不等式约束下多元线性模型中线性估计的可容许性

不等式约束下多元线性模型中线性估计的可容许性

何道江, 郭大伟

安徽师范大学数学系, 安徽省芜湖 241000

收稿日期:2006-12-10 修回日期:1900-01-01 出版日期:2007-09-26 发布日期:2007-09-26
通讯作者: 郭大伟

Admissibility for Linear Estimators in a Multivariate Linear Model with Respect to an Inequality Restriction

HE Daojiang, GUO Dawei

Department of Mathematics, Anhui Normal University, Wuhu 241000, Anhui Province, China

Received:2006-12-10 Revised:1900-01-01 Online:2007-09-26 Published:2007-09-26
Contact: GUO Dawei

摘要/Abstract

摘要： 研究多元线性模型在不等式约束下齐次线性估计和非齐次线性估计的可容许性, 刻画了二者之间的关系, 得到了齐次线性估计(非齐次线性估计)在齐次线性估计类(非齐次线性估计类)中是可容许的充要条件.

关键词: 多元线性模型, 不等式约束, 线性估计, 可容许性

Abstract: The admissibility of both homogeneous and inhomogeneous linear estimators was investigated in a multivariate linear model with respect to an inequality restriction. The relationship between admissibilities of the two types of estimators was characterized. The necessary and sufficient conditions for a linear estimator LY(LY+L1) to be admissible in a class of homogeneous (nonhomogeneous) linear estimators under quadratic loss were obtained.

Key words: multivariate linear model, inequality restriction, linear estimator, admissibility

中图分类号:

O212.2

何道江, 郭大伟. 不等式约束下多元线性模型中线性估计的可容许性[J]. J4, 2007, 45(05): 738-742.

HE Daojiang, GUO Dawei. Admissibility for Linear Estimators in a Multivariate Linear Model with Respect to an Inequality Restriction[J]. J4, 2007, 45(05): 738-742.

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