| 线性估计在矩阵损失下的可容许性 |
| |
| 引用本文： | 杨镜华. 线性估计在矩阵损失下的可容许性[J]. 华中科技大学学报(自然科学版), 2000, 28(6): 114-116 |
| |
| 作者姓名： | 杨镜华 |
| |
| 作者单位： | 珠海电视大学教务处 |
| |
| 基金项目： | 广东省自然科学基金资助项目(970321) |
| |
| 摘 要： | 研究了多元线性模型Y～N(XΘ，σ
|
| 关 键 词： | 矩阵；矩阵损失；可容许性；线性估计 |
| 文章编号： | 1000-8616(2000)06-0114-03 |
| 修稿时间： | 2000-01-20 |
The Admissibility of Linear Estimators under Matrix Loss |
| |
| Yang Jinhua. The Admissibility of Linear Estimators under Matrix Loss[J]. JOURNAL OF HUAZHONG UNIVERSITY OF SCIENCE AND TECHNOLOGY.NATURE SCIENCE, 2000, 28(6): 114-116 |
| |
| Authors: | Yang Jinhua |
| |
| Abstract: | For the admissibility of linear estimator LY + D of parameters SYΘ in multivariate linear model Y～N(XΘ,σ2∑ V), where ∑≥0 and V≥0 are known, when ∑=Im, V≥0, Deng Qirong and Chen Jianbao obtained the necessary and sufficient conditions for the estimator LY + D, which is to be admissible under matrix loss. However, the results for the general case has not been given. This paper continues to study the problem given by Deng and Chen, and the results have been extended to the general case ∑≥0,V≥0. Thus the problem of admissibility linear estimator of estimable parameters in this model has been solved. |
| |
| Keywords: | matrix matrix loss admissibility linear estimator |
| 本文献已被 CNKI 万方数据 等数据库收录！ |
|
