| 带有不完全椭球约束的线性模型中线性估计的可容许性 |
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| 引用本文： | 鹿长余,李维新.带有不完全椭球约束的线性模型中线性估计的可容许性[J].数学学报,1994,37(3):289-300. |
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| 作者姓名： | 鹿长余 李维新 |
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| 作者单位： | 东北师范大学数学系!长春130024(鹿长余)，克山师范专科学校数学系!克山161601(李维新) |
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| 摘 要： | 本文刻划了线性模型（Ｙ，Ｘβ，σ２Ｖ，Ｖ≥０）在不完全椭球约束：（β－β０）’Ｎ（β－ β Ｐ０）≤σ２，Ｎ ≥ ０下的线性估计的可容许性．本文的结果显示了一个有趣的现象，即一个线性估计在全体线性估计所组成的类中的可容许性与椭球的中心β０无关，而在全体齐次线性估计所组成的类中的可容许性与β０有关．
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| 关 键 词： | 可容许性 椭球约束 线性模型 |
| 收稿时间： | 1991-3-25 |
Admissibility of Linear Estimator in Linear Models with Respect to A Incomplete Ellipsoidal Restrictions |
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| Lu Changyu.Admissibility of Linear Estimator in Linear Models with Respect to A Incomplete Ellipsoidal Restrictions[J].Acta Mathematica Sinica,1994,37(3):289-300. |
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| Authors: | Lu Changyu |
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| Affiliation: | Lu Changyu (Department of Mathematics, Northeast Normal University, Changcbun 130024, China) Li Weixin (Keshan Teacher's college, Heilongjiang 161601, China) |
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| Abstract: | The admissibility of a linear estimator is characterized in the linear models （Ｙ，Ｘβ，σ２Ｖ，Ｖ≥０） where considered regression parameter varies in a incomplete ellipsoia (β：（β－β０）’Ｎ（β－ β Ｐ０）≤σ２，Ｎ ≥ ０ The results shown that the admissibility of linear estimator among the class of all linear estimators is independent on β0, but the admissibility of homogeneous linear estimator among the class of all homogeneous linear estimators is dependent oil β0. |
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| Keywords: | admissibility ellipsoidal restricts linear model |
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