不等式约束下多元线性模型中线性估计的可容许性

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

Abstract

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

CLC Number:

O212.2

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

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