Natural Science Edition),2001,19(2):41-45. |
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| Authors: | Tan Tao WANG Cheng-ming |
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| Abstract: | This paper considers the Minimax admissibility characterization of linear estimates with respect to restricted regression coefficient under a matrix loss function.The necessary and sufficient conditions are given for a linear estimate AY+c to be Minimax admissible in the class of nonhomogeneous linear estimates. |
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