| 多元回归系数非齐次线性估计在新的优良性准则下的容许性 |
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| 作者单位： | Department of Mathematics，Chen Zhou Teachre's College 423000 |
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| 摘 要： | 考虑多线性模型和矩阵损失函数:其中X和U≥0和巳知矩阵,(?)和V≥0(但V≠0)是未知参数矩阵,本文在新的容许性意义下,得到了S(?)的非齐次线性估计LY+a在非齐次线性估计类￡中是可容许的充要条件。
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| 关 键 词： | 矩阵损失 参数矩阵 非齐次线性估计 新的优良性准则 可容许性 |
Admissibility of Nonhomogeous Linear Estimates of Multivariate Regression Coefficient on a New superior Standard Under the Matrix Loss Function |
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| Authors: | Wu Chang Chun |
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| Abstract: | Consider the multivariate linear model y =XΘ + ε, E(ε) = 0,Cov(ε) = V U and the matrixLoss function (D-S Θ)(Ⅰ)-S Θ)1,whereX,Sand U≥0 are known matrices,Θand V≥0(but V≠0) are un-known matrices. In this paper. We obtained a necessary and sufficient condition for LY+a to be an admissible estimate of S Θ in the class of nonhomogeous linear estimates and under a new admissible definition. |
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| Keywords: | Matrix Loss Multivariate Regression Coefficient Nonhomogeous Linear Estimates New Com-parison Standard Admissibility |
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