摘要
讨论了矩阵损失下带约束的共同均值线性模型的回归系数线性估计的Minimax可容许特征,根据可容许估计和Minimax可容许估计的定义,给出了非齐次线性估计类中Minimax可容许估计的充要条件,并进行了证明.
The Minimax admissibility characterization of linear estimators with respect to the common mean linear models with linear quality constraints is considered under a matrix loss function. Using the definitions of admissible estimator and Minimax admissible estimator,the necessary and sufficient conditions are given for a linear estimator to be Minimax admissible in the class of Nonhomogeneous linear estimators.
出处
《华北水利水电学院学报》
2007年第5期106-109,共4页
North China Institute of Water Conservancy and Hydroelectric Power
基金
河南省自然科学基金资助项目(0611052600)
