关键词: 线性估计, 矩阵损失, 可容许性, 注记

Abstract:

We investigated the admissibility of linear estimators in a linear model under matrix loss function. Based on the thoery of matrix, some new necessary and sufficient conditions for a linear estimator to be admissible in the class of linear estimators were obtained. The new conditions are demonstrated to be much easier to verify and to apply via an example.

Key words: linear estimator, matrix loss function, admissibility, notes